Papers › Computing in Operations Research using Julia

Computing in Operations Research using Julia

5 Dec 2013arXiv:1312.1431links table onlyarchive 2025-07-28

Miles Lubin, Iain Dunning

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The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as Python and MATLAB. This paper explores how Julia, a modern programming language for numerical computing which claims to bridge this divide by incorporating recent advances in language and compiler design (such as just-in-time compilation), can be used for implementing software and algorithms fundamental to the field of operations research, with a focus on mathematical optimization. In particular, we demonstrate algebraic modeling for linear and nonlinear optimization and a partial implementation of a practical simplex code. Extensive cross-language benchmarks suggest that Julia is capable of obtaining state-of-the-art performance.

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IainNZ/JuMP.jl officialmentioned in papermentioned on GitHub report
JuliaOpt/JuMP.jl mentioned on GitHub report
StructJuMP/StructJuMP.jl mentioned on GitHub report
YP-Ye/JuMP mentioned on GitHub report
jump-dev/jump.jl mentioned on GitHub report

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