Lecture on Mixed Integer Conic Optimization using Julia and JuMP for the Grid Science Winter School 2019
This site contains materials for my lecture at the Los Alamos National Laboratory Grid Science Winter School, January 7-11, 2019.
You should use the latest version of Julia v1.0. Binaries of Julia for all platforms are available here. You will also need to get an academic license for Mosek, CPLEX and Gurobi.
You can install all the required packages by running:
ENV["JUPYTER"]=""
Pkg.add("IJulia")
Pkg.add("Plots")
Pkg.add("JuMP")
Pkg.add("PolyJuMP")
Pkg.add("MultivariatePolynomials")
Pkg.add("DynamicPolynomials")
Pkg.add("SumOfSquares")
Pkg.add("Pajarito")
Pkg.add("Mosek")
Pkg.add("CPLEX")
Pkg.add("SCS")
Pkg.add("Convex")
Pkg.add("Gurobi")