-

 

 

 




Optimization Online





 

JuDGE.jl: a Julia package for optimizing capacity expansion

Anthony Downward (a.downward***at***auckland.ac.nz)
Regan Baucke (r.baucke***at***auckland.ac.nz)
Andrew B. Philpott (a.philpott***at***auckland.ac.nz)

Abstract: We present JuDGE.jl, an open-source Julia package for solving multistage stochastic capacity expansion problems using Dantzig-Wolfe decomposition. Models for JuDGE.jl are built using JuMP, the algebraic modelling language in Julia, and solved by repeatedly applying mixed-integer programming. We illustrate JuDGE.jl by formulating and solving a toy knapsack problem, and demonstrate the performance of JuDGE.jl on problems of increasing size in comparison with a deterministic equivalent model.

Keywords: stochastic programming, capacity planning, Dantzig-Wolfe decomposition, Julia, JuMP

Category 1: Applications -- OR and Management Sciences

Category 2: Stochastic Programming

Category 3: Optimization Software and Modeling Systems

Citation: Engineering Science, University of Auckland, November 2020

Download: [PDF]

Entry Submitted: 11/02/2020
Entry Accepted: 11/02/2020
Entry Last Modified: 11/02/2020

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society