53 citations · 292 across the 29 of their papers we have counts for
35 papers
Convex duality contracts for production-grade mathematical optimization
Juan Pablo Vielma, Ross Anderson, Joey Huchette
Deploying mathematical optimization in autonomous production systems requires precise contracts for objects returned by an optimization solver. Unfortunately, conventions on dual s…
Convex analysis for composite functions without K-convexity
Juan Pablo Vielma
Composite functions have been studied for over 40 years and appear in a wide range of optimization problems. Convex analysis of these functions focuses on (i) conditions for convex…
JuMP 1.0: Recent improvements to a modeling language for mathematical optimization
Miles Lubin, Oscar Dowson, Joaquim Dias Garcia +3
JuMP is an algebraic modeling language embedded in the Julia programming language. JuMP allows users to model optimization problems of a variety of kinds, including linear programm…
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…
Constrained Discrete Black-Box Optimization using Mixed-Integer Programming
Theodore Papalexopoulos, Christian Tjandraatmadja, Ross Anderson +2
Discrete black-box optimization problems are challenging for model-based optimization (MBO) algorithms, such as Bayesian optimization, due to the size of the search space and the n…
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…