# Optimization (Mathematical)

**URL:** https://discourse.julialang.org/c/domain/opt/13.md?page=113

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**Page:** 114

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## [Sensitivity analysis in optimization](https://discourse.julialang.org/t/sensitivity-analysis-in-optimization/20833)

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**Author:** [@rev](https://discourse.julialang.org/u/rev)\
**Replies:** 2\
**Last updated:** [February 15, 2019, 9:00pm UTC](https://discourse.julialang.org/t/sensitivity-analysis-in-optimization/20833 "2019-02-15T21:00:33Z")

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Hello All, New to Optimization & JuMP. Trying to do sensitivity analysis for this example, and wondering how to get reduced costs, objective coefficients, allowable increase/decrease, shadow prices, and final values for…

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## [Parameter Estimate Problem](https://discourse.julialang.org/t/parameter-estimate-problem/20695)

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**Author:** [@hzgzh](https://discourse.julialang.org/u/hzgzh)\
**Replies:** 6\
**Last updated:** [February 14, 2019, 7:37am UTC](https://discourse.julialang.org/t/parameter-estimate-problem/20695 "2019-02-14T07:37:53Z")

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I find the IDA() can’t converge,the program keeping runing ,can’t not stop,how to select DAE algorithm to solve the prob. using Plots,DifferentialEquations,SmoothingSplines,Optim,Sundials using DiffEqParamEstim t=\[ 0, …

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## [Sub set selection and column generation](https://discourse.julialang.org/t/sub-set-selection-and-column-generation/20716)

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**Author:** [@ndinsmore](https://discourse.julialang.org/u/ndinsmore)\
**Replies:** 0\
**Last updated:** [February 12, 2019, 5:55pm UTC](https://discourse.julialang.org/t/sub-set-selection-and-column-generation/20716 "2019-02-12T17:55:23Z")

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Before I ask my question let me give you an overview of the basic problem I am trying to solve: Given: 1.) a set of 2000+ nodes + node A & B 2.) With 20+ different connected graphs made up of a sub set of the given s…

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## [Please can you explain the use of get! and IdDict in optimisers.jl](https://discourse.julialang.org/t/please-can-you-explain-the-use-of-get-and-iddict-in-optimisers-jl/20685)

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**Author:** [@murphyk](https://discourse.julialang.org/u/murphyk)\
**Replies:** 5\
**Last updated:** [February 12, 2019, 12:51am UTC](https://discourse.julialang.org/t/please-can-you-explain-the-use-of-get-and-iddict-in-optimisers-jl/20685 "2019-02-12T00:51:24Z")

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I’m trying to understand the optimization code for momentum which reads function apply!(o::Momentum, x, Δ) η, ρ = o.eta, o.rho v = get!(o.velocity, x, zero(x))::typeof(x) @. v = ρ \* v - η \* Δ @. Δ = -v end I do…

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## [Optim - provide gradient with fixed parameters](https://discourse.julialang.org/t/optim-provide-gradient-with-fixed-parameters/20181)

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**Author:** [@itzui](https://discourse.julialang.org/u/itzui)\
**Replies:** 10\
**Last updated:** [February 5, 2019, 8:10pm UTC](https://discourse.julialang.org/t/optim-provide-gradient-with-fixed-parameters/20181 "2019-02-05T20:10:12Z")

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I’m using Optim and the BFGS algarithm in order to minimize a function. In order to speed up the minimization I want to provide the gradient of the objective function. However both, the objective function as well as the …

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## [Getvalue() help](https://discourse.julialang.org/t/getvalue-help/20425)

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**Author:** [@muriloasouza](https://discourse.julialang.org/u/muriloasouza)\
**Replies:** 1\
**Last updated:** [February 4, 2019, 2:25pm UTC](https://discourse.julialang.org/t/getvalue-help/20425 "2019-02-04T14:25:46Z")

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I got a variable, x: @variable(m, x\_min \<= x\[i = 2:4\] \<= x\_max, Int) But after solving my optimization problem, i want to print 2\*x+2. How can this be done? I tried something like: println("x = ", 2\*getvalue(x)+2) B…

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## [UndefVarError: ClpSolver not defined](https://discourse.julialang.org/t/undefvarerror-clpsolver-not-defined/19481)

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**Author:** [@Rajat\_Sanyal](https://discourse.julialang.org/u/Rajat_Sanyal)\
**Replies:** 9\
**Last updated:** [January 31, 2019, 7:02am UTC](https://discourse.julialang.org/t/undefvarerror-clpsolver-not-defined/19481 "2019-01-31T07:02:17Z")

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Hi, I am written a small code to elaborate the error which I am facing: using JuMP using Cbc m = Model(solver = ClpSolver()) @variable(m, 0 \<= x \<= 2 ) @variable(m, 0 \<= y \<= 30 ) @objective(m, Max, 5x + 3y ) @constrain…

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## [Problem MathProgBase.LinearQuadraticModel with Gurobi](https://discourse.julialang.org/t/problem-mathprogbase-linearquadraticmodel-with-gurobi/19910)

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**Author:** [@Pierre-Louis\_Poirion](https://discourse.julialang.org/u/Pierre-Louis_Poirion)\
**Replies:** 3\
**Last updated:** [January 28, 2019, 2:44pm UTC](https://discourse.julialang.org/t/problem-mathprogbase-linearquadraticmodel-with-gurobi/19910 "2019-01-28T14:44:38Z")

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Hello, I have got a problem with this 2 lines m\_internal = MathProgBase.LinearQuadraticModel(GurobiSolver()) MathProgBase.loadproblem!(m\_internal, s) where s is a mps file the error is \*\*UndefVarError: getconstrLB n…

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## [How to update JuMP?](https://discourse.julialang.org/t/how-to-update-jump/20153)

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**Author:** [@mpal](https://discourse.julialang.org/u/mpal)\
**Replies:** 3\
**Last updated:** [January 28, 2019, 2:07am UTC](https://discourse.julialang.org/t/how-to-update-jump/20153 "2019-01-28T02:07:02Z")

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I am using JuMP v"0.18.5+". But in this version, const MOI = JuMP.MathOptInterface results, UndefVarError: MathOptInterface not defined Stacktrace: \[1\] getproperty(::Module, ::Symbol) at ./sysimg.jl:13 \[2\] top-leve…

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## [Solvers fail on nonlinear problem (which has solutions)](https://discourse.julialang.org/t/solvers-fail-on-nonlinear-problem-which-has-solutions/20051)

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**Author:** [@Torkel](https://discourse.julialang.org/u/Torkel)\
**Replies:** 30\
**Last updated:** [January 26, 2019, 4:51pm UTC](https://discourse.julialang.org/t/solvers-fail-on-nonlinear-problem-which-has-solutions/20051 "2019-01-26T16:51:36Z")

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(quite long text, but I wanted to put down everything I had on the problem) I have been having this set of non-linear equations which I have been trying to solve for a while now. I initially tried NLsolve.jl, however, i…

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## [Convert a JuMPArray in PowerModels](https://discourse.julialang.org/t/convert-a-jumparray-in-powermodels/19947)

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**Author:** [@Rasoul](https://discourse.julialang.org/u/Rasoul)\
**Replies:** 6\
**Last updated:** [January 24, 2019, 3:41am UTC](https://discourse.julialang.org/t/convert-a-jumparray-in-powermodels/19947 "2019-01-24T03:41:30Z")

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Hi All, I have the following piece of code in PowerModels that does some post processing procedures. It works perfectly for small test systems. aa = getvalue(var(pm, :cs)) bpp = Dict( (parse(Int,i), branch\["f\_bus"\] ,…

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## [Ipopt in Julia without JumP and automatic hessian calculation?](https://discourse.julialang.org/t/ipopt-in-julia-without-jump-and-automatic-hessian-calculation/19931)

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**Author:** [@Roshan.Sharma](https://discourse.julialang.org/u/Roshan.Sharma)\
**Replies:** 5\
**Last updated:** [January 23, 2019, 3:28pm UTC](https://discourse.julialang.org/t/ipopt-in-julia-without-jump-and-automatic-hessian-calculation/19931 "2019-01-23T15:28:21Z")

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Hi all, I know that it is possible to use Ipopt in Julia without using JumP. For this the user has to define eval\_f (objective function), eval\_g (nonlinear constraints), eval\_grad\_f (gradient of the objective function) …

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## [Delete a JuMP model entirely](https://discourse.julialang.org/t/delete-a-jump-model-entirely/19895)

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**Author:** [@Rasoul](https://discourse.julialang.org/u/Rasoul)\
**Replies:** 2\
**Last updated:** [January 22, 2019, 2:43pm UTC](https://discourse.julialang.org/t/delete-a-jump-model-entirely/19895 "2019-01-22T14:43:42Z")

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Hi All, Is there any way to delete a JuMP model after solving it? I have to call a function repeatedly to solve my problem but after the first call, I get the following error for every single variable in the model. Plea…

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## [Help Couenne](https://discourse.julialang.org/t/help-couenne/16825)

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**Author:** [@muriloasouza](https://discourse.julialang.org/u/muriloasouza)\
**Replies:** 23\
**Last updated:** [January 22, 2019, 12:42pm UTC](https://discourse.julialang.org/t/help-couenne/16825 "2019-01-22T12:42:58Z")

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Hello, i’m using Couenne to solve a MINLP problem. It has been running for days now, and during this time, i keep getting messages like this: Cbc0010I After 26300 nodes, 3934 on tree, 1e+050 best solution, best possible…

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## [Get rid of a JuMP model](https://discourse.julialang.org/t/get-rid-of-a-jump-model/19721)

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**Author:** [@Rasoul](https://discourse.julialang.org/u/Rasoul)\
**Replies:** 4\
**Last updated:** [January 16, 2019, 11:05pm UTC](https://discourse.julialang.org/t/get-rid-of-a-jump-model/19721 "2019-01-16T23:05:49Z")

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Hi All, I have a function in my code that builds a model and solve it and return the result. I have to call this function repeatedly. Although my code works properly I get the following warning after calling the functio…

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## [Mopdify OBBT in PowerModels.jl to be applicable on model constructor in PowerModelsAnnex](https://discourse.julialang.org/t/mopdify-obbt-in-powermodels-jl-to-be-applicable-on-model-constructor-in-powermodelsannex/19047)

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**Author:** [@Rasoul](https://discourse.julialang.org/u/Rasoul)\
**Replies:** 6\
**Last updated:** [January 16, 2019, 4:04pm UTC](https://discourse.julialang.org/t/mopdify-obbt-in-powermodels-jl-to-be-applicable-on-model-constructor-in-powermodelsannex/19047 "2019-01-16T16:04:05Z")

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Hi All, I have developed a new model constructor in PowerModelsAnnex and want to apply the OBBT.jl in PowerModels to the model. Can you please guide me how can I do that? In other words, is it possible to call the model…

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## [Using Juniper with Pyomo](https://discourse.julialang.org/t/using-juniper-with-pyomo/19694)

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**Author:** [@Utkarsh\_Konge](https://discourse.julialang.org/u/Utkarsh_Konge)\
**Replies:** 3\
**Last updated:** [January 16, 2019, 3:23pm UTC](https://discourse.julialang.org/t/using-juniper-with-pyomo/19694 "2019-01-16T15:23:06Z")

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I want to know whether is there a way to use Juniper to solve optimization models generated by Pyomo. Pyomo can generate model file (problem.lp or problem.nl) which can be passed to some solvers. Does Juniper have such f…

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## [Help on convex quadratic IP with cut generation](https://discourse.julialang.org/t/help-on-convex-quadratic-ip-with-cut-generation/19650)

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**Author:** [@WangQuanmeng](https://discourse.julialang.org/u/WangQuanmeng)\
**Replies:** 3\
**Last updated:** [January 15, 2019, 12:33pm UTC](https://discourse.julialang.org/t/help-on-convex-quadratic-ip-with-cut-generation/19650 "2019-01-15T12:33:10Z")

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Hi, I am solving a convex quadratic integer programming problem, min f( x , y ) s.t. Ax + By \<= b y being integral vector where f is a convex quadratic function. I have a set of valid inequalites for the feasib…

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## [How to deal with sparse Jacobians?](https://discourse.julialang.org/t/how-to-deal-with-sparse-jacobians/19561)

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**Author:** [@xor0110](https://discourse.julialang.org/u/xor0110)\
**Replies:** 13\
**Last updated:** [January 13, 2019, 10:06am UTC](https://discourse.julialang.org/t/how-to-deal-with-sparse-jacobians/19561 "2019-01-13T10:06:05Z")

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I believe I’ve been solving large and sparse linear systems most of my career, both as the end solution of a problem or in the calculation of non-linear least-squares iterations. I imagine a lot of people share my experi…

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## [How to efficiently generate constraints](https://discourse.julialang.org/t/how-to-efficiently-generate-constraints/17948)

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**Author:** [@abulak](https://discourse.julialang.org/u/abulak)\
**Replies:** 4\
**Last updated:** [January 10, 2019, 6:37am UTC](https://discourse.julialang.org/t/how-to-efficiently-generate-constraints/17948 "2019-01-10T06:37:00Z")

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I have a rather large SDP problem which I deconstruct (block diagonalize) to smaller ones; A baby example (~5000×5000) in JuMP-0.18.01 took 215.068401 seconds (124.47 M allocations: 231.684 GiB, 16.09% gc time) (there …

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## [Help with Logit NLP problem](https://discourse.julialang.org/t/help-with-logit-nlp-problem/19296)

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**Author:** [@SonLe](https://discourse.julialang.org/u/SonLe)\
**Replies:** 1\
**Last updated:** [January 8, 2019, 4:06pm UTC](https://discourse.julialang.org/t/help-with-logit-nlp-problem/19296 "2019-01-08T16:06:56Z")

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Hi. I found this thesis online and wanted to reproduce the section Robust both Feature and Label for Logistic Regression. The Logit model here looks like this: My problem is that when i compute the first constraint …

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## [Problem With Integer Stack Size](https://discourse.julialang.org/t/problem-with-integer-stack-size/19384)

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**Author:** [@muriloasouza](https://discourse.julialang.org/u/muriloasouza)\
**Replies:** 1\
**Last updated:** [January 8, 2019, 4:03pm UTC](https://discourse.julialang.org/t/problem-with-integer-stack-size/19384 "2019-01-08T16:03:41Z")

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Hello, using Couenne to solve a MINLP, but i’m getting this error: Problem with integer stack size 1 1 6 Warning: Not solved to optimality, status: Error If you need any more info, let me …

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## [Random Error: Unsupported feature Hess](https://discourse.julialang.org/t/random-error-unsupported-feature-hess/19306)

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**Author:** [@neseth](https://discourse.julialang.org/u/neseth)\
**Replies:** 1\
**Last updated:** [January 5, 2019, 5:45pm UTC](https://discourse.julialang.org/t/random-error-unsupported-feature-hess/19306 "2019-01-05T17:45:51Z")

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Hello, I’m writing a code that have a user-defined gradient function, and solving it with Ipopt. The problem is that I need to run the file multiple times before it finally works. Most of the time it just gives me the…

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## [How to pass value to cut generation function?](https://discourse.julialang.org/t/how-to-pass-value-to-cut-generation-function/19226)

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**Author:** [@WangQuanmeng](https://discourse.julialang.org/u/WangQuanmeng)\
**Replies:** 7\
**Last updated:** [January 4, 2019, 4:20am UTC](https://discourse.julialang.org/t/how-to-pass-value-to-cut-generation-function/19226 "2019-01-04T04:20:00Z")

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Hi all, I am trying to write a user defined cut generation process. I meet the following problem, can you guys help me on this? Suppose I am solving an optimization problem, whose input is a matrix W. I formulate the …

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## [JuMP Error: "Unexpected object missing in nonlinear expression"](https://discourse.julialang.org/t/jump-error-unexpected-object-missing-in-nonlinear-expression/19151)

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**Author:** [@krenova](https://discourse.julialang.org/u/krenova)\
**Replies:** 3\
**Last updated:** [January 1, 2019, 11:29am UTC](https://discourse.julialang.org/t/jump-error-unexpected-object-missing-in-nonlinear-expression/19151 "2019-01-01T11:29:19Z")

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Hi, I’ve been trying to perform a MLE procedure with JuMP but constantly run into an error. A snippet of my code is as follows: using Distributions using JuMP norm\_cdf(x) = cdf(Normal(), x) #where Normal() is from Dis…

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## [Help on decision to choose Julia for my convex optimization project](https://discourse.julialang.org/t/help-on-decision-to-choose-julia-for-my-convex-optimization-project/19107)

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**Author:** [@Toxmi](https://discourse.julialang.org/u/Toxmi)\
**Replies:** 2\
**Last updated:** [December 30, 2018, 4:29pm UTC](https://discourse.julialang.org/t/help-on-decision-to-choose-julia-for-my-convex-optimization-project/19107 "2018-12-30T16:29:32Z")

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I have 2 weeks for my term project (basically simulation of convex optimization problem based on a paper). I’m quite comfortable with Matlab and Python and know CVX. However, I wanted to use this chance and dive into Jul…

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## [Mu\_target not working for ipopt](https://discourse.julialang.org/t/mu-target-not-working-for-ipopt/19087)

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**Author:** [@pedroborgesmelo](https://discourse.julialang.org/u/pedroborgesmelo)\
**Replies:** 1\
**Last updated:** [December 29, 2018, 2:03pm UTC](https://discourse.julialang.org/t/mu-target-not-working-for-ipopt/19087 "2018-12-29T14:03:47Z")

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Hello guys! Previously, Ipopt was accepting my mu\_target option. With problems created in the standard manner you see on the internet. Now, it is not. The difference is that now for some specific reason I’m creating the…

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## [Power Models Modification](https://discourse.julialang.org/t/power-models-modification/18874)

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**Author:** [@Rasoul](https://discourse.julialang.org/u/Rasoul)\
**Replies:** 2\
**Last updated:** [December 21, 2018, 4:12am UTC](https://discourse.julialang.org/t/power-models-modification/18874 "2018-12-21T04:12:55Z")

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Hi All, I want to modify “buspair\_parameters” function in PowerModels.ji to store parameters of all lines (including parallel lines) in the “buspair” dictionary. In other words, I want to store the parameters of each li…

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## [Announcement and call for talk proposals for the 3rd JuMP-dev workshop, Santiago, Chile, March, 2019](https://discourse.julialang.org/t/announcement-and-call-for-talk-proposals-for-the-3rd-jump-dev-workshop-santiago-chile-march-2019/17482)

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**Author:** [@joehuchette](https://discourse.julialang.org/u/joehuchette)\
**Replies:** 2\
**Last updated:** [December 20, 2018, 2:05pm UTC](https://discourse.julialang.org/t/announcement-and-call-for-talk-proposals-for-the-3rd-jump-dev-workshop-santiago-chile-march-2019/17482 "2018-12-20T14:05:13Z")

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Dear colleagues, We are excited to announce the third JuMP-dev workshop will take place in Santiago, Chile on March 12-14, 2019. The purpose of the workshop is to bring together students, researchers, and practitioners…

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## [JuMP 0.19-beta released (JuMP/MathOptInterface)](https://discourse.julialang.org/t/jump-0-19-beta-released-jump-mathoptinterface/18850)

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**Author:** [@miles.lubin](https://discourse.julialang.org/u/miles.lubin)\
**Replies:** 0\
**Last updated:** [December 20, 2018, 1:50pm UTC](https://discourse.julialang.org/t/jump-0-19-beta-released-jump-mathoptinterface/18850 "2018-12-20T13:50:10Z")

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Just in time for the holidays, we’re happy to announce that JuMP 0.19-beta is now released. We’re wrapping up the big transition to MathOptInterface (MOI) from MathProgBase. There are no more breaking changes planned for…

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