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Thanks! Julia was not even in 1.0 when we started the project, but would absolutely be a great choice today. So far, only the Conopt4 solver can solve our model
by MAKROmaker 5y ago
Thanks! Julia was not even in 1.0 when we started the project, but would absolutely be a great choice today. So far, only the Conopt4 solver can solve our model, which means we have to go through GAMS even if we rewrite in Julia. I saw Rackauckas' JuliaCon presentation where he talks about ML approximations and immediately got excited too.
- fifilura 5y agoI have one question, that i ask with genuine interest, since I have been in a similar position before (although certainly not as advanced). When you develop models like this, what is your stance on testing? All that stuff in a software engineers toolbox, unittests, integration tests, exploratory tests, manual tests etc.
- cs702 5y agoThank you. That makes sense. Also, I fully get why you're excited: The use of "learnable components" for selectively replacing heuristics in models like yours seems like an ideal use case for Julia. (To me it looks like the future of modeling.)
- sandGorgon 5y agoWhat is your opinion of this vs Gurobi ? The only reason I ask is because your model is written in a proprietary language. While Gurobi models are written in Python (and solved by the silver). Just curious if you found it not effective.
- jlouis 5y agoMy guess is that the non-linearity of the problem might make it harder for something like Gurobi to solve. GAMS is essentially a frontend for solvers, so you are compiling your input source into a format suitable for an underlying solver or a set thereof.