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50 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 ...
fpacaud's user avatar
  • 1,511
25 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.
npr's user avatar
  • 351
20 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 ...
ErlingMOSEK's user avatar
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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 ...
Robert Schwarz's user avatar
14 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 ...
Nikos Kazazakis's user avatar
14 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 (...
Kuifje's user avatar
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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-...
alerera's user avatar
  • 1,542
12 votes

Julia JuMP successive optimization

Your question has a two-part answer: how JuMP handles successive solves, and how the solvers handle successive solves. How JuMP handles successive solves Recall that JuMP is a modeling layer, not an ...
mtanneau's user avatar
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11 votes
Accepted

Quadratic constraints in JuMP

A "quadratic constraint" is a constraint of the form $f(x) \leq 0$, where $f(x)$ is a quadratic function, i.e., as you wrote, $$ f(x) = \frac{1}{2}x^{T}Hx + q^{T}x + b $$ for some square ...
mtanneau's user avatar
  • 4,183
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 ...
Serkan Kalay's user avatar
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 ...
Erlend Torgnes's user avatar
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, ...
jeg's user avatar
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7 votes
Accepted

Randomly constructing a bounded ellipsoid

As noted in a comment to the original question, I have (I believe) a proof that the ellipsoid is bounded with probability 1 (assuming the pseudorandom number generator is, well, random). I've also ...
prubin's user avatar
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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 ...
kur ag's user avatar
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5 votes
Accepted

Connection between solver and Julia's JuMP

The best place to ask (and get answer from the JuMP developers) is this Discourse forum. You should provide details such as the class of models that are supported and, ideally, a link to the code ...
mtanneau's user avatar
  • 4,183
5 votes

Are Python and Julia used for optimization in industry?

We have worked in OR for 20 years and have observed the huge rise of Python in the industry over the last 10 years. Many engineers and analysts have moved to Python, especially in scientific fields ...
Hexaly's user avatar
  • 2,986
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 ...
user1211719's user avatar
5 votes

Randomly constructing a bounded ellipsoid

Mathematical boundedness The model is bounded if all eigenvalues of $Q$ are positive. As @prubin already answered this is the case with high probability. Mathematically, the distribution of ...
Ggouvine's user avatar
  • 1,877
4 votes
Accepted

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

Use: @constraint(m, [i=1:n, j=1:n], x[i] <= z[j]) or for i in 1:n, j in 1:n @constraint(m, x[i] <= z[j]) end You ...
Oscar Dowson's user avatar
4 votes

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?

Answers will probably be very opinionated and it also depends on what kind of research (and possible adoption of that research) you are targeting. Disclaimer I did not use Julia for a long time (and ...
sascha's user avatar
  • 537
4 votes

Analyzing the output of IPOPT

It took some digging but I found the answers in an old email thread. The paper linked there is archived here. $$E_{\mu}(x,\lambda,z) = \max \Big\{ \frac{\| \nabla f(x) + \nabla c(x)\lambda + z \|_\...
worldsmithhelper's user avatar
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 ...
Albert Zevelev's user avatar
4 votes
Accepted

Trouble implementing a line-search algorithm

Your bisection code is returning a tuple of [a,b] but in your main function you are only retrieving a, which should be causing ...
Nikos Kazazakis's user avatar
3 votes

Are Python and Julia used for optimization in industry?

Since Python is dominant in the industry, pyomo gained its popularity. I personally prefer the JuMP's implementation. Check these Constrction Speed R and Python Modeling. For R users, I recently used ...
janicebaratheon's user avatar
3 votes

Julia JuMP successive optimization

I am not familiar with Julia, but you can search for callback and lazycut which allows you ...
Penghui Guo's user avatar
3 votes

Is JuMPeR good enough for Robust Optimization problem?

As you mentioned that you looked for python packages for RO before and didn't find any you might want to have a look at RSOME. You can custom build uncertainty sets using affine constraints as well as ...
SimonT's user avatar
  • 701
3 votes
Accepted

Coding some parameters with index zero in Julia

Just use c[i+1] when indexing c? ...
Oscar Dowson's user avatar
3 votes
Accepted

Reoptimization with GLPK in Julia/JuMP

Yes, you can do such a thing in JuMP. If you use the so-called direct mode, then incremental changes to the model are passed directly to the solver. If your solver supports incremental changes and re-...
mtanneau's user avatar
  • 4,183
3 votes
Accepted

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

In general, JuMP does not support querying the best fractional solution of a branch and bound tree. However, if you are using CPLEX or Gurobi, you can write a solver-specific callback to do what you ...
Oscar Dowson's user avatar
3 votes
Accepted

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?

To the risk of stating the obvious: the person best-positioned to answer is the person who will interview you. Job postings will often list a few programming languages to encourage many candidates to ...
mtanneau's user avatar
  • 4,183

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