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.

Organization

Student

Tomás Gutierrez

Mentors

  • Joaquim
  • Oscar Dowson
  • Benoît Legat
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2020