odow/SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming

Language: Julia - Size: 24.9 MB - Last synced at: 2 days ago - Pushed at: about 1 month ago - Stars: 328 - Forks: 66

gamma-opt/DecisionProgramming.jl

DecisionProgramming.jl is a Julia package for solving multi-stage decision problems under uncertainty, modeled using influence diagrams. Internally, it relies on mathematical optimization. Decision models can be embedded within other optimization models.

Language: Julia - Size: 4.02 MB - Last synced at: 9 days ago - Pushed at: 9 months ago - Stars: 47 - Forks: 7

leoschleier/sddip

Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.

Language: Jupyter Notebook - Size: 4.35 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 19 - Forks: 5

martinbiel/StochasticPrograms.jl

Julia package for formulating and analyzing stochastic recourse models.

Language: Julia - Size: 3.84 MB - Last synced at: 13 days ago - Pushed at: over 1 year ago - Stars: 79 - Forks: 26

gerferra/amphip

GNU MathProg EDSL for Scala with support for scenario-based multistage stochastic programming

Language: Scala - Size: 3.25 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 3 - Forks: 0

demirayonur/CC-MMDP

Algorithms for Capacity Constrained Multi-model Markov Decision Processes

Language: Java - Size: 36.1 KB - Last synced at: 3 months ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 1

mickeyhqian/VoteEnsemble

VoteEnsemble: Ensemble methods for machine/deep learning and stochastic programming with guaranteed generalization.

Language: Python - Size: 116 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 2 - Forks: 0

LucasBoTang/Cloud_Computing_with_Stochastic_Programming_Decomposition

Optimizing Costs for Cloud Computing with Stochastic Programming

Language: Jupyter Notebook - Size: 900 KB - Last synced at: 8 days ago - Pushed at: about 4 years ago - Stars: 3 - Forks: 3

jiedxu/MatrixOptim.jl

Data-driven decision making under uncertainty using matrices

Language: Julia - Size: 71.2 MB - Last synced at: 4 months ago - Pushed at: 6 months ago - Stars: 31 - Forks: 6

kibaekkim/DSPopt.jl

Julia modeling interface to parallel decomposition solver DSP

Language: Julia - Size: 234 KB - Last synced at: 25 days ago - Pushed at: over 2 years ago - Stars: 12 - Forks: 2

jiedxu/BendersOptim 📦

Benders decomposition to solve mixed integer linear programming, especially stochastic programming in seconds!

Language: Julia - Size: 325 KB - Last synced at: 6 months ago - Pushed at: almost 6 years ago - Stars: 24 - Forks: 11

N-Wouda/CC-NDP

Code for our paper "On feasibility cuts for chance-constrained multicommodity network design problems".

Language: Jupyter Notebook - Size: 14 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 0

Sinbad-The-Sailor/Abacus

Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Language: Jupyter Notebook - Size: 6.91 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 15 - Forks: 2

wardromeijnders/LBDA

LBDA+: a mixed-integer two-stage recourse problem solver using a loose Benders decomposition algorithm.

Language: C++ - Size: 1.39 MB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 3

nkpanda97/stochastic-investment-planning

Solution of a two-stage stochastic model useful for investment planning using pyomo and mpi-sppy.

Language: Jupyter Notebook - Size: 1.26 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 7 - Forks: 0

siavashtab/readSMPS-CPP

reading SMPS format files in C++ (Two-stage stochastic programs with fixed recourse)

Language: C++ - Size: 363 KB - Last synced at: over 1 year ago - Pushed at: about 5 years ago - Stars: 2 - Forks: 1

siavashtab/capGen

SMPS generation of cap problems

Language: C++ - Size: 29.3 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

siavashtab/readSMPS-Py

reading SMPS files in Python (A Python package for reading SMPS files using GUROBI optimizer objects)

Language: Python - Size: 96.7 KB - Last synced at: over 1 year ago - Pushed at: about 5 years ago - Stars: 1 - Forks: 0

Irieo/IntEG

Input data and source code for the paper "Modelling uncertainty in coupled electricity and gas system models—is it worth the effort?"

Language: Jupyter Notebook - Size: 21.3 MB - Last synced at: about 1 month ago - Pushed at: almost 4 years ago - Stars: 10 - Forks: 3

ElsevierSoftwareX/SOFTX_2020_62 Fork of ntnuiotenergy/OpenEMPIRE

Stochastic linear program for investments in the European power system. To cite this Original Software Publication: https://www.sciencedirect.com/science/article/pii/S2352711021001424

Size: 5.68 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 0

jiedxu/StochasticOptim 📦

Stochastic Optimization and ARIMA Model Forecast in Julia to Manage Airline Fleet

Language: PostScript - Size: 1.59 MB - Last synced at: 5 months ago - Pushed at: almost 6 years ago - Stars: 3 - Forks: 2

JeGr9797/SAA-for-CFLP-with-backlog-penalty-and-APP

Language: JetBrains MPS - Size: 7.4 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

jmontalvo94/02435_Decision-Making

02435 - Decision-Making under Uncertainty

Language: R - Size: 6.45 MB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 4 - Forks: 1

shehio/Stochastic-Programming

Devising an optimal portfolio choosing strategy based on stochastic programming

Language: Python - Size: 40 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 6 - Forks: 2

ds4dm/nectar

Codebase for "A learning-based algorithm to quickly compute good primal solutions for Stochastic Integer Programs"

Language: Python - Size: 30.3 KB - Last synced at: 2 months ago - Pushed at: about 5 years ago - Stars: 4 - Forks: 0