JuMP: A Modeling Language for Mathematical Optimization 论文

详细信息

发表期刊/会议

SIAM Review

发表日期

2017-01-01

发表年份

2017

摘要

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.