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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 theJuMP.jlpackage, which is as fast asAMPLand faster than any other modeling tools such asGAMSandPyomo(seethis).
Problems modeled in StructJuMP models can be solved in parallel using thePIPS-NLPparallel optimization solver. In addition, StructJuMP models can be solved (in serial only) usingIpopt. The solver interface and glue code for PIPS-NLP and Ipopt are located atStructJuMPSolverInterface.