JuMP

JuMP is an algebraic modelling language for mathematical optimisation problems, similar to GAMS, AMPL or Pyomo.

It is solver-independent. It supports also non-linear solvers, providing them with the Gradient and the Hessian.

This notebook provides a commented implementation in JuMP of the classical transport problem found in the GAMS tutorial:

Note: The notebook has been updated to the latest JuMP 0.20

While an updated, expanded and revised version of this chapter is available in "Chapter 10 - Mathematical Libraries" of Antonello Lobianco (2019), "Julia Quick Syntax Reference", Apress, this tutorial remains in active development.