Search Results for author: Miles Lubin

Found 10 papers, 8 papers with code

Computing in Operations Research using Julia

5 code implementations5 Dec 2013 Miles Lubin, Iain Dunning

The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as Python and MATLAB.

Optimization and Control Numerical Analysis Programming Languages

Forward-Mode Automatic Differentiation in Julia

8 code implementations26 Jul 2016 Jarrett Revels, Miles Lubin, Theodore Papamarkou

We present ForwardDiff, a Julia package for forward-mode automatic differentiation (AD) featuring performance competitive with low-level languages like C++.

Mathematical Software

PowerModels.jl: An Open-Source Framework for Exploring Power Flow Formulations

2 code implementations6 Nov 2017 Carleton Coffrin, Russell Bent, Kaarthik Sundar, Yeesian Ng, Miles Lubin

This work provides a brief introduction to the design of PowerModels, validates its implementation, and demonstrates its effectiveness with a proof-of-concept study analyzing five different formulations of the Optimal Power Flow problem.

Optimization and Control Computational Engineering, Finance, and Science

Extended Formulations in Mixed-integer Convex Programming

2 code implementations20 Nov 2015 Miles Lubin, Emre Yamangil, Russell Bent, Juan Pablo Vielma

We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP).

Optimization and Control

Outer Approximation With Conic Certificates For Mixed-Integer Convex Problems

5 code implementations15 Aug 2018 Chris Coey, Miles Lubin, Juan Pablo Vielma

Using properties of the conic certificates, we show that the $\mathcal{K}^*$ cuts imply certain practically-relevant guarantees about the quality of the polyhedral relaxations, and demonstrate how to maintain helpful guarantees when the LP solver uses a positive feasibility tolerance.

Optimization and Control

JuMP: A Modeling Language for Mathematical Optimization

1 code implementation9 Aug 2015 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 nonlinear) in a high-level, algebraic syntax.

Optimization and Control Mathematical Software

A generic adaptive restart scheme with applications to saddle point algorithms

1 code implementation15 Jun 2020 Oliver Hinder, Miles Lubin

We provide a simple and generic adaptive restart scheme for convex optimization that is able to achieve worst-case bounds matching (up to constant multiplicative factors) optimal restart schemes that require knowledge of problem specific constants.

Optimization and Control

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