# Questions tagged [julia]

For questions about solving Operations Research problems using the Julia programming language.

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### Are quadratic multi-stage optimization problems with quadratic constraints solvable by stochastic dual dynamic programming and SDDP.jl?

I have a program with quadratic objective and constraints, and wanna utilize sddp.jl package in julia for solution.
42 views

### How can I handle a constraint on a terminal state variable while avoiding infeasibility during SDDP.jl training process?

I want to solve a multi-stage optimization problem using SDDP.jl in which I am having hard time using constraints on state variables at the termination.
30 views

### At the start of the execution of SDDP.jl, when there is no value approximation & terminal states available, what cost-to-go estimation is used?

I am using SDDP.jl for my research and want to know that at the very start of the execution, when there is no value function initialization and terminal state (for backward recursion), how cost-to-go ...
24 views

### How do I convert an SDDP.State object into a number or tuple in SDDP.jl?

I want to collect evaluation data and for it I need to collect data in numbers not SDDP.state objects, so how can I do that in SDDP.jl.
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### Can I use continuous probability distributions when creating an SDDP.jl model?

I am using SDDP.jl for my research project and want to use continuous distribution, can I do so?
37 views

### How can I write the output stream of SDDP.jl into an excel file?

I am using SDDP.jl for my research project in which I am developing a state-of-the-art actor critic algorithm which I am going to benchmark with SDDP but for it I need to plot graphs which require ...
213 views

### Randomly constructing a bounded ellipsoid

In a project, I am working with constraints of the following type $$\frac{1}{2}{x}^\top Q x + q^\top x + q_0 \leq 0$$ where I randomly generate the data by (randn...
56 views

### How to set an objective to minimize the variance in ratio of allocation

I am trying to write a model where I have to distribute fractions of rent from properties to loans. The objective is to distribute the rents as equally as possible given the loan balance. Say there ...
1 vote
205 views

I have a non-linear program, minimizing sum of concave functions subject to linear constraints. Hence I'm using a different solver(in Julia). However, that solver assumes we have constraints in $Ax \... 3 votes 1 answer 141 views ### How to remove a callback that was previously registered in Julia? I'm coding in Julia, how can I do the same as "Remove(Cplex.Callback)" function does in C++ ? 5 votes 4 answers 377 views ### What are the key pros and cons to mention when asked why one prefer Julia over Python in OR-research-industry interviews and vice-versa? I want to apply for a position after my PhD in an industrial laboratory that does research in OR. They stipulate that they want either Python or Julia programming languages. Since my Bachelor's ... 3 votes 1 answer 169 views ### Reoptimization with GLPK in Julia/JuMP I've been looking everywhere, and I can't seem to find any information on whether GLPK can do successive optimizations on the same model, on which we add a constraint at each iteration. More ... 2 votes 1 answer 49 views ### How to get the fractional solution of a node in a MIP model using JuMP package? I'm coding in Julia and use the JuMP package. My IP solver stops by a fixed node limitation. I noticed that I can only get the feasible primal and dual solution if has any, however I would like to get ... 3 votes 1 answer 296 views ### Jump, Julia : How to add constraints with different indexes a.c.a$x_i \leq z_j, \; \forall i, j$I am having a constraint in the form : $$x_i \leq z_j, \quad \forall i, j \in \{1, 2, .., n\}$$ I know that if the right part of the equation was a constant so something like$x_i \leq c[i]I could ... 6 votes 1 answer 1k views ### Quadratic constraints in JuMP I am a bit new to programming and am currently working with solving optimization problems in JuMP in Julia. I got a tip from the JuMP page that I should also use ... 5 votes 2 answers 452 views ### Analyzing the output of IPOPT I am solving a feasibility (No objective) problem in IPOPT. I got the following output: I see that the violation of the constraints are of order 1e-15. What is the meaning of dual infeasibility 1e-07 ... 2 votes 1 answer 149 views ### Coding some parameters with index zero in Julia As part of our constraints, we have \begin{align*} &\sum_{i=1}^{I}c_ix_i\ge y, \\ &\sum_{i=1}^{I}c_{i-1}x_i\le y, \end{align*} wherey\ge0,x_i\in\{0,1\}, \forall i\$. I am trying to code ... 1k views

### Julia JuMP successive optimization

I am using Julia's JuMP package to solve a cutting-plane method. Namely, I solve a sub-problem, find the most-violated constraint in the master problem, add that to ...
77 views

### Trouble implementing a line-search algorithm

I am trying to implement a simple line-search algorithm in Julia. I am new to Julia programming, so I am learning it on the go. I'd like to ask for some help, if possible, to correct an error while ...
309 views

### Is JuMPeR good enough for Robust Optimization problem?

I'm a graduate student studying Robust Optimization (RO). So far, I've been studied the theoretic point of RO, and now I am looking for an actual tool for solving RO problems, both for practice and ...