53 citations · 292 across the 29 of their papers we have counts for
5 papers · 1 filter
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…
Shapes and recession cones in mixed-integer convex representability
Ilias Zadik, Miles Lubin, Juan Pablo Vielma
Mixed-integer convex representable (MICP-R) sets are those sets that can be represented exactly through a mixed-integer convex programming formulation. Following up on recent work…
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…
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…