Zajednički sastanak Odeljenja za matematiku i Seminara za računarstvo i primenjenu matematiku, 29. septembar 2017.

Zajednički sastanak Odeljenja za matematiku i Seminara za računarstvo i primenjenu matematiku biće održan u petak, 29. septembra 2017. u sali 301f Matematičkog instituta SANU sa početkom u 14:15 časova.

Predavač: Angelo Sifaleras, Department of Applied Informatics, School of Information Sciences, University of Macedonia, Greece

Naslov predavanja: OPTIMIZATION MODELING WITH JULIA AND GUROBI

Apstrakt: In this lecture we present recent advances in optimization software packages. In particular, we will cover the JuMP, which consists an open-source modeling language that allows users to express a wide range of optimization problems (linear, mixed-integer, quadratic, conic-quadratic, semidefinite, and nonlinear) in a high-level, algebraic syntax. JuMP takes advantage of advanced features of the Julia high-level, high-performance, dynamic programming language for numerical computing. We also show here, how to solve mixed-integer optimization problems using the state-of-the-art Gurobi Optimizer, which exploits modern architectures and multi-core processors.

Related references: * Dunning I., Huchette J., and Lubin M., “JuMP: A modeling language for mathematical optimization”, SIAM Review, Vol. 59, No. 2, pp. 295-320, 2017.
* Changhyun Kwon, Julia Programming for Operations Research: A Primer on Computing, CreateSpace Independent Publishing Platform, 2016.


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