Hello, I’m trying to solve MI-NLP problem with SDDP.jl. I would like to use juniper.jl as optimizer: using SDDP using Ipopt using Juniper nl_solver = optimizer_with_attributes(Ipopt.Optimizer, "print_level"=>0) minlp_solver = optimizer_with_attributes(Juniper.Optimizer, "nl_solver"=>nl_solver) …

SDDP.jl isn’t the right tool to use for solving a MINLP. It’s mainly intended for multistage stochastic linear problems. There’s limited support for continuous nonlinear convex problems, for which you can use Ipopt. There’s also some limited support for integer linear problems, for which you should…

SDDP: how to use Juniper.jl for optimizer

Specific Domains Optimization (Mathematical)

odow Split this topic April 10, 2025, 8:02pm 9

6 posts were split to a new topic: Convergence of SDDP with nonlinear objective and mixed-integer variables

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SDDP: how to use Juniper.jl for optimizer

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