[mlubin]

For anyone interested in using Julia for numerical optimization/mathematical programming, see http://juliaopt.org/.

We have pure-Julia implementations of standard unconstrained methods [1] as well as a domain-specific modeling language [2] for (integer) linear programming with links to open-source and commercial solvers. Julia's performance and advanced language features such as metaprogramming really make it a great language for optimization [3].

[1] https://github.com/JuliaOpt/Optim.jl

[2] https://github.com/JuliaOpt/JuMP.jl

[3] http://www.mit.edu/~mlubin/juliacomputing.pdf

[idunning]

Here are the slides for a recent talk we gave about JuliaOpt:

https://docs.google.com/presentation/d/1FlHt245YxPXFwOHmxLYW...