I have installed JuMPER with specified Julia(1.0) and JuMP(0.18) and i want to try the example code, but failed to add a solver for the model. Here is my code and reported error:
Note that the last update of JuMPeR was 5 years ago, so I wouldn’t be surprised that things start to break. I don’t know if there is a maintained alternative for robust optimization though, will let Oscar weigh in
There is also InfiniteOpt for infinite-dimensional problems. I don’t think it has been designed specifically for robust optimization, but the problem from the example can be solved:
using JuMP, InfiniteOpt, Clp
model = InfiniteModel(Clp.Optimizer)
@variable(model, x[1:2] >= 0)
@infinite_parameter(model, z1 in [0.3, 0.5])
@infinite_parameter(model, z2 in [0.0, 2.0])
@objective(model,Max,x[1]+x[2])
@constraint(model,z1*x[1]+1*x[2]<=2.0)
@constraint(model,z2*x[1]+1*x[2]<=6.0)
status=optimize!(model)
I won’t encourage you to use JuMPER; as others have said, it isn’t maintained, and supports only old versions of JuMP and Julia. This will make it impossible to use with newer versions of solvers like Gurobi, and you’ll need to refer to old versions of the JuMP documentation.
But for this specific error, I think you’ll need Clp v0.7 or earlier. Try ] add JuMPER JuMP@0.18 Clp@0.7