Wednesday, February 5, 2014

The MOSEK/Julia interface is now official

At MOSEK we have for some time been aware of the new language called "Julia" (, but have not really had an excuse to play with it. Then, when we attended the INFORMS conference in Minneapolis last year, we met a couple of guys working on a mathematical modeling extension for Julia ( Fast forward one day and the first MOSEK/Julia interface prototype had been created (first two prototypes, actually - one by me and one by the Julia guys), and from there it just rolled. Now, a couple of months on, we have an almost complete port of the MOSEK solver API and an implementation of the MathProgBase interface allowing LP, QP, SOCP and mixed integer problems to be solved from JuMP using MOSEK.

The JuMP guys from INFORMS 2013 have provided invaluable help and feedback, so many thanks to Miles Lubin and Iain Dunning!

While at first sight there is nothing special about the Julia language, a bit further use quickly shows that it is not just another Matlab-but-done-right or LISP-with-a-new-syntax (I've seen that comment more than once). Or may it is - only actually done right and with a new pleasant syntax! I don't think I can point out any new and innovative features, only the tries and tested old ones combined in a sensible way... You could even get the impression that the language designers knew what they were doing! There are still some rough edges (start-up times, for example), though you can easily forgive that in a version 0.2.0 that is more usable than most version 1.0s.