Alumni Profiles

Miles Lubin

  • Program Years: 2012-2016
  • Academic Institution: Massachusetts Institute of Technology
  • Field of Study: Operations Research
  • Academic Advisor: Juan Pablo Vielma
  • Practicum(s):
    Los Alamos National Laboratory (2014)
  • Degree(s):
    M.S. Statistics, University of Chicago, 2011
    B.S. Applied Mathematics, University of Chicago, 2011

Current Status

Publications

K. Sundar, H. Nagarajan, M. Lubin, L. Roald, S. Misra, R. Bent, D. Bienstock, "Unit Commitment with N-1 Security and Wind Uncertainty", to appear in Proceedings of PSCC 2016.

M. Lubin, E. Yamangil, R. Bent, J.P. Vielma, "Extended Formulations in Mixed-integer Convex Programming", to appear in Proceedings of IPCO 2016.

M. Lubin, Y. Dvorkin, S. Backhaus, "A robust approach to chance constrained optimal power flow with renewable generation", to appear in IEEE Transactions on Power Systems, 2015.

Y. Dvorkin, M. Lubin, S. Backhaus, M. Chertkov, "Uncertainty sets for wind power generation", to appear in IEEE Transactions on Power Systems, 2015.

D. Bertsimas, I. Dunning, and M. Lubin, "Reformulation versus cutting-planes for robust optimization", to appear in Computational Management Science, 2015.

M. Lubin and I. Dunning, "Computing in Operations Research using Julia", INFORMS Journal on Computing 27(2), pages 238-248, 2015.

I. Dunning, V. Gupta, A. King, J. Kung, M. Lubin, and J. Silberholz, "A course on advanced software tools for Operations Research and Analytics". INFORMS Transactions on Education, 15(2), pages 169-179, 2015.

J. Huchette, M. Lubin, and C. Petra, "Parallel algebraic modeling for stochastic optimization". Proceedings of HPTCDL '14, pages 29-35. IEEE Press.

C. Petra, O. Schenk, M. Lubin, and K. Gartner, "An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization". SIAM J. Scientific Computing, 36(2), pages C139-C162, 2014.

M. Lubin, K. Martin, C. Petra, and B. Sandici, "On parallelizing dual decomposition in stochastic integer programming". Operations Research Letters 41(3), pages 252-258, 2013.

M. Lubin, J. A. J. Hall, C. Petra, and M. Anitescu, "Parallel distributed-memory simplex for large-scale stochastic LP problems". Computational Optimization and Applications 55(3), pages 571-596, 2013.

M. Lubin, C. Petra, M. Anitescu, and V. Zavala, "Scalable Stochastic Optimization of Complex Energy Systems". In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), pages 64:1-64:10. ACM

M. Lubin, C. Petra, and M. Anitescu, "The parallel solution of dense saddle-point linear systems arising in stochastic programming". Optimization Methods and Software, 27(4-5), pages 845-864, 2012.

Awards

COIN-OR Cup, 2013, 2015
Computational Optimization and Applications 2013 best paper award
University of Chicago Student Marshal, 2010
Phi Beta Kappa, 2010
Dean's List