Optimization packages for the Julia language.

JuMP-dev Workshop 2018, Bordeaux

The second annual JuMP-dev workshop will be held at the Institut de Mathématiques de Bordeaux, University of Bordeaux on June 27-29. More details here.

What is Julia?

“Julia is a high-level, high-performance dynamic programming language for technical computing”. It is free (open source) and supports Windows, OSX, and Linux. It has a familiar syntax, works well with external libraries, is fast, and has advanced language features like metaprogramming that enable interesting possibilities for optimization software.

What is JuliaOpt?

The JuliaOpt GitHub organization is home to a number of optimization-related packages written in Julia. Its purpose is to facilitate collaboration among developers of a tightly integrated set of packages for mathematical optimization.

Overview of Packages

JuMP Convex.jl MathProgBase.jl Cbc.jl Clp.jl CPLEX.jl ECOS.jl GLPK.jl Gurobi.jl Ipopt.jl KNITRO.jl Mosek.jl NLopt.jl SCS.jl Xpress.jl CoinOptServices.jl AmplNLWriter.jl

JuliaOpt’s packages currently all revolve around the MathProgBase abstraction layer (green). Above the abstraction layer we have modeling languages (red), and below external solver interfaces (purple). The modeling languages in JuliaOpt are:


JuliaOpt provides wrappers for a wide variety of solvers. The following table summarizes the forms supported by the modeling languages and solvers. Note that the capabilities marked in the table represent those of the Julia package, not necessarily the capabilities of the solver itself.

Linear /
Convex Nonconvex Integer License
Modeling Tool Conic Smooth
Key: License:
  • Open = Open Source
  • Comm. = Commercial
  • a = Commercial, but provides free academic license
JuMP Open
Convex.jl Open
CDD (.jl) Open
Clp (.jl) Open
OSQP (.jl) Open
Cbc (.jl) Open
GLPK (.jl) cb Open
CSDP (.jl) Open
ECOS (.jl) Open
SCS (.jl) Open
SDPA (.jl) Open
CPLEX (.jl) cb Comm.a
Gurobi (.jl) cb Comm.a
FICO Xpress (.jl) Comm.a
Mosek (.jl) Comm.a
Pajarito.jl Open
NLopt (.jl) Open
Ipopt (.jl) Open
Bonmin (via AmplNLWriter.jl) Open
Couenne (via AmplNLWriter.jl) Open
Artelys Knitro (.jl) Comm.
SCIP (.jl) cb Comm.a