StochasticPrograms.jl

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Update to JuMP 1.2.1, MOI 1.3.0 and MA 1.0.4

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@martinbiel @odow This PR attempts to make StochasticPrograms.jl compatible with the latest version of JuMP. I have been working on this because we are considering adding this package as a...

iSoron

Update to latest version of JuMP and MOI

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This is causing people problems: https://github.com/martinbiel/StochasticPrograms.jl/blob/cb38c4ca70366b770017c7225324bc19a4080c2a/Project.toml#L30 x-ref: https://github.com/jump-dev/Gurobi.jl/issues/445

odow

Can I use StochasticPrograms.jl with Conic Constraints?

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Hi, My second stage problem has a linear objective and the constraint is a power cone. Currently I am solving this second stage problem with Mosek. Can I use Stochastic...

jmcastro2109

There seems to be an issue with accessing the solution of a 2-stage stochastic programming model after using PG with Asynchronous option to solve the same. The error occurs when...

kaarthiksundar

This doesn't touch the problematic `JuMP = "=1.2.1"` Okay... this obvious needs a few improvements.

odow

Maintenance of repo

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I'm looking to build additional tooling for two-stage stochastic programs and ran across this excellent modeling package. The issue is it appears to have fallen behind on maintaining compat with...

avinashresearch1

Instantiating a large model may take quite some time. Is there a way to save an instantiated model to a file? Ideally like `write_to_file` in JuMP. Serializing and deserializing with...

lindnemi

StochasticPrograms requires an old version of MathOptInterface

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Hi. I am new to StochasticPrograms.jl I installed this package and got following message: (@v1.9) pkg> st CPLEX Status `~/.julia/environments/v1.9/Project.toml` [a076750e] CPLEX v1.0.0 (@v1.9) pkg> add StochasticPrograms Resolving package versions......

lagrangian94

Hello, First of all thanks for this nice and useful project. I am wondering if there is some parameter that determines the time limit of the whole optimization. I mean,...

ALamasV

Small problem in the Quick Start tutorial

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In the quick start tutorial, when associating the model with the Progressive Hedging algorithm, it appears the following code ```julia set_optimizer_attribute(sp_progressivehedging, SubProblemOptimizer(), Ipopt.Optimizer) set_suboptimizer_attribute(sp_progressivehedging, MOI.RawParameter("print_level"), 0) # Silence Ipopt ```...

pjssilva