Code and Data Repository for Efficient Stochastic Programming in Julia
StochasticPrograms.jl是一个Julia语言编写的随机规划建模框架，提供表达性语法和结构利用优化算法，支持从本地小规模验证到云端大规模并行求解。
StochasticPrograms.jl is a general purpose modeling framework for stochastic programming written in the Julia programming language. The framework includes both modeling tools and structure-exploiting optimization algorithms. Stochastic programming models can be efficiently formulated using expressive syntax and models can be instantiated, inspected, and analyzed interactively. The framework scales seamlessly to distributed environments. Small instances of a model can be run locally to ensure correctness, while larger instances are automatically distributed in a memory-efficient way onto supercomputers or clouds and solved using parallel optimization algorithms. These structure-exploiting solvers are based on variations of the classical L-shaped, progressive-hedging, and quasi-gradient algorithms.