Robust and adaptive optimization support?

Specific Domains Optimization (Mathematical)
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Are there any currently maintained packages that extend JuMP and formulate robust and adaptive optimization models? I see there’s a JuMPeR package built many years ago, but I heard it’s unusable since it’s quite outdated.

I currently have a robust multistage MILP model in JuMP that needs to be extended to include affine adaptive variables. It’s too much to formulate manually. The only viable option right now seems to be to convert to Python and use RSOME.

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Hi @karlzhu, welcome to the forum :smile:

I don’t know if there is any good alternative for you in the JuMP world. You’re correct that JuMPeR hasn’t been touched in a long time.

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Thanks Oscar, that’s a shame. I’ll probably ask you for advice if I get to updating that package…

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Things have changed so much since Iain wrote it, that’d I’d be strongly tempted to start from scratch. Take inspiration, but not actual code.

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