MultiJuMP enables the user to easily run multiobjective optimisation problems and generate Pareto fronts.

Julia for Mathematical Programming - extension for Robust Optimization

Data-driven decision making under uncertainty using matrices

A JuMP extension for probabilistic (chance) constraints

Reverse-mode automatic differentiation for sparse Hessians

Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface

Large scale convex optimization solvers in julia

Additional functionality for LightGraphs.jl

Kinematic calibration for robots using motion capture data

DEPRECATED: Interface between the GLPK.jl wrapper and MathProgBase.jl

Utilities for fitting and testing variance component models

Julia package for solving dynamic programming problems

Entropic Cone approximation and optimization

JuMP / MathProgBase interface for Algencan

MathProgBase wrapper to solve conic optimization problems with derivative-based nonlinear solvers

A JuMP extension for conducting flexibility analysis.

A MathProgBase extension for Semidefinite Modelling

Optimization for the Mimi.jl modeling framework

A Julia package for Stochastic Block Models

Simulate phenotypes from any GLM model

A comprehensive julia package to optimize a linear function over the efficient set of a Bi-Objective Mixed Integer Linear Programming problem.

ReSHOP bindings for Julia

A Flexible Quasi-Copula Distribution for Statistical Modeling