JuMP: A Modeling Language for Mathematical Optimization
JuMP: A Modeling Language for Mathematical Optimization
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DOI：
10.1137/15m1020575
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发表时间：
2017-01-01
期刊：
影响因子：
10.2
通讯作者：
Lubin, Miles
中科院分区：
文献类型：
--
作者：
Dunning, Iain;Huchette, Joey;Lubin, Miles
JUMP是一种开放源码的建模语言，允许用户用高级的代数语法表达各种优化问题(线性、混合整数、二次、二次-二次、半定和非线性)。JUMP利用Julia编程语言的高级功能来提供独特的功能，同时获得与标准任务的商业建模工具相当的性能。在这项工作中，我们将提供基准，介绍实现的新方面，并讨论如何将JUMP扩展到新的问题类，并使用最先进的可视化和交互工具进行组合。
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.