Optimization packages for the Julia language.
The ecosystem of Julia packages is growing very fast. There are JuliaOpt packages that are not introduced in the home page and other optimization related packages that are not part of JuliaOpt.
JuMPeR.jl: for robust optimization
MultiJuMP.jl: for multi-objective optimization
JuMPChance.jl: for probabilistic chance constraints.
StochDynamicProgramming.jl: for discrete-time stochastic optimal control problems.
PolyJuMP.jl: for polynomial optimization.
StructJuMP.jl: for block-structured optimization.
JuliaSmoothOptimizers: A collection of tools primarily designed for developing solvers for smooth nonlinear optimization.
NEOS.jl: an interface to the NEOS Optimization Server.
BlackBoxOptim.jl: a derivative-free, global optimizer that supports multi-objective optimization problems
Pajarito - A state-of-the-art solver for mixed-integer convex optimization written in Julia.
DifferentialDynamicProgramming.jl: for differential dynamic programming problems.
OptimPack.jl: Julia bindings for the OptimPack library.
SumOfSquares.jl: Sum of Squares reformulation for PolyJuMP.jl.
VariationalInequality.jl: uses JuMP modeling language for variational inequality problems.
Complementarity.jl: uses JuMP modeling language for linear/nonlinear/mixed complementarity problems and solves using a Julia interface to the PATH Solver. This package also enables @complements
for modeling complementarity constraints.
NLsolve.jl: Julia solvers for systems of nonlinear equations and mixed complementarity problems
Graphs.jl: Julia’s standard package for shortest path algorithms, minimum spanning tree algorithms, random graph generation, etc.
LightGraphs.jl: a similar package to Graphs.jl
NetworkFlows.jl: solves max-flow problems, min-cut problems, etc.
Munkres.jl: solves optimal assignment problems using the Hungarian algorithm.
PowerModels.jl: solves various power network flow problems.
RobustShortestPath.jl: solves robust shortest path problems.
TrafficAssignment.jl: solves network user equilibrium problems.
Evolutionary.jl: evolutionary strategies and genetic algorithms.
GeneticAlgorithms.jl: genetic algorithms
StochasticSearch.jl: stochastic local search algorithms such as simulated annealing and tabu search.
TravelingSalesmanHeuristics.jl: a heuristic algorithm for solving the Traveling Salesman Problem (TSP).