Language: English
In this workshop, we'll focus on mathematical optimization using JuMP. You'll learn to write programs and solve integer linear, nonlinear, conic, and constraint optimization problems. We'll also discuss the recent new features of JuMP. Additionally, we'll detail important performance tips for solving large-scale models with JuMP.
In this workshop, we start with the basics of JuMP. We detail its syntax and design to help those new to the tool to get on board. We review the different classes of optimization problems that can be solved in JuMP and highlight its recent new features.
We then delve into a specific example: modeling an optimal power flow problem. For this particular case, we show how to model both a linear programming formulation and a nonlinear programming formulation with JuMP. Throughout the tutorial, we discuss important factors to ensure optimal performance, highlighting their importance in order for the program to scale for a large power flow network.