Modelling optimisation problems in JuMP using the Julia language

James Foster1, Frederik Geth1, Rahmat Heidarihaei1

1CSIRO – Energy, Newcastle, Australia

In this talk, we present a quick introduction to using the JuMP modelling language for clearly and efficiently expressing mathematical optimisation models.

Optimisation models can describe many problems where we are trying to make decisions while looking for the best option that either minimises costs or maximises benefits.

JuMP models have been written to solve a wide variety of domain-specific problems including those from transport, energy systems, finance and scheduling. Since JuMP is written in the open-source language Julia, research and development workflows can access Julia’s rich ecosystem covering data input/output, transformation and visualisation.

We will discuss concrete examples of problems, their solution via JuMP and its interface to high-performance algorithms, and how to address issues of working at scale for realistic model representations. Case examples will be given from modelling Australian energy systems.


Biography:

Dr James Foster is a member of the Energy Economic Modelling team, within the Energy Systems research program. He is a specialist in mathematical optimisation and data analytics applied to energy systems.

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