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11 votes
Accepted

Quadratic constraints in JuMP

A "quadratic constraint" is a constraint of the form $f(x) \leq 0$, where $f(x)$ is a quadratic function, i.e., as you wrote, $$ f(x) = \frac{1}{2}x^{T}Hx + q^{T}x + b $$ for some square ...
mtanneau's user avatar
  • 4,108
6 votes

What are some of the key features that are currently absent in open-source AMLs like Pyomo, JuMP, Gurobipy

Pulp is missing the Python Cplex Piecewize feature, and IF/ELSE features. Caylie Cincera has a nice video about this, she does a Piecewize included constraints optimization using Pulp: https://www....
estelle derrien's user avatar
5 votes
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Connection between solver and Julia's JuMP

The best place to ask (and get answer from the JuMP developers) is this Discourse forum. You should provide details such as the class of models that are supported and, ideally, a link to the code ...
mtanneau's user avatar
  • 4,108
4 votes
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Jump, Julia : How to add constraints with different indexes a.c.a $x_i \leq z_j, \; \forall i, j$

Use: @constraint(m, [i=1:n, j=1:n], x[i] <= z[j]) or for i in 1:n, j in 1:n @constraint(m, x[i] <= z[j]) end You ...
Oscar Dowson's user avatar
3 votes

How to remove a callback that was previously registered in Julia?

Currently there is no support for removing a callback from a model in JuMP. Your options are: Rebuild the model Set a new callback that does nothing The Julia discourse forum is another platform you ...
Oscar Dowson's user avatar
3 votes
Accepted

Reoptimization with GLPK in Julia/JuMP

Yes, you can do such a thing in JuMP. If you use the so-called direct mode, then incremental changes to the model are passed directly to the solver. If your solver supports incremental changes and re-...
mtanneau's user avatar
  • 4,108
3 votes
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How to get the fractional solution of a node in a MIP model using JuMP package?

In general, JuMP does not support querying the best fractional solution of a branch and bound tree. However, if you are using CPLEX or Gurobi, you can write a solver-specific callback to do what you ...
Oscar Dowson's user avatar
2 votes
Accepted

How to change the variable bound from an interval to its lower and upper bound in JuMP?

You can use: ...
Oscar Dowson's user avatar
2 votes

Connection between solver and Julia's JuMP

Most Solvers are connected to JuMP.jl through MathOptInterface.jl using their respective C APIs. Depending on the solver you ...
Josiah Pohl's user avatar
1 vote
Accepted

Persisting Subproblem Infeasibility Benders Decomposition

After some trial and error, I fixed the following two problems: Problem 1: the formulation provided here is indeed correct as mentioned above, but I forgot to add bounds on the variables $P_{ij}$ and $...
bcoulier's user avatar
1 vote

Connection between solver and Julia's JuMP

JuMP also supports ASL interfaces, you can find detailed instructions on how to connect a solver with an ASL interface here.
Nikos Kazazakis's user avatar

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