For anyone interested in using Julia for numerical optimization/mathematical programming, see http://juliaopt.org/ http://juliaopt.org/. We have pure-Julia imp

For anyone interested in using Julia for numerical optimization/mathematical programming, see http://juliaopt.org/ http://juliaopt.org/. We have pure-Julia implementations of standard unconstrained methods [1] as well as a domain-specific modeling language [2] for (integer) linear programming with links to open-source and commercial solvers. Julia's performance and advanced language features such as metaprogramming really make it a great language for optimization [3]. [1] https://github.com/JuliaOpt/Optim.jl https://github.com/JuliaOpt/Optim.jl [2] https://github.com/JuliaOpt/JuMP.jl https://github.com/JuliaOpt/JuMP.jl [3] http://www.mit.edu/~mlubin/juliacomputing.pdf http://www.mit.edu/~mlubin/juliacomputing.pdf