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Modeling language and tools for constrained, structured optimization problems

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OptiMo.jl

OptiMo is a Julia module providing a modeling tool for mathematical optimization.

An AbstractOptiModel represents problems in the form

    optimize     f(x) + g(x)
     x ∈ Rⁿ
   subject to    c(x) ∈ S

where f(x): Rⁿ --> R is a smooth objective function, g(x): Rⁿ --> R ∪ ∞ is a proximable objective function, c(x): Rⁿ --> Rᵐ are the constraint functions, and S ⊆ Rᵐ is a closed set.

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Modeling language and tools for constrained, structured optimization problems

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