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JuMP

Infos

Plus points

  • Very modern implementation, nice API
  • Most active open-source discrete optimization project? (yearly workshops, Numfocus support)

Minus points

  • Still work in progress, not fully stable or feature-complete yet (see JuMP 1.0 roadmap)
  • No JuMP conda package, have to use Julia package manager (try Conda.jl?)
  • It's Julia, and our team so far only uses Python, need to build up some expertise

Installation

I used Homebrew to install Julia:

brew cask install julia

Package install is pretty fast:

$ julia

import Pkg
Pkg.add("JuMP")
Pkg.add("GLPK")
Pkg.add("Cbc")
Pkg.add("Clp")
Pkg.add("Ipopt")

First-time import will trigger pre-compilation, also pretty fast:

$ julia

using JuMP
using GLPK
using Cbc
using Clp
using Ipopt

If you want to use Julia from Jupyter Lab:

$ julia

import Pkg
Pkg.add("IJulia")

and then start jupyter lab as usual, and select Julia from the launcher screen.

Examples