Ten years ago this week, I read an article entitled Optimization in Julia. It was my first introduction to Julia and a great example of how easy one can define a constrained optimization problem in JuMP. The example used IBM’s commercial solver CPLEX (free for .edu), IIRC the only solver at the time that could find a solution.
I’m wondering if today there are any open source solvers that could replace CPLEX in this example. Suggestions?
Yes, definitely use HiGHS. The example you linked is a nice example I hadn’t seen before. I’ll write it up as a tutorial for the JuMP documentation (with a few syntax changes that have happened since 2016).
