GitHub topics: stochastic-programming
MuhammadTalhaPawa/Energy-Optimization-OR-and-ML
⚡ Optimize energy generation using Operations Research and Machine Learning to maximize profit while managing operational constraints.
Language: Jupyter Notebook - Size: 44.9 MB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 0 - Forks: 0
odow/SDDP.jl
A JuMP extension for Stochastic Dual Dynamic Programming
Language: Julia - Size: 28.8 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 343 - Forks: 68
martinbiel/StochasticPrograms.jl
Julia package for formulating and analyzing stochastic recourse models.
Language: Julia - Size: 3.84 MB - Last synced at: 28 days ago - Pushed at: almost 2 years ago - Stars: 84 - Forks: 28
Pegah-Ardehkhani/Energy-Optimization-OR-and-ML
An energy optimization linear problem using a combination of Operations Research (OR) and Machine Learning (ML) including sensitivity and parametric analysis, stochastic programming, robust optimization, and ML-assisted optimization
Language: Jupyter Notebook - Size: 1.39 MB - Last synced at: 30 days ago - Pushed at: about 1 month ago - Stars: 3 - Forks: 0
jiedxu/MatrixOptim.jl
Data-driven decision making under uncertainty using matrices
Language: Julia - Size: 71.2 MB - Last synced at: 26 days ago - Pushed at: about 1 year ago - Stars: 31 - Forks: 7
LudwigBau/Order_Forcecasting_Cost_Reduction
Research project that evaluates the effect of forecast accuracy on workforce planning in e-commerce warehouse operation using stochastic programming
Language: Jupyter Notebook - Size: 5.71 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 1
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: 4.36 MB - Last synced at: 11 days ago - Pushed at: 6 months ago - Stars: 48 - 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: 8 months ago - Pushed at: 8 months ago - Stars: 19 - Forks: 5
gerferra/amphip
GNU MathProg EDSL for Scala with support for scenario-based multistage stochastic programming
Language: Scala - Size: 3.25 MB - Last synced at: 9 months ago - Pushed at: 9 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: 9 months ago - Pushed at: about 5 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: 4 months ago - Pushed at: 4 months 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: 5 months ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 3
kibaekkim/DSPopt.jl
Julia modeling interface to parallel decomposition solver DSP
Language: Julia - Size: 234 KB - Last synced at: 3 months ago - Pushed at: about 3 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: 12 months ago - Pushed at: over 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: over 1 year ago - Pushed at: over 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: over 1 year ago - Pushed at: over 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: over 1 year ago - Pushed at: about 5 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: almost 2 years ago - Pushed at: about 2 years 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: about 2 years ago - Pushed at: over 5 years ago - Stars: 2 - Forks: 1
siavashtab/capGen
SMPS generation of cap problems
Language: C++ - Size: 29.3 KB - Last synced at: about 2 years ago - Pushed at: about 5 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: about 2 years ago - Pushed at: over 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: 5 months ago - Pushed at: over 4 years ago - Stars: 10 - Forks: 2
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: almost 2 years ago - Pushed at: about 4 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: 11 months ago - Pushed at: over 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: over 2 years ago - Pushed at: over 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: over 2 years ago - Pushed at: over 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: over 2 years ago - Pushed at: over 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: 8 months ago - Pushed at: over 5 years ago - Stars: 4 - Forks: 0