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