Groupe d’études et de recherche en analyse des décisions

An introduction to Julia and its ecosystems for optimization and modeling

Dominique Orban Professeur agrégé, Département de mathématiques et de génie industriel, Polytechnique Montréal, Canada

Mathieu Besançon Polytechnique Montréal, Canada

Mathieu Tanneau Polytechnique Montréal, Canada

The Julia programming language was initially released in 2012, and has since gained significant momentum and support in the scientific community. This introductory talk will give an overview of what Julia is and what it can be used for, and is directed at OR practitioners with little to no experience of Julia.

The first part of the tutorial will consist of a broad introduction to the Julia programming language. We will focus on Julia's core design and functionalities, and its specific features compared to other programming languages such as Python, C or C++. In the second part, we will present several ecosystems of interest to the OR community, illustrating the wide range of applications and optimization problems that can be tackled using Julia.

Covered topics will include:

  • The Julia programming language

    • Core language features (dynamic typing, staged compilation, multiple dispatch)
    • Calling other languages from Julia
    • Numerical computing in Julia
  • An overview of (some) Julia ecosystems for optimization and modeling

    • LightGraphs: An optimized graphs package for the Julia programming language
    • JuliaSmoothOptimizers: Infrastructure and Solvers for Continuous Optimization in Julia
    • JuMP: Modeling language for Mathematical Optimization

All are welcome!


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