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nonlinear-programming

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JuMP.jl
odow
odow commented Aug 11, 2021

The same user as #2662 asked for ways to solve a collection of problems over a set of parameters. We don't have a good way of doing this in JuMP (we have @NLparameter, but not @parameter), but it could be scripted using the modification API (or even just rebuilding the problem).

We should write a tutorial with the different approaches. Here's their suggestion:

![image](https://user-image

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.
  • Updated Aug 11, 2021
  • C++

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