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JuMP is an algebraic modeling language and a collection of supporting packages for mathematical optimization embedded in the Julia programming language. JuMP is used by companies, government agencies, academic institutions, software projects, and individuals to formulate and submit optimization problems to thirdparty solvers. JuMP has been specifically applied to problems in the field of operations research. Paperback edition. Features JuMP is a Julia package and domain-specific language that provides an API and syntax for declaring and solving optimization problems. Specialized syntax for declaring decision variables, adding constraints, and setting objective functions is facilitated by Julia's syntactic macros and metaprogramming features. JuMP supports linear programming, mixed integer programming, semidefinite programming, conic optimization, nonlinear programming, and other classes of optimization problems. JuMP provides access to over 50 solvers, including st ...
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Julia (programming Language)
Julia is a high-level programming language, high-level, general-purpose programming language, general-purpose dynamic programming language, dynamic programming language, designed to be fast and productive, for e.g. data science, artificial intelligence, machine learning, modeling and simulation, most commonly used for numerical analysis and computational science. Distinctive aspects of Julia's design include a type system with parametric polymorphism and the use of multiple dispatch as a core programming paradigm, a default just-in-time compilation, just-in-time (JIT) compiler (with support for ahead-of-time compilation) and an tracing garbage collection, efficient (multi-threaded) garbage collection implementation. Notably Julia does not support classes with encapsulated methods and instead it relies on structs with generic methods/functions not tied to them. By default, Julia is run similarly to scripting languages, using its runtime, and allows for read–eval–print loop, i ...
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Semidefinite Programming
Semidefinite programming (SDP) is a subfield of mathematical programming concerned with the optimization of a linear objective function (a user-specified function that the user wants to minimize or maximize) over the intersection of the cone of positive semidefinite matrices with an affine space, i.e., a spectrahedron. Semidefinite programming is a relatively new field of optimization which is of growing interest for several reasons. Many practical problems in operations research and combinatorial optimization can be modeled or approximated as semidefinite programming problems. In automatic control theory, SDPs are used in the context of linear matrix inequalities. SDPs are in fact a special case of cone programming and can be efficiently solved by interior point methods. All linear programs and (convex) quadratic programs can be expressed as SDPs, and via hierarchies of SDPs the solutions of polynomial optimization problems can be approximated. Semidefinite programming ha ...
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Pyomo
Pyomo is a collection of Python software packages for formulating optimization models. Pyomo was developed by William Hart and Jean-Paul Watson at Sandia National Laboratories and David Woodruff at University of California, Davis. Significant extensions to Pyomo were developed by Bethany Nicholson and John Siirola at Sandia National Laboratories, Carl Laird at Purdue University, and Gabriel Hackebeil. Pyomo is an open-source project that is freely available, and it is licensed with the BSD license. Pyomo is developed as part of the COIN-OR project. Pyomo is a popular open-source software package that is used by a variety of government agencies and academic institutions. Features Pyomo allows users to formulate optimization problems in Python in a manner that is similar to the notation commonly used in mathematical optimization. Pyomo supports an object-oriented style of formulating optimization models, which are defined with a variety of modeling components: sets, scal ...
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Python (programming Language)
Python is a high-level programming language, high-level, general-purpose programming language. Its design philosophy emphasizes code readability with the use of significant indentation. Python is type system#DYNAMIC, dynamically type-checked and garbage collection (computer science), garbage-collected. It supports multiple programming paradigms, including structured programming, structured (particularly procedural programming, procedural), object-oriented and functional programming. It is often described as a "batteries included" language due to its comprehensive standard library. Guido van Rossum began working on Python in the late 1980s as a successor to the ABC (programming language), ABC programming language, and he first released it in 1991 as Python 0.9.0. Python 2.0 was released in 2000. Python 3.0, released in 2008, was a major revision not completely backward-compatible with earlier versions. Python 2.7.18, released in 2020, was the last release of ...
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Mathematical Optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criteria, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maxima and minima, maximizing or minimizing a Function of a real variable, real function by systematically choosing Argument of a function, input values from within an allowed set and computing the Value (mathematics), value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. Optimization problems Opti ...
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List Of Optimization Software
Given a transformation between input and output values, described by a mathematical function, optimization deals with generating and selecting the best solution from some set of available alternatives, by systematically choosing input values from within an allowed set, computing the output of the function and recording the best output values found during the process. Many real-world problems can be modeled in this way. For example, the inputs could be design parameters for a motor, the output could be the power consumption. For another optimization, the inputs could be business choices and the output could be the profit obtained. An optimization problem, (in this case a minimization problem), can be represented in the following way: :''Given:'' a function ''f'' : ''A'' \to R from some set ''A'' to the real numbers :''Search for:'' an element ''x''0 in ''A'' such that ''f''(''x''0) ≤ ''f''(''x'') for all ''x'' in ''A''. In continuous optimization, ''A'' is some subset of the Euc ...
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HiGHS Optimization Solver
HiGHS is open-source software to solve linear programming (LP), mixed-integer programming (MIP), and convex quadratic programming (QP) models. Written in C++ and published under an MIT license, HiGHS provides programming interfaces to C, Python, Julia, Rust, R, JavaScript, Fortran, and C#. It has no external dependencies. Aconvenient thin wrapper to Python is available via the PyPI package. HiGHS is also callable via NuGet. Although generally single-threaded, some solver components can utilize multi-core architectures and, from , can run its first order LP solver on NVIDIA GPUs. HiGHS is designed to solve large-scale models and exploits problem sparsity. Its performance relative to commercial and other open-source software is reviewed periodically using industry-standard benchmarks. The term HiGHS may also refer to both the underlying project and the small team leading the software development. History HiGHS is based on solvers written by PhD students fro ...
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Mathematical Optimization Society
The Mathematical Optimization Society (MOS), known as the Mathematical Programming Society (MPS) until 2010,The Mathematical Optimization Society was known as the Mathematical Programming Society (MPS) until 2010
. is an international association of researchers active in . The MOS encourages the research, development, and use of optimization—including ,
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INFORMS
The Institute for Operations Research and the Management Sciences (INFORMS) is an international society for practitioners in the fields of operations research Operations research () (U.S. Air Force Specialty Code: Operations Analysis), often shortened to the initialism OR, is a branch of applied mathematics that deals with the development and application of analytical methods to improve management and ... (O.R.), management science, and analytics. It was established in 1995 with the merger of the Operations Research Society of America (ORSA) and The Institute of Management Sciences (TIMS). The INFORMS Roundtable includes institutional members from operations research departments at major organizations. INFORMS administers the honor society Omega Rho. See also * Institute of Industrial Engineers References Chile wins international prize for the development of analytical tools against the pandemicbr> Vishal Gupta Awarded INFORMS Wagner Prize for System to Curb COVID ...
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BDFL
Benevolent dictator for life (BDFL) is a title given to a small number of open-source software development leaders, typically project founders who retain the final say in disputes or arguments within the community. The phrase originated in 1995 with reference to Guido van Rossum, creator of the Python programming language. History Shortly after Van Rossum joined the Corporation for National Research Initiatives, the term appeared in a follow-up mail by Ken Manheimer to a meeting trying to create a semi-formal group that would oversee Python development and workshops; this initial use included an additional joke of naming Van Rossum the "First Interim BDFL". According to Rossum, the title was most likely created by Ken Manheimer or Barry Warsaw. In July 2018, Van Rossum announced that he would be stepping down as BDFL of Python without appointing a successor, effectively eliminating the title within the Python community structure. Usage BDFL should not be confused with the more ...
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Massachusetts Institute Of Technology
The Massachusetts Institute of Technology (MIT) is a Private university, private research university in Cambridge, Massachusetts, United States. Established in 1861, MIT has played a significant role in the development of many areas of modern technology and science. In response to the increasing Technological and industrial history of the United States, industrialization of the United States, William Barton Rogers organized a school in Boston to create "useful knowledge." Initially funded by a land-grant universities, federal land grant, the institute adopted a Polytechnic, polytechnic model that stressed laboratory instruction in applied science and engineering. MIT moved from Boston to Cambridge in 1916 and grew rapidly through collaboration with private industry, military branches, and new federal basic research agencies, the formation of which was influenced by MIT faculty like Vannevar Bush. In the late twentieth century, MIT became a leading center for research in compu ...
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