학술논문

Computing in Operations Research Using Julia.
Document Type
Article
Source
INFORMS Journal on Computing. Spring2015, Vol. 27 Issue 2, p238-248. 11p.
Subject
*JULIA (Computer program language)
*OPERATIONS research
*MATHEMATICAL optimization
*CODING theory
*COMPUTER software
*COMPUTER algorithms
Language
ISSN
1091-9856
Abstract
The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, CCC, 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 that 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. In particular, we demonstrate algebraic modeling for linear and nonlinear optimization and a partial implementation of a practical simplex code. Extensive cross-language benchmarks suggest that Julia is capable of obtaining state-of-the-art performance. [ABSTRACT FROM AUTHOR]