Add JuMP example to documentation
Julia
======
-TODO
+
+The easiest way to use SCS in Julia is via JuMP:
+
+.. code:: julia
+
+ using JuMP, SCS
+ items = [:Gold, :Silver, :Bronze]
+ values = Dict(:Gold => 5.0, :Silver => 3.0, :Bronze => 1.0)
+ weight = Dict(:Gold => 2.0, :Silver => 1.5, :Bronze => 0.3)
+ model = Model(SCS.Optimizer)
+ @variable(model, 0 <= take[items] <= 1) # Define a variable for each item
+ @objective(model, Max, sum(values[item] * take[item] for item in items))
+ @constraint(model, sum(weight[item] * take[item] for item in items) <= 3)
+ optimize!(model)
+ println(value.(take))
+ # 1-dimensional DenseAxisArray{Float64,1,...} with index sets:
+ # Dimension 1, Symbol[:Gold, :Silver, :Bronze]
+ # And data, a 3-element Vector{Float64}:
+ # 1.0000002002226671
+ # 0.4666659513182934
+ # 1.0000007732744878
+
+Read the `JuMP documentation <https://jump.dev/JuMP.jl/stable/>`_ and the
+`SCS.jl README <https://github.com/jump-dev/SCS.jl>`_ for more details.
