Run, only once, the following code to install JuMP language and a couple of open source solvers:

Pkg.update()
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 #
markets = ["new_york","chicago","topeka"]  # markets