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Pyomo / mpi-sppy

MPI-based Stochastic Programming in PYthon
https://mpi-sppy.readthedocs.io
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add subgradient option to lagrangian #391

Closed bknueven closed 4 months ago

bknueven commented 5 months ago

Not sure this is a good idea -- you may miss incoming weights. Opening this draft PR for discussion.