Questions tagged [julia]

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

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6 votes
1 answer
1k views

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
127 views

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
117 views

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
574 views

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
66 views

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
209 views

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
50 votes
15 answers
12k views

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 ...
  • 1,618
12 votes
3 answers
243 views

Connection between solver and Julia's JuMP Package

I'm 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 the JuMP), ...