Installation Guide

JuMP is a package for Julia. To use JuMP, first download and install Julia.

From Julia, JuMP is installed using the built-in package manager:

import Pkg
Pkg.add("JuMP")

Installing a solver

JuMP depends on solvers to solve optimization problems, and you will need to install one before you can solve problems with JuMP. The table below lists the currently available solvers.

Install a solver using the Julia package manager, replacing "Clp" by the Julia package name as appropriate.

import Pkg
Pkg.add("Clp")

Once installed, you can use Clp as a solver with JuMP as follows, using set_optimizer_attributes to set solver-specific options:

using JuMP
using Clp
model = Model(Clp.Optimizer)
set_optimizer_attributes(model, "LogLevel" => 1, "PrimalTolerance" => 1e-7)

Supported solvers

Most solvers are not written in Julia, and some require commercial licenses to use, so installation is often more complex.

• If a solver has Manual in the Installation column, the solver requires a manual installation step, such as downloading and installing a binary, or obtaining a commercial license. Consult the README of the relevant Julia package for more information.
• If the solver has Manualᴹ in the Installation column, the solver requires an installation of MATLAB.
• If the Installation column is missing an entry, installing the Julia package will download and install any relevant solver binaries automatically, and you shouldn't need to do anything other than Pkg.add.

Solvers with a missing entry in the Julia Package column are written in Julia. The link in the Solver column is the corresponding Julia package.

Where:

• LP = Linear programming
• QP = Quadratic programming
• SOCP = Second-order conic programming (including problems with convex quadratic constraints and/or objective)
• MCP = Mixed-complementarity programming
• NLP = Nonlinear programming
• SDP = Semidefinite programming
• (MI)XXX = Mixed-integer equivalent of problem type XXX

AMPL-based solvers

Use AmplNLWriter to access solvers that support the nl format.

Some solvers, such as Bonmin and Couenne can be installed via the Julia package manager. Others need to be manually installed.

Consult the AMPL documentation for a complete list of supported solvers.

GAMS-based solvers

Use GAMS.jl to access solvers available through GAMS. Such solvers include: AlphaECP, Antigone, BARON, CONOPT, Couenne, LocalSolver, PATHNLP, SHOT, SNOPT, SoPlex. See a complete list here.

NEOS-based solvers

Use NEOSServer.jl to access solvers available through the NEOS Server.

Previously supported solvers

The following solvers were compatible with JuMP up to release 0.18 but are not yet compatible with the latest version because they do not implement the new MathOptInterface API:

• Pajarito

Please join the Developer Chatroom if you have interest in reviving a previously supported solver.

Common installation issues

Check the version of your packages

Each package is versioned with a three-part number of the form vX.Y.Z. You can check which versions you have installed with import Pkg; Pkg.status().

This should almost always be the most-recent release. You can check the releases of a package by going to the relevant Github page, and navigating to the "releases" page. For example, the list of JuMP releases is available at: https://github.com/jump-dev/JuMP.jl/releases.

If you post on the community forum, please include the output of Pkg.status()!

Unsatisfiable requirements detected

Did you get an error like Unsatisfiable requirements detected for package JuMP? The Pkg documentation has a section on how to understand and manage these conflicts.

Installing new packages can make JuMP downgrade to an earlier version

Another common complaint is that after adding a new package, code that previously worked no longer works.

This usually happens because the new package is not compatible with the latest version of JuMP. Therefore, the package manager rolls-back JuMP to an earlier version! Here's an example.

First, we add JuMP:

(jump_example) pkg> add JuMP
  Resolving package versions...
Updating `~/jump_example/Project.toml`
  [4076af6c] + JuMP v0.21.5
Updating `~/jump_example/Manifest.toml`
  ... lines omitted ...

The + JuMP v0.21.5 line indicates that JuMP has been added at version 0.21.5. However, watch what happens when we add JuMPeR:

(jump_example) pkg> add JuMPeR
  Resolving package versions...
Updating `~/jump_example/Project.toml`
  [4076af6c] ↓ JuMP v0.21.5 ⇒ v0.18.6
  [707a9f91] + JuMPeR v0.6.0
Updating `~/jump_example/Manifest.toml`
  ... lines omitted ...

JuMPeR gets added at version 0.6.0 (+ JuMPeR v0.6.0), but JuMP gets downgraded from 0.21.5 to 0.18.6 (↓ JuMP v0.21.5 ⇒ v0.18.6)! The reason for this is that JuMPeR doesn't support a version of JuMP newer than 0.18.6.