Thank you for these precious informations. The JuMP package looks very awesome, I hope to give it a try soon.
There was a Julia age during which BigInt(3)/BigInt(28) was equal to the BigRational 3/28, why this feature has been removed ? It would be too long to explain what my R appli here http://glimmer.rstudio.com/stla/ShinyIntrinsicMetric/ does but it returns some Kantorovich distances in exact rational numbers, it would be sad if we can't do this with Julia. By the way for another problem I need to get the vertices of the polyhedron defined by the linear constraints, as with the cddlib library, do you know how I could get that ?