Basic progressive hedging implementation in Julia
Author NREL
18 Stars
Updated Last
12 Months Ago
Started In
July 2019

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ProgressiveHedging.jl is a basic implementation of the Progressive Hedging algorithm which is used to solve stochastic programs.

ProgressiveHedging.jl makes use of the JuMP framework to build and solve the subproblems. It can be used with Julia's Distributed package to solve problems in parallel.

See the documentation or the examples directory for examples.

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