Lecture II - First Steps in Julia

Applied Optimization with Julia

Dr. Tobias Vlćek

University of Hamburg

Quick Recap on the Technical Setup

Goals for Today

After this lecture, you will have:

A working Julia and VS Code setup on your computer
Made your first Git commit
Learned how to submit assignments and earn bonus points
Started with the first tutorials

Download and Install Julia

To prepare for the upcoming lectures, we start by installing the Julia Programming Language and an Integrated Development Environment (IDE) to work with Julia.

Installing Julia

Head to julialang.org and follow the instructions.

If you are ever asked to add something to your “PATH”, do so!

VS Code

Next, we are going to install VS Code
Alternatively, you can install VS Codium
It is essentially VS Code but without any tracking by Microsoft

Installing VS Code

Head to the website code.visualstudio.com
OR to the website vscodium.com
Download and install the latest release

Verify the Installation

Start the IDE and take a look around
Search for the field “Extensions” on the left sidebar
Click it and search for “Julia”
Download and install “Julia (Julia Language Support)”

Create a New File

Create a new file with a “.jl” ending
Save it somewhere on your computer
e.g., in a folder that you will use in the course

println("Hello World!")

Hello World!

Run the File

Run the file by clicking “run” in the upper right corner
OR by pressing Ctrl+Enter — labelled Strg on German keyboards
On macOS it is Ctrl+Enter or Cmd+Enter, depending on your keybindings¹

Everything Working?

If the terminal opens with a Hello World! → perfect!
If not, it is likely that the IDE cannot find the path to Julia
Try to determine the path and save it to VS Code
After saving it, try to run the file again

Don’t worry if it is not running right away. We will fix this together!

Learning Julia

Julia as a Programming Language

The following three lectures are dedicated to learning the basics
Start with the very basics and gradually move on
Focus in the first two lectures on the programming language
Third lecture dedicated to Mathematical Optimization

A First Taste of Julia

Question: What will your savings be worth in 10 years?

savings = 1000       # Euros in your account
interest_rate = 0.03 # 3% interest per year
value = savings * (1 + interest_rate)^10
println("Value after 10 years: ", round(value; digits=2))

Value after 10 years: 1343.92

Don’t worry if this looks new — you will be able to read and write code like this after the tutorials!

Working with VS Code and Julia

Notebooks in VS Code

The easiest way to work on the tutorials is by using VS Code
For detailed instructions, just open the first tutorial
It explains step-by-step how to use .jl or .ipynb files as notebooks

If you use .jl files, you can also put them under version control with Git, as you will see later in this lecture.

Downloading the Notebooks

You will find the tutorial notebooks next to the tutorial pages
On each page, you will find a button Julia on the right
Click it to download the jl file and save it
If .jl files do not work for you, you can also click on Jupyter
This will download an .ipynb file which you can use directly as notebook
I’d really recommend storing the files in a separate directory for this course

Learning by Doing

The best way to learn a programming language is by doing
We will therefore solve problems the coming weeks
The goal is to get you familiar with the language
You can discuss the problems with your fellow students
You can hand in your solutions to receive bonus points!

Working with Git

What is Git?

Git is a version control system that tracks changes in your code
Can be used for collaboration and keeping track of your work
Allows you to save “snapshots” of your project at different stages
You can always go back to previous versions if something goes wrong
No need to create files like tutorial_v1.jl and tutorial_v2.jl

Installing Git

Head to git-scm.com and download Git
Follow the installation instructions on the website for your OS

If you have any questions, feel free to ask!

Git Extension in VS Code

VS Code has built-in Git support!
Look for the “Source Control” icon in the left sidebar (looks like a branch)
For enhanced features, install the GitGraph extension

Git is not required for the course, but strongly recommended: once you get used to it, it becomes invaluable, especially if you are working with a lot of code!

Initialize a Repository

Open your project folder (of our lecture) in VS Code
Click on “Source Control” in the left sidebar
Click “Initialize Repository” button
Your folder is now a Git repository!

You can also synchronize your repository with GitHub or other hosting services. Then, your code is saved in a remote location, making it accessible from anywhere and allowing collaboration with others.

Making Your First Commit

Make changes to your files (e.g., work on a tutorial .jl file)
Go to Source Control panel
You’ll see your changes listed under “Changes”
Click the “+” next to files to stage them
Add a commit message describing your changes
Click the checkmark ✓ to commit

Viewing History

Use the “Git Graph” extension for a visual representation
Click the “Git Graph” button in the Source Control panel
See your commit history as a branching diagram

Start using Git from day one! Even for small projects, it’s a good habit to develop.

Assignments & Grading

Submission of Assignments

You can work in groups of up to three people
Submit the assignment via Moodle
You will submit your assignment by uploading a notebook
The assignment is due the day before the next tutorial

Don’t forget to save your notebook before uploading it to Moodle!

Grading of Assignments

Each assignment is worth 0.5 points
You can get a maximum of 6.0 points from the assignments
The points will be added to your exam points
You need to pass the exam first, to receive any bonus points!

The assignments are not mandatory, but highly recommended!

Five Tutorials for this Week

Topics of the Tutorials

Variables: Learn how to assign values to variables
Vectors: Learn how to create and manipulate vectors
Comparisons: Learn how to compare values
Loops: Learn how to use loops to repeat code
Dictionaries: Learn how to store and look up key-value pairs

Dictionaries will become important later: they are how we will store and look up the data of our optimization models.

Get Started with the Tutorials

Download the first notebook and open it
Start with the first problem and solve it step by step
You can find the tutorials here on the website
You can ask questions anytime!

And that’s it for this lecture!

The remaining time we will already start working on the first problems.

Literature

Lauwens, B., & Downey, A. B. (2019). Think Julia: How to think like a computer scientist (First edition). O’Reilly®. Link to the free book website.
Julia Documentation

For more interesting literature to learn more about Julia, take a look at the literature list of this course.