Julia Programming For Operations Research
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Julia Programming for Operations Research
Last Updated: December 2020 Based on Julia v1.3+ and JuMP v0.21+ The main motivation of writing this book was to help the author himself. He is a professor in the field of operations research, and his daily activities involve building models of mathematical optimization, developing algorithms for solving the problems, implementing those algorithms using computer programming languages, experimenting with data, etc. Three languages are involved: human language, mathematical language, and computer language. His team of students need to go over three different languages, which requires "translation" among the three languages. As this book was written to teach his research group how to translate, this book will also be useful for anyone who needs to learn how to translate in a similar situation. The Julia Language is as fast as C, as convenient as MATLAB, and as general as Python with a flexible algebraic modeling language for mathematical optimization problems. With the great support from Julia developers, especially the developers of the JuMP—Julia for Mathematical Programming—package, Julia makes a perfect tool for students and professionals in operations research and related areas such as industrial engineering, management science, transportation engineering, economics, and regional science. For more information, visit: http://www.chkwon.net/julia
Algorithms for Optimization
A comprehensive introduction to optimization with a focus on practical algorithms for the design of engineering systems. This book offers a comprehensive introduction to optimization with a focus on practical algorithms. The book approaches optimization from an engineering perspective, where the objective is to design a system that optimizes a set of metrics subject to constraints. Readers will learn about computational approaches for a range of challenges, including searching high-dimensional spaces, handling problems where there are multiple competing objectives, and accommodating uncertainty in the metrics. Figures, examples, and exercises convey the intuition behind the mathematical approaches. The text provides concrete implementations in the Julia programming language. Topics covered include derivatives and their generalization to multiple dimensions; local descent and first- and second-order methods that inform local descent; stochastic methods, which introduce randomness into the optimization process; linear constrained optimization, when both the objective function and the constraints are linear; surrogate models, probabilistic surrogate models, and using probabilistic surrogate models to guide optimization; optimization under uncertainty; uncertainty propagation; expression optimization; and multidisciplinary design optimization. Appendixes offer an introduction to the Julia language, test functions for evaluating algorithm performance, and mathematical concepts used in the derivation and analysis of the optimization methods discussed in the text. The book can be used by advanced undergraduates and graduate students in mathematics, statistics, computer science, any engineering field, (including electrical engineering and aerospace engineering), and operations research, and as a reference for professionals.
Learning Julia
Learn Julia language for data science and data analytics About This Book Set up Julia's environment and start building simple programs Explore the technical aspects of Julia and its potential when it comes to speed and data processing Write efficient and high-quality code in Julia Who This Book Is For This book allows existing programmers, statisticians and data scientists to learn the Julia and take its advantage while building applications with complex numerical and scientific computations. Basic knowledge of mathematics is needed to understand the various methods that will be used or created in the book to exploit the capabilities for which Julia is made. What You Will Learn Understand Julia's ecosystem and create simple programs Master the type system and create your own types in Julia Understand Julia's type system, annotations, and conversions Define functions and understand meta-programming and multiple dispatch Create graphics and data visualizations using Julia Build programs capable of networking and parallel computation Develop real-world applications and use connections for RDBMS and NoSQL Learn to interact with other programming languages–C and Python—using Julia In Detail Julia is a highly appropriate language for scientific computing, but it comes with all the required capabilities of a general-purpose language. It allows us to achieve C/Fortran-like performance while maintaining the concise syntax of a scripting language such as Python. It is perfect for building high-performance and concurrent applications. From the basics of its syntax to learning built-in object types, this book covers it all. This book shows you how to write effective functions, reduce code redundancies, and improve code reuse. It will be helpful for new programmers who are starting out with Julia to explore its wide and ever-growing package ecosystem and also for experienced developers/statisticians/data scientists who want to add Julia to their skill-set. The book presents the fundamentals of programming in Julia and in-depth informative examples, using a step-by-step approach. You will be taken through concepts and examples such as doing simple mathematical operations, creating loops, metaprogramming, functions, collections, multiple dispatch, and so on. By the end of the book, you will be able to apply your skills in Julia to create and explore applications of any domain. Style and approach This book demonstrates the basics of Julia along with some data structures and testing tools that will give you enough material to get started with the language from an application standpoint.