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Miles Lubin
Miles Lubin
Hudson River Trading
Verified email at hudson-trading.com - Homepage
Title
Cited by
Cited by
Year
JuMP: A modeling language for mathematical optimization
I Dunning, J Huchette, M Lubin
SIAM Review 59 (2), 295-320, 2017
18582017
Forward-Mode Automatic Differentiation in Julia
J Revels, M Lubin, T Papamarkou
arXiv preprint arXiv:1607.07892, 2016
4642016
Computing in operations research using Julia
M Lubin, I Dunning
INFORMS Journal on Computing 27 (2), 238-248, 2015
4032015
Powermodels. jl: An open-source framework for exploring power flow formulations
C Coffrin, R Bent, K Sundar, Y Ng, M Lubin
2018 Power Systems Computation Conference (PSCC), 1-8, 2018
2992018
A robust approach to chance constrained optimal power flow with renewable generation
M Lubin, Y Dvorkin, S Backhaus
IEEE Transactions on Power Systems 31 (5), 3840-3849, 2015
2802015
An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization
CG Petra, O Schenk, M Lubin, K Gärtner
SIAM Journal on Scientific Computing 36 (2), C139-C162, 2014
2092014
Reformulation versus cutting-planes for robust optimization: A computational study
D Bertsimas, I Dunning, M Lubin
Computational Management Science 13, 195-217, 2016
1402016
JuMP 1.0: Recent improvements to a modeling language for mathematical optimization
M Lubin, O Dowson, JD Garcia, J Huchette, B Legat, JP Vielma
Mathematical Programming Computation 15 (3), 581-589, 2023
1342023
Uncertainty sets for wind power generation
Y Dvorkin, M Lubin, S Backhaus, M Chertkov
IEEE Transactions on Power Systems 31 (4), 3326-3327, 2015
1042015
Reinforced genetic algorithm learning for optimizing computation graphs
A Paliwal, F Gimeno, V Nair, Y Li, M Lubin, P Kohli, O Vinyals
International Conference on Learning Representations, 2020
91*2020
On parallelizing dual decomposition in stochastic integer programming
M Lubin, K Martin, CG Petra, B Sandıkçı
Operations Research Letters 41 (3), 252-258, 2013
862013
MathOptInterface: a data structure for mathematical optimization problems
B Legat, O Dowson, JD Garcia, M Lubin
INFORMS Journal on Computing 34 (2), 672-689, 2022
832022
Scalable stochastic optimization of complex energy systems
M Lubin, CG Petra, M Anitescu, V Zavala
Proceedings of 2011 International Conference for High Performance Computing …, 2011
762011
Chance constraints for improving the security of AC optimal power flow
M Lubin, Y Dvorkin, L Roald
IEEE Transactions on Power Systems 34 (3), 1908-1917, 2019
752019
Polyhedral approximation in mixed-integer convex optimization
M Lubin, E Yamangil, R Bent, JP Vielma
Mathematical Programming 172, 139-168, 2018
742018
Outer approximation with conic certificates for mixed-integer convex problems
C Coey, M Lubin, JP Vielma
Mathematical Programming Computation 12 (2), 249-293, 2020
712020
Extended formulations in mixed-integer convex programming
M Lubin, E Yamangil, R Bent, JP Vielma
Integer Programming and Combinatorial Optimization: 18th International …, 2016
652016
Practical large-scale linear programming using primal-dual hybrid gradient
D Applegate, M Díaz, O Hinder, H Lu, M Lubin, B O'Donoghue, W Schudy
Advances in Neural Information Processing Systems 34, 20243-20257, 2021
612021
Extended formulations in mixed integer conic quadratic programming
JP Vielma, I Dunning, J Huchette, M Lubin
Mathematical Programming Computation 9, 369-418, 2017
532017
Parallel distributed-memory simplex for large-scale stochastic LP problems
M Lubin, JAJ Hall, CG Petra, M Anitescu
Computational Optimization and Applications 55, 571-596, 2013
482013
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