Tutorial on Optimization in Julia for MIT IAP course 15.S60: Computing in Optimization and Statistics (2022)

Shuvomoy Das Gupta

February 02, 2022

These are jupyter notebooks for a tutorial I gave for the MIT IAP course 15.S60: Computing in Optimization and Statistics (2022) on how to use Julia to solve optimization problems.

Notebook links

• Notebook 1: Modeling and solving convex optimization problems in Julia using Convex.jl and JuMP

• Notebook 2: Modeling and solving mixed-integer linear optimization problems in Julia and JuMP

Github repo

https://github.com/Shuvomoy/MITIAP202215S60AdvancedOptimizationSessionShuvo