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A performant optimizing algorithm for a case with an expensive cost function and parallel execution
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4
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228
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May 11, 2025
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How to save a trained policy in SDDP.jl?
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2
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69
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May 11, 2025
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SLOW_PROGRESS or NUMERICAL_ERROR: a simple but nontrivial SDP example, solved with LP relaxation
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8
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246
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May 11, 2025
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Best way to train and evaluate SDDP with constraints including product of control and states variables?
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1
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87
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May 10, 2025
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Help to use AD with Optimization.jl
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5
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209
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May 9, 2025
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How to license CPLEX inside Google Colab’s Julia environment
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9
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288
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May 8, 2025
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Simplifying Iwasawa decomposition with Symbolics.jl
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0
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64
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May 8, 2025
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Slow array access during labeling algorithm
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9
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261
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May 7, 2025
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Type stability of destructure / re-build in Optimisers.jl
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2
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75
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May 7, 2025
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Inner product grammar is neater than sum(index) in JuMP modeling, But triggers Warning?
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28
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584
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May 6, 2025
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Specifying the Hessian for some (but not all) user-defined operators
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2
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76
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May 6, 2025
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Nested task exception while using Cbc (COIN-OR Branch and Cut) solver inside SDDP.jl
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4
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90
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May 5, 2025
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How to license Gurobi inside Google Colab's Julia environment
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7
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286
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May 5, 2025
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How to set tolerance attributes of Gurobi inside Google Colab’s Julia environment
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6
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135
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May 5, 2025
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Is there a way to extract the number of mixed-integer iterations during a particular iteration or solve in the SDDP.jl?
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2
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85
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May 5, 2025
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How to incorporate state-dependent state constraint in JuMP
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9
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259
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May 2, 2025
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Defining variable with varying number of index sets
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8
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187
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April 29, 2025
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Fitting a projection DPP by maximizing a sum of log determinants
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5
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94
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April 29, 2025
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Access node in custom_recorders during historical simulation (SDDP.jl)
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1
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43
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April 29, 2025
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How does SDDP provide decision for an out-of-sample state?
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2
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88
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April 28, 2025
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Prevent dual ray calculation when using `HiGHS`
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4
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146
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April 27, 2025
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Change loss function depending on the iteration count within Optim.jl
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4
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149
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April 25, 2025
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Using operator relative entropy cone in Julia
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7
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212
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April 25, 2025
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Getting duals for nonlinear programming problem
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7
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1584
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April 24, 2025
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Can Ipopt provide a dual bound?
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2
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74
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April 24, 2025
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Add lower bound to objective function?
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4
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752
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April 24, 2025
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Objective_bound and Gurobi
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2
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567
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April 24, 2025
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Warm starting Ipopt with higher discretization points
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8
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277
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April 23, 2025
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Ipopt does NOT memorize a best solution found so far
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7
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248
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April 23, 2025
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Optimization Modeling & Deployment sessions at INFORMS Annual 2025
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0
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108
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April 20, 2025
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