I implemented a version of simplex method for rational numbers - so you 
solve it exactly in pure Julia.
https://github.com/IainNZ/RationalSimplex.jl
Not for serious work - just for fun!

On Saturday, April 12, 2014 11:50:26 AM UTC-4, Stéphane Laurent wrote:
>
> Thank you everybody. I have updated my blog 
> post<http://stla.github.io/stlapblog/posts/KantorovichWithJulia.html>, 
> especially to include Carlo's comments.  
> Unfortunately I have some problems to use JuMP (I have opened another 
> discussion about it). And installing pycddlib on Windows 64bit is a real 
> nightmare.
>

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