JuMP is an
algebraic modeling language Algebraic modeling languages (AML) are high-level computer programming languages for describing and solving high complexity problems for large scale mathematical computation (i.e. large scale optimization type problems). One particular advantage of ...
and a collection of supporting packages for
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 subfiel ...
embedded in the
Julia programming language.
[
][
] JuMP is used by companies, government agencies, academic institutions, software projects, and individuals to formulate and submit
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 subfiel ...
problems to thirdparty solvers. JuMP has been specifically applied to problems in the field 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 ...
.
[
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
Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements and objective are represented by linear function#As a polynomia ...
, mixed integer programming,
semidefinite programming,
conic optimization,
nonlinear programming, and other classes of optimization problems. JuMP provides access to over 50
solvers, including state-of-the-art commercial and open-source solvers.
[
]
History
JuMP was first developed by Miles Lubin, Iain Dunning, and Joey Huchette while they were students at the
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 moder ...
. Today, JuMP's core developers are Miles Lubin, Benoît Legat, Joaquim Dias Garcia, Joey Huchette, and Oscar Dowson. Miles Lubin additionally holds the title of
BDFL.
[
] JuMP is a sponsored project of
NumFOCUS.
[
]
Recognition
JuMP and its authors have been acknowledged by the 2015
COIN-OR Cup, the 2016
INFORMS Computing Society Prize, and the
Mathematical Optimization Society's 2021 BealeOrchardHays Prize.
[
][
][
]
See also
*
HiGHS optimization solver
*
List of free and open-source optimization solvers
*
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 subfiel ...
*
PuLP a similar project for
Python
*
Pyomo Python packages for formulating optimization problems
References
External links
JuMP documentationJuMP repository
{{FOSS
Computational science
Computer programming
Mathematical modeling
Mathematical optimization