JuMPNumFOCUS Sponsored Project since 2018
JuMP is a modeling interface and a collection of supporting packages for mathematical optimization that is embedded in Julia. With JuMP, users formulate various classes of optimization problems with easy-to-read code, and then solve these problems using state-of-the-art open-source and commercial solvers. JuMP also makes advanced optimization techniques easily accessible from a high-level language.
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The JuMP project makes state-of-the-art tools for mathematical optimization available in Julia. The flagship package is the JuMP modeling interface, a domain-specific language for modeling optimization problems. It supports a number of open-source and commercial solver backends for a variety of problem classes, including (mixed-integer) linear programming, semidefinite programming, and derivative-based nonlinear optimization. JuMP matches the performance of standalone commercial modeling languages by using Julia’s key features like macros and JIT compilation. It provides support for callbacks to solvers for advanced control of the solution process. JuMP is extensible at all levels of the stack, from supporting new solvers, to expressing new types of constraints, and to modeling new problem classes like polynomial optimization.
JuMP has been used for routing school buses in Boston, scheduling trains in Canada, and simulating power system operations in North and South America. It is used for teaching and research at numerous universities worldwide. Features and extensions have been developed in collaboration with researchers at universities and national laboratories.