Hello! I am a second 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, studying Engineering Science.
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.
Sparse Regression Over Clusers: SparClur at INFORMS Annual Meeting 2018.
Last fall I was a teaching assistant for MIT Course 15.060 "Data, Models, and Decisions", a core analytics course for MBA students.Links