mathematical modeling

PyROS: The Pyomo Robust Optimization Solver

  • Jason A. F. Sherman
  • Natalie M. Isenberg
  • John D. Siirola
  • Chrysanthos E. Gounaris
    • Categories Nonlinear Optimization, Optimization Software and Modeling Systems, Robust Optimization Tags , , , ,

    We present PyROS, a Python-based meta-solver that automates a generalized cutting-set algorithm for the solution of nonconvex two-stage robust optimization (RO) problems with uncertain equality constraints. Freely available through the open-source optimization software package Pyomo, PyROS is designed to operate on a user-provided deterministic model and uncertainty set, such that a solution to the RO … Read more

    pyomo.dae: A Modeling and Automatic Discretization Framework for Optimization with Differential and Algebraic Equations

  • Lorenz T. Biegler
  • Jean-Paul Watson
  • Victor M. Zavala
  • Bethany Nicholson
  • John D. Siirola
    • Categories Modeling Languages and Systems, Optimization of Systems modeled by PDEs, Systems governed by Differential Equations Optimization Tags , , , ,

    We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http: //www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, … Read more