Questions tagged [julia]

For questions about solving Operations Research problems using the Julia programming language.

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3 votes
1 answer

How to remove a callback that was previously registered in Julia?

I'm coding in Julia, how can I do the same as "Remove(Cplex.Callback)" function does in C++ ?
  • 173
5 votes
4 answers

What are the key pros and cons to mention when asked why one prefer Julia over Python in OR-research-industry interviews and vice-versa?

I want to apply for a position after my PhD in an industrial laboratory that does research in OR. They stipulate that they want either Python or Julia programming languages. Since my Bachelor's ...
  • 583
3 votes
1 answer

Reoptimization with GLPK in Julia/JuMP

I've been looking everywhere, and I can't seem to find any information on whether GLPK can do successive optimizations on the same model, on which we add a constraint at each iteration. More ...
2 votes
1 answer

How to get the fractional solution of a node in a MIP model using JuMP package?

I'm coding in Julia and use the JuMP package. My IP solver stops by a fixed node limitation. I noticed that I can only get the feasible primal and dual solution if has any, however I would like to get ...
  • 173
3 votes
1 answer

Jump, Julia : How to add constraints with different indexes a.c.a $x_i \leq z_j, \; \forall i, j$

I am having a constraint in the form : $$ x_i \leq z_j, \quad \forall i, j \in \{1, 2, .., n\}$$ I know that if the right part of the equation was a constant so something like $x_i \leq c[i]$ I could ...
6 votes
1 answer

Quadratic constraints in JuMP

I am a bit new to programming and am currently working with solving optimization problems in JuMP in Julia. I got a tip from the JuMP page that I should also use ...
5 votes
2 answers

Analyzing the output of IPOPT

I am solving a feasibility (No objective) problem in IPOPT. I got the following output: I see that the violation of the constraints are of order 1e-15. What is the meaning of dual infeasibility 1e-07 ...
2 votes
1 answer

Coding some parameters with index zero in Julia

As part of our constraints, we have \begin{align*} &\sum_{i=1}^{I}c_ix_i\ge y, \\ &\sum_{i=1}^{I}c_{i-1}x_i\le y, \end{align*} where $y\ge0,x_i\in\{0,1\}, \forall i$. I am trying to code ...
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5 votes
2 answers

Julia JuMP successive optimization

I am using Julia's JuMP package to solve a cutting-plane method. Namely, I solve a sub-problem, find the most-violated constraint in the master problem, add that to ...
0 votes
1 answer

Trouble implementing a line-search algorithm

I am trying to implement a simple line-search algorithm in Julia. I am new to Julia programming, so I am learning it on the go. I'd like to ask for some help, if possible, to correct an error while ...
  • 203
6 votes
1 answer

Is JuMPeR good enough for Robust Optimization problem?

I'm a graduate student studying Robust Optimization (RO). So far, I've been studied the theoretic point of RO, and now I am looking for an actual tool for solving RO problems, both for practice and ...
  • 166
51 votes
15 answers

Are Python and Julia used for optimization in industry?

I am giving a small computer exercise that aims at teaching students the basics of a modelling language to model small optimization problems. So far I have been using the modelling language GAMS as ...
  • 1,658
12 votes
3 answers

Connection between solver and Julia's JuMP

I am looking for ways or tips to connect a solver with the JuMP package. I started reading the manual of Math Opt Interface — I don't know the right terms, but I'll call it the backend of JuMP. Also, ...