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43 votes

Are Python and Julia used for optimization in industry?

Despite being a great fan of Julia (and JuMP) I must admit that Python is most widely adopted in industry. I won't recommend PuLP however, which tends to be too slow. As alternatives, I would consider ...
  • 1,391
24 votes

Are Python and Julia used for optimization in industry?

We use Julia in production for optimization at Invenia. We use Convex.jl, and JuMP.jl, and have found them to be excellent.
  • 341
19 votes

Are Python and Julia used for optimization in industry?

The feed back we get from our customers at Mosek is Python is used extensively in the financial industry for doing portfolio optimization and lot of other operations. Those customers like to use ...
  • 2,536
15 votes

Are Python and Julia used for optimization in industry?

Staffjoy was an early user of Julia and JuMP for their start up providing workforce scheduling. They also release all of their internal software as open-source after they shut-down. See for example ...
13 votes

Are Python and Julia used for optimization in industry?

My answer will be focused on teaching, and I'll give you my perspective from Georgia Tech ISyE. Yes, you should teach your students optimization using Python. For simple models, one simple open-...
  • 1,512
13 votes

Are Python and Julia used for optimization in industry?

I personnaly use Python for optimizing industrial problems every day. I know Polymathian also use Python for their Tropofy platform. GUROBI has a python API, which I think is quite popular (...
  • 10.9k
12 votes

Modeling and solvers

I can't address the specifics of Python, Pyomo, Gurobi or GAMS, but I can address the general question of using a modeling language (such as GAMS) versus building the model directly in a general ...
  • 32.2k
11 votes

Are Python and Julia used for optimization in industry?

Our, KLM, current optimizer products' codebases are all in python. The main reason for this is python is extremely powerful for fast prototyping. However, when it comes to the necessity of ...
11 votes

Are Python and Julia used for optimization in industry?

Although I personally think Julia is glorious, nearly no-one outside academia uses it for numerous reasons, including: Missing out on all the Python packages Julia programmers being much harder to ...
10 votes

Comparison of Algebraic modelling languages and general programming languages

GAMS and AMPL are general purpose modelling languages and can he used to describe any type of nonlinear function, including some niche stuff like floor, ceil, max, etc (AMPL). I don't have experience ...
9 votes

Are Python and Julia used for optimization in industry?

Yes, Python is used in the industry is the simple answer. We are Optimeering Aqua and our sister company Optimeering use Python and the (Fico) Xpress Python- API. We were alpha and beta users. For us ...
8 votes
Accepted

Modeling and solvers

In a production environment, I have found code APIs to be superior to modelling languages in the long run. Nowadays, we also have Pyomo so we don't even need to compromise between the two. The ...
8 votes

Are Python and Julia used for optimization in industry?

Interesting that you ask - I've actually seen both julia and python used in industry. On the python side, I'd highly recommend cvxpy (for convex optimization). It was pretty easy to get started with, ...
  • 81
7 votes

GAMS CPLEX solver solves big problem instances suspiciously fast

For a test problem, check manually (outside GAMS) that the solution satisfies all constraints. If not, your GAMS model may be wrong. If all constraints are satisfied, try using a different solver and ...
  • 32.2k
6 votes

Are Python and Julia used for optimization in industry?

Python is well ahead of specific modelling languages. Many of solvers such as Gurobi, Cplex etc. have python interface. You can encounter small problems. For example for modelling problems, which ...
  • 746
6 votes
Accepted

Get a MPS file using NEOS/GAMS web interface

To create a MPS file using GAMS, you have two options as follows: Your first option is to use the CONVERT solver. AFAIK, this solver is not available on NEOS Server (see here for a list of available ...
  • 2,410
6 votes
Accepted

Is this formulation linear or non-linear?

The model you describe is linear. There are a couple of reasons why GAMS wouldn't like it though: (I) did you define the right solver for your problem? and (ii) GAMS initialises any uninitiated ...
5 votes

CPLEX output log

By default, Gams/Cplex will try to calculate duals by fixing the integer variables and then resolving as an LP. This is the "final solve". Usually the objectives are the same. In rare cases ...
5 votes

Are Python and Julia used for optimization in industry?

The main reason why Pyomo is being used in industry and JuMP is not is that JuMP is a version 0.21.6 package whereas Pyomo is v5.7.3. Naturally, most businesses are not going to use a package with ...
5 votes

Looking for an example of a heuristic implementation in GAMS

To fix a variable use x.fx(i) = 1. To unfix: x.lo(i) = 0; x.up(i) = 1;. To relax an integer/binary variable you can use: ...
5 votes

GAMS: Is there a way to retrieve the gap from the final solve statement

Collecting things in a parameter is actually very simple. ...
5 votes
Accepted

Any good resource for solving power system optimization in GAMS?

There is a good reference that has been published by Alireza Soroudi. Power System Optimization Modeling in GAMS
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4 votes
Accepted

Issue interpreting sets of constraints in AMPL

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  • 8,350
4 votes

How to build a GAMS model in python

Unfortunately, GAMS does not have an independent low-level API language (such as CPLEX or Gurobi) and you will need to use its high-level language into your favourite API. In the simplest form, you ...
  • 6,206
4 votes

Are Python and Julia used for optimization in industry?

The latest JuMP.jl website gives a few examples of its use in industry: route school buses by the Boston school district plan powergrid expansion by PSR optimize milk output by dairy farmers in New ...
4 votes

Are Python and Julia used for optimization in industry?

We work in OR since 20 years and have observed the huge rise of Python in industry the last 10 years. A lot of engineers but also some analysts have moved to Python, especially the ones working in ...
  • 2,774
4 votes

GAMS export to excel in a loop

It is much better to collect all y.l(i) in a parameter with an extra index t, and export that in one swoop. I.e. ...
4 votes
Accepted

GAMS default Solver doesn't use much of my RAM and CPU

As @ErwinKalvelagen pointed out: by default gams cplex uses only 1 thread which results in a low usage of the pc ressources. In order to change this one has to increase the thread number so that ...
  • 543
4 votes

Is it better to use GAMS or Python for Optimization Models?

Python is a programming language that needs a library to model problems. Pyomo is a good option. Here is a good comparison between modeling in Pyomo and GAMS: http://...
4 votes

multiple solutions to a nonlinear problem in GAMS

The global solver Baron can give you multiple solutions using the numsol option. For an example see: https://www.gams.com/latest/gamslib_ml/libhtml/gamslib_mhw4dxx....

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