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Oscar Dowson's user avatar
Oscar Dowson's user avatar
Oscar Dowson's user avatar
Oscar Dowson
  • Member for 4 years, 10 months
  • Last seen more than a month ago
6 votes

Solver for convex optimization with exponent in the objective function

5 votes

Convert MCP model from GAMS to Pyomo

4 votes

Why MiniZinc do not do convert to linear constraint a quadratic constraint?

4 votes
Accepted

Jump, Julia : How to add constraints with different indexes a.c.a $x_i \leq z_j, \; \forall i, j$

3 votes

Minimizing a quadratic binary nonconvex function by CPLEX

3 votes
Accepted

Coding some parameters with index zero in Julia

3 votes

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

3 votes
Accepted

How to get the fractional solution of a node in a MIP model using JuMP package?

2 votes
Accepted

Is there any literature on constrained nonlinear optimization where constraint returns have to be queried from an oracle?

2 votes
Accepted

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

2 votes
Accepted

How to understand the basis of LP problems given by HiGHS solver?

2 votes
Accepted

Is stochastic dual dynamic programming (SDDP) a deterministic solution algorithm or does it have a stochastic component to it?

2 votes
Accepted

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

2 votes
Accepted

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?

2 votes
Accepted

In the context of risk-averse multi-stage programming and scheduling of resources consumption, is it always optimum to most risky resource first?

2 votes

Which method MiniZinc uses to decrease terms of degree > 2 to quadratic terms?

2 votes

Create constraint only for a recourse problem in stochastic linear programming

2 votes
Accepted

Does SDDP converge to the deterministic equivalent objective when the underlying scenario tree is the same?

1 vote
Accepted

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

1 vote
Accepted

Recommendations to understand stochastic version of Benders?

1 vote
Accepted

Knitro`ms_maxsolves` equivalent in Ipopt

1 vote
Accepted

Can UB of SDDP be smaller than LB?

1 vote

Efficient Algorithm for Scheduling 140 Predefined 1:1 Meetings with Variable Participant Constraints Over 7 Slots?

1 vote
Accepted

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

0 votes
Accepted

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