I held a talk titled Distributed Hydropower Models in StochasticPrograms.jl at the The XV International Conference on Stochastic Programming . The talk is available here. I also attended an insightful PhD summer course in stochastic programming.
Our paper POLO.Jl: Policy-based optimization algorithms in Julia has been accepted to the Advances in Engineering Software journal and is available here.
This is a joint work with my colleague Arda Aytekin and supervisor Mikael Johansson. The paper presents an extension of our software framework POLO to the Julia programming lanugage. We showcase how efficient algorithms can be quickly prototyped in the framework. All code is freely available on Github.
I presented the paper Distributed L-shaped Algorithms in Julia at the Parallel Applications Workshop, held in conjuction with The International Conference for High Performance Computing, Networking, Storage and Analysis, in Dallas on November 16, 2018. The presentation I held can be viewed here and the paper itself is now available on IEEE Xplore.
My software package StochasticPrograms.jl is now a registered Julia package. It can be installed through
pkg> add StochasticPrograms
in Julia 1.0 (] add StochasticPrograms in a Julia prompt). Moreover, a thorough documentation of the package is now available here.
Our paper Distributed L-shaped Algorithms in Julia has been accepted to the Parallel Applications Workshop, to be held in conjuction with The International Conference for High Performance Computing, Networking, Storage and Analysis, in Dallas on November 16, 2018.
The paper involves implementation details and numerical experiments of my Julia software package LShapedSolvers.jl, with a focus on distributed computations. The source code is available on Github. The workshop follows a reproducibility initiative which we have followed. Instructions on how to reproduce the results presented in this paper are given here.