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More info about JuMP vs Convex
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madeleineudell committed Jan 11, 2015
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Expand Up @@ -21,9 +21,14 @@ is convex and DCP compliant, and guarantees global optimality of the resulting s
JuMP allows nonlinear programming through an interface that learns about functions via their derivatives.
This approach is more flexible (for example, you can optimize non-convex functions), but can't
guarantee global optimality if your function is not convex, or warn you if you've entered a non-convex formulation.
For linear programming, the difference is more stylistic: JuMP makes it easy and fast to create constraints by
indexing and summation (like :code:`sum{x[i], i=1:numLocation}`), whereas Convex.jl prioritizes linear algebraic and
functional constructions (like :code:`max(x,y) < A*z`); indexing and summation are also supported, but are somewhat slower.

For linear programming, the difference is more stylistic. JuMP's syntax is scalar-based and similar to AMPL and GAMS
making it easy and fast to create constraints by indexing and summation (like :code:`sum{x[i], i=1:numLocation}`).
Convex.jl allows (and prioritizes) linear algebraic and functional constructions (like :code:`max(x,y) < A*z`);
indexing and summation are also supported in Convex.jl, but are somewhat slower than in JuMP.
JuMP also lets you efficiently solve a sequence of problems when new constraints are added
or when coefficients are modified,
whereas Convex.jl parses the problem again whenever the `solve!` method is called.

Where can I learn more about Convex Optimization?
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