A JuMP extension for expressing and solving infinite-dimensional optimization problems. InfiniteOpt.jl provides a general mathematical abstraction to express and solve infinite-dimensional optimization problems (i.e., problems with decision functions). Such problems stem from areas such as space-time programming and stochastic programming. InfiniteOpt is meant to facilitate intuitive model definition, automatic transcription into solvable models, permit a wide range of user-defined extensions/behavior, and more.
Features
- Infinite parameters (e.g., time, space, uncertainty, etc.)
- Finite parameters (similar to ParameterJuMP)
- Infinite variables
- Derivatives
- Efficient implementations that scale linearly
- Diverse integral approximations (e.g., quadratures, sampling)
Project Samples
Categories
Data VisualizationLicense
MIT LicenseFollow InfiniteOpt.jl
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