Lea Kapelevich Ph.D.
About
Hello!
I am a software engineer at The MathWorks as of June 2022, working on optimization tools.
I completed my Ph.D. at the Operations Research Center at MIT, advised by Juan Pablo Vielma. My thesis looked at improving techniques within interior point methods for handling nonsymmetric cones.
I completed my bachelor's degree in Engineering Science at the University of Auckland in New Zealand.
Papers
L. Kapelevich, E. D. Andersen, J.P. Vielma. "Computing conjugate barrier information for nonsymmetric cones." Journal of Optimization Theory and Applications (2022).
C. Coey, L. Kapelevich, J.P. Vielma. "Conic optimization over epigraphs of spectral functions on cones of squares." Mathematics of Operations Research (2022).
C. Coey, L. Kapelevich, J.P. Vielma. "Performance enhancements for a generic conic interior point algorithm." Math Programming Computation 15 (2023): 53–101.
L. Kapelevich, C. Coey, J.P. Vielma. "Sum of squares generalizations for conic sets." Mathematical Programming 199 (2023): 1417–1429.
C. Coey, L. Kapelevich, J.P. Vielma. "Solving natural conic formulations with Hypatia.jl." INFORMS Journal on Computing 34.5 (2022): 2686-2699.
D. Bertsimas, J. Dunn, L. Kapelevich, R.Zhang. "SparClur: Sparse Regression over Clusters." Optimization Letters 16 (2022): 433–448.
O. Dowson, L. Kapelevich. "
SDDP.jl: a Julia Package for Stochastic Dual Dynamic Programming." INFORMS Journal on Computing 33.1 (2020): 27-33.A.B. Philpott, V.L. de Matos, L. Kapelevich. "Distributionally robust SDDP." Computational Management Science 15.3-4 (2018): 431-454.
Talks
Epigraphs of separable spectral functions as exotic cones, SIAM Conference on Optimization 2023
Optimisation over exotic cones with Hypatia, ORSNZ Conference 2022
Computing conjugate barrier information for nonsymmetric cones, ICS Conference 2022 / Optimization Days 2022 (Montreal)
Epigraphs of spectral functions as exotic cones, INFORMS Annual Meeting 2021
Hypatia: Formulations, Linear Algebra, and Preliminary Computational Results, INFORMS Annual Meeting 2019
Sum-of-Squares Programming with New Cones, ICCOPT 2019
New Cones for Sum-of-Squares Optimization and Applications, JuMP-dev III 2019
Sparse Regression Over Clusers: SparClur, INFORMS Annual Meeting 2018
Posters
Teaching/mentoring
Introduction to Julia & JuMP session at 15.S60, IAP 2020 & 2021: Computing for Optimization and Statistics
Google Summer of Code 2019 co-mentor
Teaching assistant Fall 2018 for MIT Course 15.060 "Data, Models, and Decisions"