optim_matrix
MILP, Robust Optim. and Stochastic Optim. with Decomposition Algorithm in Julia
In this package, there are formulation algorithm for three kinds of optimization problems, and two decomposition algorithms for faster MILP solving.
Three kinds of optimization problems are:
- Mixed Integer Linear Programming
- Robust Optimization
- Stochastic Optimization
Two decomposition algorithms are:
- Benders Decomposition
- Dantzig-Wolfe Family Decomposition