Introduction

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Warning

Between versions 0.18 and 0.19, JuMP underwent a major transition in its underlying solver abstraction API, from MathProgBase to MathOptInterface. See NEWS.md for a comprehensive list of changes between the two versions, many of which are breaking. This documentation is for JuMP/MathOptInterface. For the documentation of JuMP 0.18, see here.

JuMP is a domain-specific modeling language for mathematical optimization embedded in Julia. It currently supports a number of open-source and commercial solvers (see below) for a variety of problem classes, including linear programming, mixed-integer programming, second-order conic programming, semidefinite programming, and nonlinear programming. JuMP's features include:

Although JuMP has not reached version 1.0 yet, the releases are stable enough for everyday use and are being used in a number of research projects and neat applications by a growing community of users who are early adopters. JuMP remains under active development, and we welcome your feedback, suggestions, and bug reports.

Contents

Citing JuMP

If you find JuMP useful in your work, we kindly request that you cite the following paper (pdf):

@article{DunningHuchetteLubin2017,
author = {Iain Dunning and Joey Huchette and Miles Lubin},
title = {JuMP: A Modeling Language for Mathematical Optimization},
journal = {SIAM Review},
volume = {59},
number = {2},
pages = {295-320},
year = {2017},
doi = {10.1137/15M1020575},
}

For an earlier work where we presented a prototype implementation of JuMP, see here:

@article{LubinDunningIJOC,
author = {Miles Lubin and Iain Dunning},
title = {Computing in Operations Research Using Julia},
journal = {INFORMS Journal on Computing},
volume = {27},
number = {2},
pages = {238-248},
year = {2015},
doi = {10.1287/ijoc.2014.0623},
}

A preprint of this paper is freely available.


NumFOCUS logo

JuMP is a fiscally sponsored project of NumFOCUS, a nonprofit dedicated to supporting the open source scientific computing community.

You can support JuMP by donating. JuMP's largest expense is the annual JuMP-dev workshop. Donations will help us provide travel support for JuMP-dev attendees and take advantage of other opportunities that arise to support JuMP development.