I think you're saying that after you let him out, he goes crazy wanting to come in, right?
I've only dealt with this once, but I taught that dog to stop doing it by refusing to open the door until he stood quietly. I'd make sure he could see me through the door, and if he was standing quietly, I'd walk towards it to let him in. If he jumped, I'd immediately stop and turn away, then as soon as I could hear that he was quiet again, I'd resume my progress to the door. Rinse and repeat for every step, including touching the door handle (or whatever you call it on a sliding door). I would leave my hand on the door and just turn my body away, though. If he's doing this even when he can't see you, be sure to wait until he's quiet before you make a move towards the door. It might take awhile to tire himself out, but he'll give up eventually.
It took like 30 minutes to be able to let my dog in the first few times, it was ridiculous--so be sure that if you have a time crunch, you're outside with him.
And you have to be really consistent and do this every time. But it worked pretty quick with my dog--after the first few times he jumped noticeably less, and after about two weeks he stopped altogether.
Not sure what to do if that doesn't work, but it worked for me.