JuMP: A Modeling Language for Mathematical Optimization

@article{Dunning2017JuMPAM,
  title={JuMP: A Modeling Language for Mathematical Optimization},
  author={Iain Dunning and Joey Huchette and Miles Lubin},
  journal={SIAM Rev.},
  year={2017},
  volume={59},
  pages={295-320}
}
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… 

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