# Optimization (Mathematical)

**URL:** https://discourse.julialang.org/c/domain/opt/13.md?page=128

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**Page:** 129

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## [How to obtain a Basic solution?](https://discourse.julialang.org/t/how-to-obtain-a-basic-solution/1784)

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**Author:** [@e3c6](https://discourse.julialang.org/u/e3c6)\
**Replies:** 8\
**Last updated:** [February 2, 2017, 6:14pm UTC](https://discourse.julialang.org/t/how-to-obtain-a-basic-solution/1784 "2017-02-02T18:14:16Z")

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Is there a way to guarantee that the solution returned by JuMP to a linear program is a basic solution? I know this is probably a responsability of the solver. Is there an option I can pass from JuMP to any solver that …

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## [Check Feasibility of Solution Returned by JuMP After Timeout](https://discourse.julialang.org/t/check-feasibility-of-solution-returned-by-jump-after-timeout/1477)

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**Author:** [@gdowdy3](https://discourse.julialang.org/u/gdowdy3)\
**Replies:** 3\
**Last updated:** [February 1, 2017, 11:16pm UTC](https://discourse.julialang.org/t/check-feasibility-of-solution-returned-by-jump-after-timeout/1477 "2017-02-01T23:16:13Z")

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I’ve got an integer programming problem which I’m solving with JuMP, using Cbc as the underlying solver. The full solution of the problem (i.e., finding a provably optimal solution) takes longer than I care to wait, so …

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## [A problem running JuMP under Atom Juno IDE](https://discourse.julialang.org/t/a-problem-running-jump-under-atom-juno-ide/1627)

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**Author:** [@Tal\_Raviv](https://discourse.julialang.org/u/Tal_Raviv)\
**Replies:** 1\
**Last updated:** [January 31, 2017, 8:20pm UTC](https://discourse.julialang.org/t/a-problem-running-jump-under-atom-juno-ide/1627 "2017-01-31T20:20:36Z")

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I am not sure that this is the right forum but I will try. I am using latest stable versions of Julia (0,5.0) and ATOM (1.13.0) with update JuMP and Clp packages. My OS is windows 64. The following simple two lines of c…

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## [Is not having the LHS in some constraints in the LP problematic?](https://discourse.julialang.org/t/is-not-having-the-lhs-in-some-constraints-in-the-lp-problematic/1756)

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**Author:** [@varun7rs](https://discourse.julialang.org/u/varun7rs)\
**Replies:** 2\
**Last updated:** [January 31, 2017, 1:25pm UTC](https://discourse.julialang.org/t/is-not-having-the-lhs-in-some-constraints-in-the-lp-problematic/1756 "2017-01-31T13:25:31Z")

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Hello, I’ve been using JuMP for my computations and its one of the best experiences I’ve had with a mathematical programming language. I recently ran into a problem solving one of my models. It turns out that the soluti…

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## [Which optimization API/Pkg for simple global optimization](https://discourse.julialang.org/t/which-optimization-api-pkg-for-simple-global-optimization/1708)

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**Author:** [@jtravs](https://discourse.julialang.org/u/jtravs)\
**Replies:** 8\
**Last updated:** [January 29, 2017, 1:26pm UTC](https://discourse.julialang.org/t/which-optimization-api-pkg-for-simple-global-optimization/1708 "2017-01-29T13:26:36Z")

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Hi, in a laser physics experiment I am building I need to optimize the positions of 4 actuators on some mirrors; these positions are simply controlled by 4 numbers. The optimization needs to be done to maximize a set of …

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## [Number of nonlinear constraints in a JuMP model?](https://discourse.julialang.org/t/number-of-nonlinear-constraints-in-a-jump-model/1744)

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**Author:** [@ccoffrin](https://discourse.julialang.org/u/ccoffrin)\
**Replies:** 1\
**Last updated:** [January 28, 2017, 7:37pm UTC](https://discourse.julialang.org/t/number-of-nonlinear-constraints-in-a-jump-model/1744 "2017-01-28T19:37:37Z")

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In JuMP, what’s the function analogous to MathProgBase.numlinconstr(model) for getting the number of nonlinear constraints?

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## [Inequality (fairness measures) in Julia](https://discourse.julialang.org/t/inequality-fairness-measures-in-julia/1732)

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**Author:** [@gavelasq](https://discourse.julialang.org/u/gavelasq)\
**Replies:** 6\
**Last updated:** [January 27, 2017, 11:27pm UTC](https://discourse.julialang.org/t/inequality-fairness-measures-in-julia/1732 "2017-01-27T23:27:03Z")

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Is there a Julia package that calculates inequality measures like Gini Index, Theil Index, Atkinson Index, Hoover Index?

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## [Analytically take the derivtive of a matrix for use with JuMP variables](https://discourse.julialang.org/t/analytically-take-the-derivtive-of-a-matrix-for-use-with-jump-variables/1711)

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**Author:** [@huckl3b3rry87](https://discourse.julialang.org/u/huckl3b3rry87)\
**Replies:** 4\
**Last updated:** [January 27, 2017, 4:10am UTC](https://discourse.julialang.org/t/analytically-take-the-derivtive-of-a-matrix-for-use-with-jump-variables/1711 "2017-01-27T04:10:43Z")

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I am solving optimal control problems where I need to calculate the D or differentiation matrix, it is full of derivartives of Lagrange Polynomials . This matrix is also a function of the final time (tf, which is a desi…

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## [UncertaintySets in JuMPeR](https://discourse.julialang.org/t/uncertaintysets-in-jumper/1675)

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**Author:** [@gavelasq](https://discourse.julialang.org/u/gavelasq)\
**Replies:** 0\
**Last updated:** [January 25, 2017, 2:31am UTC](https://discourse.julialang.org/t/uncertaintysets-in-jumper/1675 "2017-01-25T02:31:50Z")

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Has anyone coded the delta formulation proposed by Lavania Marla in her Dissertation “Robust optimization for network-based resource allocation problems under uncertainty” or any other special uncertainty sets?

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## [Create quadratic objective will @objective and @NLobjective lead to different solution using Ipopt](https://discourse.julialang.org/t/create-quadratic-objective-will-objective-and-nlobjective-lead-to-different-solution-using-ipopt/1666)

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**Author:** [@Yankai\_Cao](https://discourse.julialang.org/u/Yankai_Cao)\
**Replies:** 1\
**Last updated:** [January 24, 2017, 7:35pm UTC](https://discourse.julialang.org/t/create-quadratic-objective-will-objective-and-nlobjective-lead-to-different-solution-using-ipopt/1666 "2017-01-24T19:35:46Z")

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We can create quadratic objective with either @objective or @NLobjective. The following is an example created with @NLobjective, and I get the objective value -17. However, when I changed @NLobjective to @objective and r…

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## [JuMP slow model generation](https://discourse.julialang.org/t/jump-slow-model-generation/1623)

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**Author:** [@e3c6](https://discourse.julialang.org/u/e3c6)\
**Replies:** 1\
**Last updated:** [January 20, 2017, 10:29pm UTC](https://discourse.julialang.org/t/jump-slow-model-generation/1623 "2017-01-20T22:29:19Z")

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I am constructing large LP model with JuMP, that I want to solve using Gurobi. I get the following warning: WARNING: The addition operator has been used on JuMP expressions a large number of times. This warning is saf…

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## [Error in precompiling JuMP on Julia 0.6](https://discourse.julialang.org/t/error-in-precompiling-jump-on-julia-0-6/1578)

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**Author:** [@deepakagrawal](https://discourse.julialang.org/u/deepakagrawal)\
**Replies:** 2\
**Last updated:** [January 19, 2017, 3:17am UTC](https://discourse.julialang.org/t/error-in-precompiling-jump-on-julia-0-6/1578 "2017-01-19T03:17:11Z")

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WARNING: Method definition exp(ForwardDiff.Dual{N, T} where T\<:Real where N) in module ForwardDiff at /home/deepak/.julia/v0.6/ForwardDiff/src/dual.jl:336 overwritten at /home/deepak/.julia/v0.6/ForwardDiff/src/dual.jl:3…

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## [Creating and multiplying a large matrix high order of JuMP variables](https://discourse.julialang.org/t/creating-and-multiplying-a-large-matrix-high-order-of-jump-variables/1534)

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**Author:** [@huckl3b3rry87](https://discourse.julialang.org/u/huckl3b3rry87)\
**Replies:** 4\
**Last updated:** [January 18, 2017, 2:06pm UTC](https://discourse.julialang.org/t/creating-and-multiplying-a-large-matrix-high-order-of-jump-variables/1534 "2017-01-18T14:06:46Z")

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I am creating a package NLOptControl.jl that uses JuMP and when the final time is a design variable (tf\_var), the array DMatrix needs to be recalculated each iteration. I modified the functionality that calculates the D…

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## [Math operations on NLparameter](https://discourse.julialang.org/t/math-operations-on-nlparameter/1474)

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**Author:** [@deepakagrawal](https://discourse.julialang.org/u/deepakagrawal)\
**Replies:** 4\
**Last updated:** [January 17, 2017, 10:48pm UTC](https://discourse.julialang.org/t/math-operations-on-nlparameter/1474 "2017-01-17T22:48:15Z")

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I am trying to write a NLexpression sum(alpha^j/prod(i for i=1:max(0,j)) for j=0:floor(C)) where C is NLparameter. I am getting following MethodError: no method matching floor(::JuMP.NonlinearParameter) Closest candid…

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## [Solving QP and Conic Programs via Linear Cuts?](https://discourse.julialang.org/t/solving-qp-and-conic-programs-via-linear-cuts/1526)

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**Author:** [@ccoffrin](https://discourse.julialang.org/u/ccoffrin)\
**Replies:** 2\
**Last updated:** [January 16, 2017, 7:41pm UTC](https://discourse.julialang.org/t/solving-qp-and-conic-programs-via-linear-cuts/1526 "2017-01-16T19:41:41Z")

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In JuMP, is there a solver that takes in a convex model and an LP solver and solves the model by a sequence of linear cuts?

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## [Ipopt Windows Error](https://discourse.julialang.org/t/ipopt-windows-error/1504)

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**Author:** [@deepakagrawal](https://discourse.julialang.org/u/deepakagrawal)\
**Replies:** 2\
**Last updated:** [January 16, 2017, 6:34am UTC](https://discourse.julialang.org/t/ipopt-windows-error/1504 "2017-01-16T06:34:54Z")

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I got following error when using IpoptSolver on windows. I also tried running Pkg.test(“Ipopt”) and got similar error. LoadError: ReadOnlyMemoryError() in solveProblem(::Ipopt.IpoptProblem) at C:\\Users\\agraw\\.julia\\v0.…

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## [How to turn off warning in JuMP](https://discourse.julialang.org/t/how-to-turn-off-warning-in-jump/1400)

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**Author:** [@FANG\_Colin](https://discourse.julialang.org/u/FANG_Colin)\
**Replies:** 1\
**Last updated:** [January 10, 2017, 6:38pm UTC](https://discourse.julialang.org/t/how-to-turn-off-warning-in-jump/1400 "2017-01-10T18:38:47Z")

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I made a helper function for constraints """ If x is Bin & y is Int, it simply means x = y % 2. """ function addParityConstraint(model::JuMP.Model, x, y) @variable(model, odd\_dummy, Int) @constraint(model, x + y…

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## [Cplex 32bit windows 32 bit](https://discourse.julialang.org/t/cplex-32bit-windows-32-bit/1365)

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**Author:** [@PLP](https://discourse.julialang.org/u/PLP)\
**Replies:** 8\
**Last updated:** [January 9, 2017, 6:41pm UTC](https://discourse.julialang.org/t/cplex-32bit-windows-32-bit/1365 "2017-01-09T18:41:51Z")

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Hello Is there some way to install cplex (Pkg.add(“CPLEX”)) on windows 32 bit ? When I to add CPLEX it is written that it could not find the CPLEX installation… Thanks

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## [JuMP: reuse solver objects?](https://discourse.julialang.org/t/jump-reuse-solver-objects/1368)

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**Author:** [@evanfields](https://discourse.julialang.org/u/evanfields)\
**Replies:** 1\
**Last updated:** [January 9, 2017, 3:24pm UTC](https://discourse.julialang.org/t/jump-reuse-solver-objects/1368 "2017-01-09T15:24:52Z")

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I’m using JuMP to solve lots of (fairly) small problems sequentially. Is there a major reason for/against reusing solver objects? I.e. better (A) or (B): A for i in 1:50 m = Model(solver = CbcSolver()) ... so…

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## [Logging solver output from JuMP](https://discourse.julialang.org/t/logging-solver-output-from-jump/1353)

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**Author:** [@abulak](https://discourse.julialang.org/u/abulak)\
**Replies:** 1\
**Last updated:** [January 8, 2017, 4:13pm UTC](https://discourse.julialang.org/t/logging-solver-output-from-jump/1353 "2017-01-08T16:13:54Z")

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Is there a standard way in JuMP to log stdoutput of a solver to a file? I tried the trick with TT = STDOUT (outRead, outWrite) = redirect\_stdout() solve(m) close(outWrite) data = readavailable(outRead) close(outRead) r…

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## [Library for multi objective optimization NSGA II](https://discourse.julialang.org/t/library-for-multi-objective-optimization-nsga-ii/1247)

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**Author:** [@abhijeetpanda12](https://discourse.julialang.org/u/abhijeetpanda12)\
**Replies:** 4\
**Last updated:** [January 3, 2017, 2:34am UTC](https://discourse.julialang.org/t/library-for-multi-objective-optimization-nsga-ii/1247 "2017-01-03T02:34:12Z")

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Hello everyone, I have few queries, could you please help me out I wish to write a Julia library for solving multi-objective optimization problems using NSGA II. Presently I am working on this as a part of my research…

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## [Announcement: JuMP 0.15 released](https://discourse.julialang.org/t/announcement-jump-0-15-released/1108)

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**Author:** [@miles.lubin](https://discourse.julialang.org/u/miles.lubin)\
**Replies:** 1\
**Last updated:** [December 29, 2016, 6:03am UTC](https://discourse.julialang.org/t/announcement-jump-0-15-released/1108 "2016-12-29T06:03:33Z")

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Just in time for Hanukkah, we’re pleased to announce the release of JuMP 0.15. Most visibly, this release deprecates the use of the curly-brace syntax sum{}, prod{}, and norm2{} in favor of the new generator syntax (sum…

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## [Upcoming breaking change in JuMP with user-defined functions](https://discourse.julialang.org/t/upcoming-breaking-change-in-jump-with-user-defined-functions/1191)

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**Author:** [@miles.lubin](https://discourse.julialang.org/u/miles.lubin)\
**Replies:** 2\
**Last updated:** [December 29, 2016, 4:03am UTC](https://discourse.julialang.org/t/upcoming-breaking-change-in-jump-with-user-defined-functions/1191 "2016-12-29T04:03:19Z")

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I’d like to let everyone know about an upcoming breaking change in how JuMP deals with user-defined functions. Previously, functions registered using JuMP.register were global in scope, making them complicated to deal wi…

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## [JuMP - NLopt - How to set local optimizer](https://discourse.julialang.org/t/jump-nlopt-how-to-set-local-optimizer/1053)

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**Author:** [@holger](https://discourse.julialang.org/u/holger)\
**Replies:** 1\
**Last updated:** [December 22, 2016, 7:46pm UTC](https://discourse.julialang.org/t/jump-nlopt-how-to-set-local-optimizer/1053 "2016-12-22T19:46:21Z")

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I am formulating an NLP in JuMP and would like to try out different solvers using NLopt. Some of them require setting a local optimization algorithm. How do I do that in JuMP? To be more specific, say I have: m = Model…

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## [ProximalOperators.jl](https://discourse.julialang.org/t/proximaloperators-jl/1064)

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**Author:** [@lostella](https://discourse.julialang.org/u/lostella)\
**Replies:** 2\
**Last updated:** [December 21, 2016, 12:43pm UTC](https://discourse.julialang.org/t/proximaloperators-jl/1064 "2016-12-21T12:43:34Z")

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Hi all, We registered our package ProximalOperators.jl, containing the implementation of the proximal mapping associated with several convex and nonconvex penalty functions, indicator functions and so on. This can be us…

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## [Pkg.upgrade() of JuMP/MathProgBase](https://discourse.julialang.org/t/pkg-upgrade-of-jump-mathprogbase/1044)

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**Author:** [@monty](https://discourse.julialang.org/u/monty)\
**Replies:** 2\
**Last updated:** [December 20, 2016, 10:21pm UTC](https://discourse.julialang.org/t/pkg-upgrade-of-jump-mathprogbase/1044 "2016-12-20T22:21:04Z")

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I did Pkg.checkout() of JuMP/MathProgBase to get the latest versions. However, Pkg.upgrade() is downgrading JuMP/MathProgBase to old versions. I am using julia 0.5. How to resolve this?

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## [Gurobi.jl precompile fails after upgrade](https://discourse.julialang.org/t/gurobi-jl-precompile-fails-after-upgrade/990)

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**Author:** [@jesse](https://discourse.julialang.org/u/jesse)\
**Replies:** 10\
**Last updated:** [December 17, 2016, 2:38pm UTC](https://discourse.julialang.org/t/gurobi-jl-precompile-fails-after-upgrade/990 "2016-12-17T14:38:56Z")

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Hi! My worst fear got realized when I upgraded my Julia installation to the newest version: julia\> versioninfo() Julia Version 0.6.0-dev.1562 Commit 3037157 (2016-12-14 07:11 UTC) Platform Info: OS: Linux (x86\_64-lin…

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## [Lazy constraints : loop does not stop while they are satisfied](https://discourse.julialang.org/t/lazy-constraints-loop-does-not-stop-while-they-are-satisfied/957)

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**Author:** [@copti](https://discourse.julialang.org/u/copti)\
**Replies:** 3\
**Last updated:** [December 15, 2016, 1:30pm UTC](https://discourse.julialang.org/t/lazy-constraints-loop-does-not-stop-while-they-are-satisfied/957 "2016-12-15T13:30:59Z")

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Hello ! I am getting troubles using lazy constriants for solving a MILP (using Gurobi). My code is structured as follows : (here are some parts of it) # Extract from the code : using JuMP using Gurobi m = Model(sol…

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## [Optim.jl very slow](https://discourse.julialang.org/t/optim-jl-very-slow/941)

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**Author:** [@e3c6](https://discourse.julialang.org/u/e3c6)\
**Replies:** 12\
**Last updated:** [December 15, 2016, 3:27am UTC](https://discourse.julialang.org/t/optim-jl-very-slow/941 "2016-12-15T03:27:18Z")

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I have a convex objective function that I want to minimize (unconstrained). It depends ~ 200 variables. I’m running Optim on it, but it takes forever (has been computing for a full day now). I want to improve the perfor…

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