“Julia has the best of both worlds. When we are prototyping, we can rapidly create simple simulations or algorithms to perform general tests, taking advantage of the ease usually available in interpreted languages. After this phase, when algorithms are then used in simulators or multidisciplinary design optimization (MDO) tools, we …

"A lot of our work involves solving mathematical models of the world in which the future is uncertain. Our workhorse is a solution algorithm called Stochastic Dual Dynamic Programming (SDDP). This works by solving hundreds of thousands of linear programs so speed is important."