JuMP Workshop at JuliaCon 2018

This site contains materials for the JuMP workshop at JuliaCon 2018. It is based on materials and notebooks from various sources including the JuliaOpt notebooks, the 2018 ISCO Spring School and the second annual JuMP-dev workshop.

Install Julia

You should use the latest version of Julia v0.6.2. Binaries of Julia for all platforms are available here.

Install Basic JuMP packages

To install the latest versions of JuMP, MathOptInterface and the open-source LP/MIP solvers GLPK run the following code:

Pkg.update()
Pkg.add("JuMP")
Pkg.checkout("JuMP", "juliacon2018/0.19-dev")
Pkg.add("GLPK")

To test that your installation is working, run the following code (the first time you run the code you may see the message like "INFO: Precompiling stale cache ..." for a few seconds):

using JuMP, MathOptInterface, GLPK
const MOI = MathOptInterface
model = Model(with_optimizer(GLPK.GLPKOptimizerLP))
@variable(model, x >= 0)
@variable(model, y >= 0)
@objective(model, Min, x + y)
@constraint(model, x + y <= 1)
JuMP.optimize(model)
MOI.get(model, MOI.VariablePrimal(), x) == JuMP.resultvalue(x) == 0.0

The output should be:

true

Note (if you have installed MOI directly): Some notebooks may not work with MOI v0.5

Install IJulia and Jupyter

Jupyter is a convenient notebook-based interface to present documents which interleave code, text, and equations. Example code will be available in notebook format, but you should also be able to copy the notebook code to run from the REPL.

To install Jupyter and the Julia backend IJulia run the following code:

ENV["JUPYTER"]=""
Pkg.add("IJulia")

To start Jupyter run the following code:

using IJulia
notebook()