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.

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.

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

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"

© L. Kapelevich. Last modified: June 25, 2023. Website built with Franklin.jl and the Julia programming language.