Miles Lubin
Miles Lubin
Hudson River Trading
Verified email at - Homepage
Cited by
Cited by
JuMP: A modeling language for mathematical optimization
I Dunning, J Huchette, M Lubin
SIAM Review 59 (2), 295-320, 2017
Computing in operations research using Julia
M Lubin, I Dunning
INFORMS Journal on Computing 27 (2), 238-248, 2015
Forward-Mode Automatic Differentiation in Julia
J Revels, M Lubin, T Papamarkou
arXiv preprint arXiv:1607.07892, 2016
A robust approach to chance constrained optimal power flow with renewable generation
M Lubin, Y Dvorkin, S Backhaus
IEEE Transactions on Power Systems 31 (5), 3840-3849, 2015
An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization
CG Petra, O Schenk, M Lubin, K Gärtner
SIAM Journal on Scientific Computing 36 (2), C139-C162, 2014
Powermodels. jl: An open-source framework for exploring power flow formulations
C Coffrin, R Bent, K Sundar, Y Ng, M Lubin
2018 Power Systems Computation Conference (PSCC), 1-8, 2018
Reformulation versus cutting-planes for robust optimization
D Bertsimas, I Dunning, M Lubin
Computational Management Science 13 (2), 195-217, 2016
Uncertainty sets for wind power generation
Y Dvorkin, M Lubin, S Backhaus, M Chertkov
IEEE Transactions on Power Systems 31 (4), 3326-3327, 2015
Scalable stochastic optimization of complex energy systems
M Lubin, CG Petra, M Anitescu, V Zavala
SC'11: Proceedings of 2011 International Conference for High Performance …, 2011
On parallelizing dual decomposition in stochastic integer programming
M Lubin, K Martin, CG Petra, B Sandıkçı
Operations Research Letters 41 (3), 252-258, 2013
Reinforced genetic algorithm learning for optimizing computation graphs
A Paliwal, F Gimeno, V Nair, Y Li, M Lubin, P Kohli, O Vinyals
International Conference on Learning Representations, 2020
Extended formulations in mixed-integer convex programming
M Lubin, E Yamangil, R Bent, JP Vielma
International Conference on Integer Programming and Combinatorial …, 2016
Chance constraints for improving the security of AC optimal power flow
M Lubin, Y Dvorkin, L Roald
IEEE Transactions on Power Systems 34 (3), 1908-1917, 2019
Polyhedral approximation in mixed-integer convex optimization
M Lubin, E Yamangil, R Bent, JP Vielma
Mathematical Programming 172 (1), 139-168, 2018
Extended formulations in mixed integer conic quadratic programming
JP Vielma, I Dunning, J Huchette, M Lubin
Mathematical Programming Computation 9 (3), 369-418, 2017
Parallel distributed-memory simplex for large-scale stochastic LP problems
M Lubin, JAJ Hall, CG Petra, M Anitescu
Computational Optimization and Applications 55 (3), 571-596, 2013
Outer approximation with conic certificates for mixed-integer convex problems
C Coey, M Lubin, JP Vielma
Mathematical Programming Computation 12 (2), 249-293, 2020
MathOptInterface: a data structure for mathematical optimization problems
B Legat, O Dowson, JD Garcia, M Lubin
INFORMS Journal on Computing 34 (2), 672-689, 2022
Two-sided linear chance constraints and extensions
M Lubin, D Bienstock, JP Vielma
arXiv preprint arXiv:1507.01995, 2015
Unit commitment with n-1 security and wind uncertainty
K Sundar, H Nagarajan, M Lubin, L Roald, S Misra, R Bent, D Bienstock
2016 Power Systems Computation Conference (PSCC), 1-7, 2016
The system can't perform the operation now. Try again later.
Articles 1–20