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A JuMP extension for Stochastic Dual Dynamic Programming

jump sddp julia sddip optimization optimal-control stochastic-integer benders-decomposition stochastic-programming markov-decision-process stochastic-optimization markov-decision-processes multistage-stochastic-integer multistage-stochastic-optimization stochastic-dual-dynamic-programming

Created 2017-04-10

712 commits to master branch, last one 3 days ago

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47

mit

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Repository contains implementation of Bender Decomposition for classical facility/warehause location problem using Python and Gurobi solver.

gurobi python3 gurobi-optimization operations-research benders-decomposition mixed-integer-programming

Created 2021-05-04

18 commits to main branch, last one 3 years ago

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42

unknown

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Benders decomposition with two subproblem | Integer programming

gurobi gurobipy optimization exact-algorithm integer-programming location-allocation benders-decomposition

Created 2020-08-10

3 commits to master branch, last one 2 years ago