Computing in Operations Research using Julia

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 expressive yet typically slow high-level languages such as Python and MATLAB. This paper explores how Julia, a modern p...

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Bibliographic Details
Published inarXiv.org
Main Authors Lubin, Miles, Dunning, Iain
Format Paper Journal Article
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 05.12.2013
Subjects
Algorithms
Computation
Computer Science - Numerical Analysis
Computer Science - Programming Languages
FORTRAN
Mathematical models
Mathematics - Optimization and Control
Operations research
Optimization
Programming languages
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ISSN2331-8422
DOI10.48550/arxiv.1312.1431

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Summary: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 expressive yet typically slow high-level languages such as Python and MATLAB. This paper explores how Julia, a modern programming language for numerical computing which claims to bridge this divide by incorporating recent advances in language and compiler design (such as just-in-time compilation), can be used for implementing software and algorithms fundamental to the field of operations research, with a focus on mathematical optimization. In particular, we demonstrate algebraic modeling for linear and nonlinear optimization and a partial implementation of a practical simplex code. Extensive cross-language benchmarks suggest that Julia is capable of obtaining state-of-the-art performance.
Bibliography:SourceType-Working Papers-1
ObjectType-Working Paper/Pre-Print-1
content type line 50
ISSN:2331-8422
DOI:10.48550/arxiv.1312.1431