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Anyone know the performance of julia for optimization in contrast to say, ilog cplex, or gurobi?
by ap22213 12y ago
Anyone know the performance of julia for optimization in contrast to say, ilog cplex, or gurobi?
- cschmidt 12y agoIt interfaces to a number of solvers, both commercial and open source. According to this page [1] it currently supports: COIN Cbc/Clp, GNU GLPK, Gurobi, Ipopt, Mosek, NLopt So you can use it to generate models that are solved in Gurobi if you want. Or you can use the available open source solvers. [1] http://www.juliaopt.org/ http://www.juliaopt.org/
- StefanKarpinski 12y agoThere are excellent Julia bindings to CPLEX, Gurobi, and many other optimization libraries: http://www.juliaopt.org/ http://www.juliaopt.org/. At some point there may be pure Julia linear programming libraries, but initially it's much more fruitful to provide a consistent shared interfaces to existing libraries than to reimplement them.
- Tarrosion 12y agoOne can easily use such solvers in Julia via an excellent modeling language, JuMP [1]. You can easily specify optimization problems in human readable form and have these passed to the solvers; speed is quite good. https://github.com/JuliaOpt/JuMP.jl https://github.com/JuliaOpt/JuMP.jl
- ViralBShah 12y agoIn addition to the pointers in the comments here, also see the fast developing CVX.jl package. https://github.com/cvxgrp/CVX.jl https://github.com/cvxgrp/CVX.jl