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JSOSuite.jl - One-Stop Solution for Optimization

The Julia Programming Language via YouTube

Overview

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Explore JSOSuite.jl, a comprehensive optimization solution, in this 24-minute conference talk from JuliaCon 2024. Discover how this package provides a user-friendly interface for quickly supplying optimization problems to various solvers, including research-level options written in pure Julia. Learn about the automatic solver selection process and the ability to handle multiple precision and custom types. Dive into the Julia Smooth Optimizers ecosystem, which powers JSOSuite, and explore its range of optimization and linear algebra solvers, such as Percival.jl and Krylov.jl. Understand the flexibility of modeling interfaces, particularly ADNLPModels.jl, which allows for automatic differentiation, explicit derivatives, or a combination of both. Gain insights into exploiting problem structures, including Nonlinear Least Squares and PDE-constrained optimization. Explore integration possibilities with JuMP and AMPL for familiar workflows. Discover the extensive history and impact of the Julia Smooth Optimizers organization, boasting over 50 registered packages covering various aspects of linear/nonlinear optimization and linear algebra since 2015.

Syllabus

JSOSuite.jl: one-stop solution for optimization | Soares Siqueira | JuliaCon 2024

Taught by

The Julia Programming Language

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