Thursday, September 8, 2016

StructJuMP

From https://github.com/StructJuMP/StructJuMP.jl:

StructJuMP

The StructJuMP package provides a parallel algebraic modeling framework for block structured optimization models in Julia. StructJuMP, originally known as StochJuMP, is tailored to two-stage stochastic optimization problems and uses MPI to enable a parallel, distributed memory instantiation of the problem. StructJuMP.jl is an extension of the JuMP.jl package, which is as fast as AMPL and faster than any other modeling tools such as GAMS and Pyomo (see this).

Nonlinear solvers

Problems modeled in StructJuMP models can be solved in parallel using the PIPS-NLP parallel optimization solver. In addition, StructJuMP models can be solved (in serial only) using Ipopt. The solver interface and glue code for PIPS-NLP and Ipopt are located at StructJuMPSolverInterface.

The readme is at: https://github.com/StructJuMP/StructJuMP.jl/blob/master/FAQ.md