Julia

Julia is a computer programming language for scientific computing.

Julia Programming for Operations Research, 2nd Edition

To my frustration, not all graduate students in operations research have proper background in computer programming and many take long time to learn how to do computer programming. I wrote this book to help them and help me to help them.

I’m neither a computer scientist nor a software engineer. Therefore, this book does not teach the best coding practice. Instead, I’ll try to teach how one can finish some common tasks necessary in research and development works arising in the field of operations research and management science. After reading this book, readers will certainly be able to get things done.

What’s New in the Second Edition

Now Julia v1.0 and JuMP v0.19 have been released. There were major upgrades in both Julia and JuMP including many breaking changes. The second edition of this book has been updated to reflect these changes. In addition, new chapters for ‘Interior Point Methods’ and ‘Complementarity Problems’ are added.

Table of Contents

  1. Introduction and Installation
  2. Simple Linear Optimization
  3. Basics of the Julia Language
  4. Selected Topics in Numerical Methods
  5. The Simplex Method
  6. Network Optimization Problems
  7. Interior Point Methods
  8. Nonlinear Optimization Problems
  9. Monte Carlo Methods
  10. Lagrangian Relaxation
  11. Complementarity Problems
  12. Parameters in Optimization Solvers

Preview

Purchasing the Book

I welcome feedback on the book! Feel free to send me any corrections, opinions, and suggestions.

Courses

If you are an instructor who is interested in computer programming education for students in operations research, management science, industrial engineering, or any other related discipline, please to discuss special pricing for you and your students. I can also discuss how this book can be used in various courses, including:

  • Introduction to Operations Research
  • Operations Research I, or Deterministic Operations Research
  • Linear Programming
  • Network Optimization
  • Nonlinear Programming
  • Convex Optimization
  • Numerical Optimization
  • Transportation Modeling
  • and any other courses involving optimization problems

I also welcome suggestions from you on additional materials for this book that may be helpful for courses.

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Supporting Developers

This book was a proud sponsor of the Second Annual JuMP-dev Workshop.

Cover Design

The letter art “julia” is the work of Joo Yeon Woo and the cat drawing is the work of my daughter.