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Julia for Mathematical Programming - extension for Robust Optimization

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JuMPeR is a modeling language for robust optimization. It is embedded in the Julia programming language, and is an extension to the JuMP modeling language.

  • Install with Julia package manager: julia> Pkg.add("JuMPeR").
  • Read the (limited) documentation to learn more.
    • Help with documentation is appreciated!
    • The JuMPeR chapter from my thesis is also available.
    • The source code is well-commented, if you'd like to understand more.
  • Checkout the examples.