Iain Dunning and Joey Huchette are both doctoral students in the Massachusetts Institute of Technology Operations Research Center, where they study constrained continuous and combinatorial numerical optimization methods and theory. In this session they present the JuliaOpt suite of optimization packages and how they interoperate. They also discuss how various Julia features enable exciting functionality in these packages.
Madeleine Udell is a PhD candidate in Computational & Mathematical Engineering at Stanford University, where she works with Professor Stephen Boyd. Madeleine’s work focuses on modeling and solving large-scale optimization problems and in finding and exploiting structure in high dimensional data. She is the lead developer of the CVX.jl package.