Complex number support in JuMP

07/27/2022, 8:10 PM8:20 PM UTC
JuMP

Abstract:

Complex numbers appear in a variety of optimization problems such as AC optimal power flow problems (AC-OPF) and quantum information optimization. This talk presents the integration of complex numbers in JuMP. We first describe how to create complex variables and constraints with complex coefficients in JuMP. Then, we show how this addition makes use of the extensible design of MathOptInterface and JuMP. We illustrate this with examples from PowerModels.jl and SumOfSquares.jl.

Platinum sponsors

Julia ComputingRelational AIJulius Technology

Gold sponsors

IntelAWS

Silver sponsors

Invenia LabsBeacon BiosignalsMetalenzASMLG-ResearchConningPumas AIQuEra Computing Inc.Jeffrey Sarnoff

Media partners

Packt PublicationGather TownVercel

Community partners

Data UmbrellaWiMLDS

Fiscal Sponsor

NumFOCUS