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Lea Kapelevich
Lea Kapelevich
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Title
Cited by
Cited by
Year
SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming
O Dowson, L Kapelevich
INFORMS Journal on Computing 33 (1), 27-33, 2021
1382021
Distributionally robust SDDP
AB Philpott, VL de Matos, L Kapelevich
Computational Management Science 15, 431-454, 2018
652018
Solving natural conic formulations with Hypatia.jl
C Coey, L Kapelevich, JP Vielma
arXiv preprint arXiv:2005.01136v5, 2020
54*2020
Polynomial and moment optimization in Julia and JuMP
T Weisser, B Legat, C Coey, L Kapelevich, JP Vielma
JuliaCon, 2019
402019
Performance enhancements for a generic conic interior point algorithm
C Coey, L Kapelevich, JP Vielma
Mathematical Programming Computation 15 (1), 53-101, 2023
172023
Conic optimization with spectral functions on Euclidean Jordan algebras
C Coey, L Kapelevich, JP Vielma
arXiv preprint arXiv:2103.04104v2, 2021
142021
Sum of squares generalizations for conic sets
L Kapelevich, C Coey, JP Vielma
Mathematical Programming 199 (1), 1417-1429, 2023
72023
Computing conjugate barrier information for nonsymmetric cones
L Kapelevich, ED Andersen, JP Vielma
Journal of Optimization Theory and Applications 202 (1), 271-295, 2024
42024
Sparse regression over clusters: SparClur
D Bertsimas, J Dunn, L Kapelevich, R Zhang
Optimization Letters, 1-16, 2022
32022
Hypatia cones reference
C Coey, L Kapelevich, JP Vielma
12021
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
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Articles 1–14