1.3k citations · 2.4k across the 25 of their papers we have counts for
6 papers · 1 filter
Extended Formulations in Mixed-integer Convex Programming
Miles Lubin, Emre Yamangil, Russell Bent +1
We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extende…
JuMP: A Modeling Language for Mathematical Optimization
Iain Dunning, Joey Huchette, Miles Lubin
JuMP is an open-source modeling language that allows users to express a wide range of optimization problems (linear, mixed-integer, quadratic, conic-quadratic, semidefinite, and no…
Two-sided linear chance constraints and extensions
Miles Lubin, Daniel Bienstock, Juan Pablo Vielma
We examine the convexity and tractability of the two-sided linear chance constraint model under Gaussian uncertainty. We show that these constraints can be applied directly to mode…
Extended Formulations in Mixed Integer Conic Quadratic Programming
Juan Pablo Vielma, Iain Dunning, Joey Huchette +1
In this paper we consider the use of extended formulations in LP-based algorithms for mixed integer conic quadratic programming (MICQP). Extended formulations have been used by Vie…
Uncertainty Sets For Wind Power Generation
Yury Dvorkin, Miles Lubin, Scott Backhaus +1
As penetration of wind power generation increases, system operators must account for its stochastic nature in a reliable and cost-efficient manner. These conflicting objectives can…
A Robust Approach to Chance Constrained Optimal Power Flow with Renewable Generation
Miles Lubin, Yury Dvorkin, Scott Backhaus
Optimal Power Flow (OPF) dispatches controllable generation at minimum cost subject to operational constraints on generation and transmission assets. The uncertainty and variabilit…