Ellis Brown

Engineer at BlackRock AI Labs


17:30 UTC

Linearly Constrained Separable Optimization

07/29/2021, 5:30 PM6:00 PM UTC
JuMP Track

Many optimization problems involve minimizing a sum of univariate functions, each with a different variable, subject to coupling constraints. We present PiecewiseQuadratics.jl and SeparableOptimization.jl, two Julia packages for solving such problems when these univariate functions in the objective are piecewise-quadratic.

Platinum sponsors

Julia Computing

Gold sponsors

Relational AI

Silver sponsors

Invenia LabsConningPumas AIQuEra Computing Inc.King Abdullah University of Science and TechnologyDataChef.coJeffrey Sarnoff

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Packt Publication

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