baharev/SDOPT

links to JuMP

mlubin opened this issue · 1 comments

Hi @baharev, happened to find this cool project and noticed that JuMP was mentioned in the README. JuMP doesn't yet cleanly expose expression graphs, although it's on the TODO list. We also have reverse-mode AD (https://github.com/mlubin/ReverseDiffSparse.jl) with JIT compiled derivative functions and a prototype extension for block-structured modeling (https://github.com/joehuchette/StochJuMP.jl). Let us know if we can help in any way or if you have any technical questions about how JuMP could be used.

CC @IainNZ @joehuchette

@mlubin Thanks for offering your help. I have moved this discussion to our private e-mails.