Abstract:
In this presentation we demonstrate JuDGE, a Julia library for
multistage mixed-integer stochastic capacity planning problems.
JuDGE provides a framework for formulating complex stochastic
programming problems in terms of a tree and nodal subproblems,
and solves the problem using a version of Dantzig-Wolfe
decomposition.
We present two models built using this framework. The first is
a facility location problem with uncertain demand growth, and
the second considers electricity network planning (considering
both new generation and upgraded transmission lines) in the
context of reducing carbon emissions.