JuMP: A MODELING LANGUAGE FOR MATHEMATICAL OPTIMIZATION

Abstract. JuMP is an open-source modeling language that allows users to express a wide range of optimization problems (linear, mixed-integer, quadratic, conic-quadratic, and nonlinear) in a high-level, algebraic syntax. JuMP takes advantage of advanced features of the Julia programming language to achieve performance on par with commercial modeling tools. In this work we will provide benchmarks, present the novel aspects of the implementation, and discuss how JuMP can be extended to new problem classes and composed with state-of-the-art tools for visualization and interactivity.

• NS
  National Science Foundation

  Award: 1122374
• UD
  U.S. Department of Energy

  Award: DE-FG02-97ER25308