Lea Kapelevich

Hello! I am a third year PhD student at the Operations Research Center at MIT, advised by Juan Pablo Vielma . I completed my bachelor's degree at the University of Auckland in New Zealand.


D. Bertsimas, J. Dunn, L. Kapelevich, R. Zhang, "Sparse Regression Over Clusers: SparClur". Sumbitted.

A.B. Philpott, V. L. de Matos, and L. Kapelevich, Computational Management Science, 2018, "Distributionally robust SDDP." 10.1007/s10287-018-0314-0.

O. Dowson, and L. Kapelevich, Optimization Online, 2017, "SDDP.jl: a Julia package for Stochastic Dual Dynamic Programming." Optimization Online.


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 at INFORMS Annual Meeting 2018.


MIP 2019


I will be teaching a session at 15.S60: Computing for Optimization and Statistics.

In fall 2018 teaching assistant for MIT Course 15.060 "Data, Models, and Decisions", a core analytics course for MBA students.