Joey Huchette

JuMP: A modeling language for mathematical optimization

  • Iain Dunning
  • Joey Huchette
  • Miles Lubin
    • Categories Modeling Languages and Systems Tags ,

    JuMP is an open-source modeling language that allows users to express a wide range of optimization problems (linear, mixed-integer, quadratic, conic-quadratic, semidefinite, and nonlinear) in a high-level, algebraic syntax. JuMP takes advantage of advanced features of the Julia programming language to offer unique functionality while achieving performance on par with commercial modeling tools for standard … Read more

    Extended Formulations in Mixed Integer Conic Quadratic Programming

  • Iain Dunning
  • Joey Huchette
  • Juan Pablo Vielma
  • Miles Lubin
    • Categories (Mixed) Integer Nonlinear Programming

    In this paper we consider the use of extended formulations in LP-based algorithms for mixed integer conic quadratic programming (MICQP). Extended formulations have been used by Vielma, Ahmed and Nemhauser (2008) and Hijazi, Bonami and Ouorou (2013) to construct algorithms for MICQP that can provide a significant computational advantage. The first approach is based on … Read more