JuliaCon 2022 (Times are UTC)

Complex number support in JuMP
2022-07-27 , JuMP

Complex numbers appear in a variety of optimization problems such as AC optimal power flow problems (AC-OPF) and quantum information optimization. This talk presents the integration of complex numbers in JuMP. We first describe how to create complex variables and constraints with complex coefficients in JuMP. Then, we show how this addition makes use of the extensible design of MathOptInterface and JuMP. We illustrate this with examples from PowerModels.jl and SumOfSquares.jl.

Benoît Legat is a postdoc at MIT with Prof. Pablo Parrilo in the Laboratory for Information and Decision Systems (LIDS).

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