A JuMP extension for Stochastic Dual Dynamic Programming

COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.

A solver for nonlinear programming with GPU support

A Julia interface to the Artelys Knitro solver

generation of Sobol low-discrepancy sequence (LDS) for the Julia language

An algebraic modeling and automatic differentiation tool in Julia Language, specialized for SIMD abstraction of nonlinear programs.

A sparse polynomial optimization tool based on the moment-SOS hierarchy.

A JuMP-based library of Non-Linear and Mixed-Integer Non-Linear Programs

Julia code for general and low-rank semidefinite optimization

Julia interface to the Artelys Knitro solver