Run, only once, the following code to install JuMP language and a couple of open source solvers: Pkg.update() Pkg.add("JuMP") # asdasd Pkg.add("GLPKMathProgInterface") Pkg.add("Ipopt") Pkg.add("DataFrames") # Import of the JuMP and DataFrames modules (the latter one just to import the data from a header-based table, as in the original trasnport example in GAMS using JuMP, DataFrames # Define sets # # Sets # i canning plants / seattle, san-diego / # j markets / new-york, chicago, topeka / ; plants = ["seattle","san_diego"] # canning plants markets = ["new_york","chicago","topeka"] # markets