JuliaOpt

Optimization packages for the Julia language.

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Getting Started

• You can find downloads and installation instructions for Julia for your operating system on the Julia site.

• To install a JuliaOpt package, simply use the Pkg.add command from inside Julia:

        julia> Pkg.update()     # Get latest package info
        julia> Pkg.add("JuMP")
        julia> Pkg.add("Cbc")   # and so on
        

• Open-source solvers will automatically be downloaded and installed in your Julia package directory. If you want to use an external commercial solver, you will need to download those before installing the corresponding JuliaOpt package.

Detailed Guides for Beginners

• Julia/IJulia/JuMP install instructions

• Chapter 1. Introduction and Installation of Julia Programming for Operations Research

Examples

We have a collection of JuliaOpt examples in the form of Jupyter/IJulia notebooks, including:

• Solving Sudoku puzzles with JuMP,
• Controlling a rocket with JuMP,
• many more.

The source for these notebooks is available here.

Other Resources

For general Julia programming, see here. The list below contains links to resources relevant to mathematical optimization.

Books

• Julia Programming for Operations Research: A Primer on Computing by Changhyun Kwon (246 pages; published: 2016-05; ISBN: 978-1533328793) This book aims to teach how one can solve various optimization problems arising in operations research and management science.