Juan Pablo Vielma

Juan Pablo Vielma is an associate professor at MIT’s Sloan School of Management and is also associated to MIT’s Operations Research Center. Juan Pablo’s research interests include the development of theory and technology for mathematical optimization and their application to problems in marketing, statistics and sustainable management of energy and natural resources. Juan Pablo is the Ph.D. advisor of two of the creators of JuMP and continues to be closely involved in JuMP’s development. Some projects he is currently associated with are the Pajarito, Hypatia and Aspasia Solver, JuMP’s extension for piecewise linear optimization and the Cassette and Capstan tools.


Sessions

07-24
15:45
120min
Polynomial and Moment Optimization in Julia and JuMP
Juan Pablo Vielma, Lea Kapelevich, Chris Coey, Tillmann Weisser, Benoît Legat

Polynomial and moment optimization problems are infinite dimensional optimization problems that can model a wide range of problems in engineering and statistics. In this minisymposium we show how the Julia and JuMP ecosystems are particularly well suited for the effortless construction of these problems and the development of state-of-the-art solvers for them.

Elm A