期刊
SIAM REVIEW
卷 59, 期 2, 页码 295-320出版社
SIAM PUBLICATIONS
DOI: 10.1137/15M1020575
关键词
algebraic modeling languages; automatic differentiation; scientific computing
资金
- National Science Foundation [1122374]
- DOE [DE-FG02-97ER25308]
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.
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