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JuMP: A modeling language for mathematical optimization

Iain Dunning (idunning***at***mit.edu)
Joey Huchette (huchette***at***mit.edu)
Miles Lubin (mlubin***at***mit.edu)

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, semidefinite, and nonlinear) in a high-level, algebraic syntax. JuMP takes advantage of advanced features of the Julia programming language to offer unique functionality while achieving performance on par with commercial modeling tools for standard tasks. 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.

Keywords: algebraic modeling languages, automatic differentiation

Category 1: Optimization Software and Modeling Systems (Modeling Languages and Systems )

Citation: http://arxiv.org/abs/1508.01982

Download: [PDF]

Entry Submitted: 04/30/2015
Entry Accepted: 04/30/2015
Entry Last Modified: 02/28/2016

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