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Title: ProgressiveHedging.jl

Abstract

Implementation of the Progressive Hedging algorithm written in Julia utilizing JuMP. This is used to solve 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.

Developers:
 [1];  [1]
  1. National Renewable Energy Lab. (NREL), Golden, CO (United States)
Release Date:
Project Type:
Open Source, Publicly Available Repository
Software Type:
Scientific
Licenses:
BSD 3-clause "New" or "Revised" License
Sponsoring Org.:
LDRD (Laboratory Directed Research and Development)

Primary Award/Contract Number:
Other Award/Contract Number:
AC36-08GO28308
Code ID:
27787
Site Accession Number:
NREL SWR-19-42
Research Org.:
National Renewable Energy Lab. (NREL), Golden, CO (United States)
Country of Origin:
United States

Citation Formats

Sigler, Devon, Maack, Jonathan, and LDRD. ProgressiveHedging.jl. Computer software. https://www.osti.gov//servlets/purl/1542557. LDRD (Laboratory Directed Research and Development). 15 Jul. 2019. Web. doi:10.11578/dc.20190715.5.
Sigler, Devon, Maack, Jonathan, & LDRD. (2019, July 15). ProgressiveHedging.jl [Computer software]. https://www.osti.gov//servlets/purl/1542557. doi:10.11578/dc.20190715.5.
Sigler, Devon, Maack, Jonathan, and LDRD. ProgressiveHedging.jl. Computer software. July 15, 2019. https://www.osti.gov//servlets/purl/1542557. doi:10.11578/dc.20190715.5.
@misc{osti_1542557,
title = {ProgressiveHedging.jl},
author = {Sigler, Devon and Maack, Jonathan and LDRD},
abstractNote = {Implementation of the Progressive Hedging algorithm written in Julia utilizing JuMP. This is used to solve 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.},
url = {https://www.osti.gov//servlets/purl/1542557},
doi = {10.11578/dc.20190715.5},
year = {2019},
month = {7},
note =
}

Software:

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