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math.OC2015★ 1.3k cited
JuMP: A Modeling Language for Mathematical Optimization
Iain Dunning, Joey Huchette, Miles Lubin
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 no…
math.OC2015★ 19 cited
Extended Formulations in Mixed Integer Conic Quadratic Programming
Juan Pablo Vielma, Iain Dunning, Joey Huchette +1
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 Vie…
math.OC2013★ 331 cited
Computing in Operations Research using Julia
Miles Lubin, Iain Dunning
The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly…