JuMP is a domain-specific language for mathematical optimizations in Julia. JuMP defines a common API called MathProgBase and enables users to write solver-agnostic code in Julia. Currently supported solvers include Artelys Knitro, Bonmin, Cbc, Clp, Couenne, CPLEX, ECOS, FICO Xpress, GLPK, Gurobi, Ipopt, MOSEK, NLopt and SCS. One other benefit is the implementation of automatic differentiation technique in reverse mode to compute derivatives so users are not limited to the standard operators like sin, cos, log and sqrt but can also implement their own custom objective functions in Julia.
JuMP is a domain-specific language for mathematical optimizations in Julia. JuMP defines a common API called MathProgBase and enables users to write solver-agnostic code in Julia. Currently supported solvers include Artelys Knitro, Bonmin, Cbc, Clp, Couenne, CPLEX, ECOS, FICO Xpress, GLPK, Gurobi, Ipopt, MOSEK, NLopt and SCS. One other benefit is the implementation of automatic differentiation technique in reverse mode to compute derivatives so users are not limited to the standard operators like sin, cos, log and sqrt but can also implement their own custom objective functions in Julia.
