Re-posted from: http://www.youtube.com/watch?v=O1icUP6sajU&feature=youtube_gdata
A number of optimization libraries are already available for Julia. This session focusses largely on linear programming. These packages are relevant for optimization and linear programming: Optim (https://github.com/johnmyleswhite/Optim.jl), MathProg (https://github.com/IainNZ/MathProg.jl), CLP (https://github.com/mlubin/Clp.jl), GLPK (https://github.com/carlobaldassi/GLPK.jl), and Gurobi (https://github.com/lindahua/Gurobi.jl).
Slides: https://github.com/JuliaLang/julia-tutorial/raw/master/NumericalOptimization/presentation.pdf