activity
20202022
most citedPerformance enhancements for a generic conic interior point algorithm

18 citations · 23 across the 4 of their papers we have counts for

collaborators

5 papers

math.OC2022★ 5 cited

Computing conjugate barrier information for nonsymmetric cones

Lea Kapelevich, Erling D. Andersen, Juan Pablo Vielma

The recent interior point algorithm by Dahl and Andersen [10] for nonsymmetric cones as well as earlier works [16,19] require derivative information from the conjugate of the barri…

math.OC2021★ 18 cited

Performance enhancements for a generic conic interior point algorithm

Chris Coey, Lea Kapelevich, Juan Pablo Vielma

In recent work, we provide computational arguments for expanding the class of proper cones recognized by conic optimization solvers, to permit simpler, smaller, more natural conic…

math.OC2021

Sum of squares generalizations for conic sets

Lea Kapelevich, Chris Coey, Juan Pablo Vielma

In polynomial optimization problems, nonnegativity constraints are typically handled using the sum of squares condition. This can be efficiently enforced using semidefinite program…

math.OC2021

Conic optimization with spectral functions on Euclidean Jordan algebras

Chris Coey, Lea Kapelevich, Juan Pablo Vielma

Spectral functions on Euclidean Jordan algebras arise frequently in convex models. Despite the success of primal-dual conic interior point solvers, there has been little work on en…

math.OC2020

Solving natural conic formulations with Hypatia.jl

Chris Coey, Lea Kapelevich, Juan Pablo Vielma

Many convex optimization problems can be represented through conic extended formulations with auxiliary variables and constraints using only the small number of standard cones reco…