The JuMP developers have compiled this roadmap document to share their plans and goals with the JuMP community. Contributions to roadmap issues are especially invited.
Most of these issues will require changes to both JuMP and MathOptInterface, and are non-trivial in their implementation. They are in no particular order, but represent broad themes that we see as areas in which JuMP could be improved.
- Make nonlinear programming a first-class citizen. There have been many issues
and discussions about this: currently nonlinear constraints are handled
through a
MOI.NLPBlock
and have various limitations and restrictions. - Add support for coefficient types other than
Float64
: #2025 Since the very beginning, JuMP has hard-coded the coefficient type asFloat64
. This has made it impossible to support solvers which can use other types such asBigFloat
orRational{BigInt}
. - Add support for constraint programming: #2227 JuMP has a strong focus on linear, conic and nonlinear optimization problems. We want to add better support for constraint programming.
- Done #3176 Add support for multiobjective problems: #2099 JuMP is restricted to problems with scalar-valued objectives. We want to extend this to vector-valued problems.
- Refactor the internal code of JuMP's macros. The code in
src/macros.jl
is some of the oldest part of JuMP and is difficult to read, modify, and extend. We should overhaul the internals of JuMP's macros---without making user-visible breaking changes---to improve their long-term maintainability.