Efficient stochastic programming in Julia
M Biel, M Johansson - INFORMS Journal on Computing, 2022 - pubsonline.informs.org
We present StochasticPrograms. jl, a user-friendly and powerful open-source framework for
stochastic programming written in the Julia language. The framework includes both …
stochastic programming written in the Julia language. The framework includes both …
Asynchronous first-order algorithms for large-scale optimization: analysis and implementation
A Aytekin - 2019 - diva-portal.org
Developments in communication and data storage technologies have made large-scale
data collection more accessible than ever. The transformation of this data into insight or …
data collection more accessible than ever. The transformation of this data into insight or …
Distributed Stochastic Programming with Applications to Large-Scale Hydropower Operations
M Biel - 2019 - diva-portal.org
Stochastic programming is a subfield of mathematical programming concerned with
optimization problems subjected to uncertainty. Many engineering problems with random …
optimization problems subjected to uncertainty. Many engineering problems with random …