SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming O Dowson, L Kapelevich INFORMS Journal on Computing 33 (1), 27-33, 2021 | 138 | 2021 |
Distributionally robust SDDP AB Philpott, VL de Matos, L Kapelevich Computational Management Science 15, 431-454, 2018 | 66 | 2018 |
Solving natural conic formulations with Hypatia.jl C Coey, L Kapelevich, JP Vielma arXiv preprint arXiv:2005.01136v5, 2020 | 55* | 2020 |
Polynomial and moment optimization in Julia and JuMP T Weisser, B Legat, C Coey, L Kapelevich, JP Vielma JuliaCon, 2019 | 40 | 2019 |
Performance enhancements for a generic conic interior point algorithm C Coey, L Kapelevich, JP Vielma Mathematical Programming Computation 15 (1), 53-101, 2023 | 19 | 2023 |
Conic optimization with spectral functions on Euclidean Jordan algebras C Coey, L Kapelevich, JP Vielma arXiv preprint arXiv:2103.04104v2, 2021 | 15 | 2021 |
Sum of squares generalizations for conic sets L Kapelevich, C Coey, JP Vielma Mathematical Programming 199 (1), 1417-1429, 2023 | 7 | 2023 |
Computing conjugate barrier information for nonsymmetric cones L Kapelevich, ED Andersen, JP Vielma Journal of Optimization Theory and Applications 202 (1), 271-295, 2024 | 4 | 2024 |
Sparse regression over clusters: SparClur D Bertsimas, J Dunn, L Kapelevich, R Zhang Optimization Letters, 1-16, 2022 | 3 | 2022 |
Hypatia cones reference C Coey, L Kapelevich, JP Vielma | 1 | 2021 |
Computing conjugate barrier information for nonsymmetric cones ED Andersen, JP Vielma, L Kapelevich | | 2022 |
Sum of squares generalizations for conic sets C Coey, JP Vielma, L Kapelevich | | 2022 |
Techniques for handling nonsymmetric cones in interior point algorithms L Kapelevich Massachusetts Institute of Technology, 2022 | | 2022 |
A self-concordant barrier for a cone defined from a function with matrix monotone derivative C Coey, L Kapelevich, JP Vielma arXiv preprint arXiv:2103.04104, 2021 | | 2021 |