jump

MultiObjectiveAlgorithms.jl: a Julia package for solving multi-objective optimization problems

  • Oscar Dowson
  • Xavier Gandibleux
  • Gökhan Kof
    • Categories Multi-Criteria Optimization, Optimization Software and Modeling Systems Tags , , ,

    We present MultiObjectiveAlgorithms.jl, an open-source Julia library for solving multi-objective optimization problems written in JuMP. MultiObjectiveAlgorithms.jl implements a number of different solution algorithms, which all rely on an iterative scalarization of the problem from a multi-objective optimization problem to a sequence of single-objective subproblems. As part of this work, we extended JuMP to support vector-valued … Read more

    BilevelJuMP.jl: Modeling and Solving Bilevel Optimization in Julia

  • Joaquim Dias Garcia
  • Guilherme Bodin
  • Alexandre Street
    • Categories Complementarity and Variational Inequalities, Modeling Languages and Systems, Optimization Software and Modeling Systems Tags , , , ,

    In this paper we present BilevelJuMP, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describe both upper and lower-level optimization problems using the JuMP algebraic syntax. Due to the generality and flexibility our library inherits from JuMP’s syntax, our package … Read more

    JuDGE.jl: a Julia package for optimizing capacity expansion

  • Regan Baucke
  • Anthony Downward
  • Andrew B. Philpott
    • Categories Applications - OR and Management Sciences, Optimization Software and Modeling Systems, Stochastic Programming Tags , , , ,

    We present JuDGE.jl, an open-source Julia package for solving multistage stochastic capacity expansion problems using Dantzig-Wolfe decomposition. Models for JuDGE.jl are built using JuMP, the algebraic modelling language in Julia, and solved by repeatedly applying mixed-integer programming. We illustrate JuDGE.jl by formulating and solving a toy knapsack problem, and demonstrate the performance of JuDGE.jl on … Read more