Mathematical Optimisation Modelling in Julia with JuMP.jl

This time David will present an overview of the JuMP.jl package and ecosystem for mathematical optimisation modelling.

We will also take a quick look at MKL.jl, which allows you to speed up your linear algebra computations over OpenBLAS with minimal effort.

If you want to share some tips & tricks or present some of your favorite packages, please prepare a few slides or simply hook up your laptop and show us!

Program:

18.30 – 3 large Pizzas :-)
18.40:
Mathematical Optimisation Modelling in Julia with JuMP.jl (~45 min, David)
MKL.jl (~10min, René)