1325. Recent improvements to JuMP
Invited abstract in session WA-43: Modelling languages, stream Software for Optimization.
Wednesday, 8:30-10:00Room: Newlyn GR.07
Authors (first author is the speaker)
| 1. | Oscar Dowson
|
Abstract
JuMP is an open source algebraic modeling language and collection of supporting packages for mathematical optimization in Julia. JuMP makes it easy to formulate and solve a range of problem classes, including linear programs, integer programs, conic programs, semidefinite programs, and constrained nonlinear programs. In this talk we discuss a number of recent improvements to JuMP, including our new nonlinear API, which supports MINLP solvers such as Gurobi and Xpress, and a plug-in framework for the automatic differentiation of nonlinear programs. We also briefly give an overview of new JuMP extensions, such MathOptAI.jl for embedding trained machine learning predictors into a JuMP model, and MultiObjectiveAlgorithms.jl for solving multi-objective optimization problems.
Keywords
- Software
Status: accepted
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