Computing in Operations Research using Julia

5 Dec 2013 Miles Lubin Iain Dunning

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... (read more)

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Categories


  • OPTIMIZATION AND CONTROL
  • NUMERICAL ANALYSIS
  • PROGRAMMING LANGUAGES