JuMP: A Modeling Language for Mathematical Optimization

Miles Lubin, Massachusetts Institute of Technology

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.

Abstract Author(s): Miles Lubin, Iain Dunning, Joey Huchette