Short Comparison of Julia Optimization Frameworks
Introduction This is a short comparison of the mathematical optimization facilities of the Julia language, where I compare JuMP.jl, Optim.jl, and Optimization.jl libraries. using JuMP using Optim using Optimization using OptimizationOptimJL using OptimizationNLopt using BenchmarkTools import Ipopt import NLopt # Booth function. The three frameworks require different specifications. booth(x1, x2) = (x1 + 2x2 - 7)^2 + (2x1 + x2 -5)^2 booth_vector(x) = (x[1] + 2x[2] - 7)^2 + (2x[1] + x[2] -5)^2 booth_parameters(x, p) = (x[1] + 2x[2] - 7)^2 + (2x[1] + x[2] -5)^2; JuMP....