ParametricOptInterface.jl

ParametricOptInterface.jl is a package that adds parameters to models in JuMP and MathOptInterface.

License

ParametricOptInterface.jl is licensed under the MIT License.

Installation

Install ParametricOptInterface using Pkg.add:

import Pkg
Pkg.add("ParametricOptInterface")

Documentation

The documentation for ParametricOptInterface.jl includes a detailed description of the theory behind the package, along with examples, tutorials, and an API reference.

Use with JuMP

Use ParametricOptInterface with JuMP by following this brief example:

using JuMP, HiGHS
import ParametricOptInterface as POI
model = Model(() -> POI.Optimizer(HiGHS.Optimizer()))
@variable(model, x)
@variable(model, p in MOI.Parameter(1.0))
@constraint(model, cons, x + p >= 3)
@objective(model, Min, 2x)
optimize!(model)
MOI.set(model, POI.ParameterValue(), p, 2.0)
optimize!(model)

GSOC2020

ParametricOptInterface began as a NumFOCUS sponsored Google Summer of Code (2020) project.