Miles Lubin

Proof-of-concept implementation of the (dual) simplex algorithm for linear programming in Julia.

mlubin

An implementation of Benders decomposition in Julia

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A JuMP extension for probabilistic (chance) constraints

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Repository containing supplementary materials and code for "JuMP: A Modeling Language for Mathematical Optimization"

mlubin

Reverse-mode automatic differentiation for sparse Hessians

mlubin

Repository containing supplementary data and code for "A Robust Approach to Chance Constrained Optimal Power Flow with Renewable Generation" by Lubin, Dvorkin, and Backhaus

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