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

InfiniteOpt.jl Screenshot 1

Project Activity

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Categories

Data Visualization

License

MIT License

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Additional Project Details

Programming Language

Julia

Related Categories

Julia Data Visualization Software

Registered

2023-11-17
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