JuMP: A Modeling Language for Mathematical Optimization

Miles Lubin, Massachusetts Institute of Technology

JuMP is an open-source software package in Julia for modeling optimization problems. In less than three years since its release, JuMP has received more than 50 citations and has been used in at least 10 universities for teaching. We tell the story of how JuMP was developed, explain the role of the DOE CSGF and high-performance computing, and discuss ongoing extensions to JuMP developed in collaboration with DOE labs.

Abstract Author(s): M. Lubin, I. Dunning, J. Huchette