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ProgressiveHedging.jl

Jul 14, 2019, 18:00 PM
This solves multistage optimization problems (e.g., stochastic programs or capacity expansion models). The user uses the StructJuMP extension of JuMP to create the model and build up the scenario tree.
Title : ProgressiveHedging.jl
Url : https://github.com/NREL/ProgressiveHedging.jl
Software Id : 27787
Categories :
  • Computational Science
  • Julia
  • Software Categories

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Last Updated July 8, 2025