Contributor
Tomás Gutierrez

Adding parameters to JuMP and MathOptInterface


Mentors
Joaquim, Oscar Dowson, Benoît Legat
Organization
NumFOCUS

The idea is to update ParameterJuMP.jl to enable users to add parameters to JuMP arithmetics in linear mode. By doing so, users will be able to modify constraints as the parameter values changes, as well as extract useful information. This is allow a more efficient implementation for Stochastic Optimization methods, expanding JuMP's flexibility.