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README.md

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Instructions

  1. Install Julia (from www.julialang.org)
  2. Install Gurobi (https://www.gurobi.com/). You may need to create a Gurobi academic account, and get a licence. Follow Gurobi instructions to store the licence locally on your computer. Then follow installation instructions for Gurobi/JuMP/Julia here: https://github.com/jump-dev/Gurobi.jl
  3. Install MOSEK (https://mosek.com), and follow instructions to get a licence. Academic licences are available for free.
  4. Run the experiments by typing julia experiments.jl in the terminal, or execute in your favourite IDE (e.g. Visual Studio Code).