TP-Saclay

You will find here the files for the homework for the course "Stochastic Optimization".

The practical work

You can download the files from this repository (use the green button on the top right) and run them from the jupyter notebooks (Help for IJulia). Even better : you should clone the repository and update it as the practical works are released.

Installing Julia

Linux

You can either install Julia from your package manager or

1. Download the code
2. Unzip the files somewhere
3. Make a symbolic link e.g. sudo ln -s ~/julia/julia-1.2.0-linux-x86_64/julia-1.2.0/bin/julia /usr/local/bin/julia (Warning : adress should be absolute, not relative)

You can now run julia from the terminal simply calling julia

Then you need to install some package from the julia prompt

1. enter ]
2. add IJulia
3. precompile
4. build IJulia
5. Ctrl - C
6. using IJulia
7. notebook(detached=true)

Windows

1. Download the code
2. double click and follow instructions
3. launch julia and enter ]
4. update
5. add IJulia JuMP GLPK
6. precompile
7. build IJulia
8. Ctrl - C
9. using IJulia
10. notebook(detached=true)