Software
Selected software packages
StochasticPrograms.jl Julia
A comprehensive Julia package for modeling and solving stochastic programming problems. It supports multi-stage models and various solution algorithms.
M. Biel and M. Johansson, "Efficient stochastic programming in Julia", Informs J. on Computing, 2022
View on GitHubRegularized-DROT Python/CUDA
High-performance, GPU-accelerated solver for regularized optimal transport problems based on Douglas-Rachford splitting.
J. Lindbäck Z. Wang and M Johansson, "Bringing regularized optimal transport to lightspeed: a splitting method adapted for GPUs", NeurIPS 2023
View on GitHubDecent-DP Python/PyTorch
Implementation of decentralized algorithms for data-parallel training on clusters.
Z. Wang, J. Zhang, X. Wu and M. Johansson, "From promise to practice: realizing high-performance decentralized training", ICLR 2025
View on GitHubOpenMPC Python/cvxpy/cascadi
A versatile toolbox for Model Predictive Control, providing a collection of algorithms and examples for education and research.
M. Johansson, G. Marchesini and P. Roque.
View on GitHub