I am a Ph.D. student in Operations Research at MIT. I was previously in the Mathematics and Computer Science (MCS) division at Argonne National Laboratory. My interests include Optimization, Probability and Statistics, and High Performance Computing.
- M.S. Statistics, University of Chicago, 2011
- B.S. Applied Mathematics, University of Chicago, 2011
- M. Lubin and I. Dunning, "Computing in Operations Research using Julia", under review. arXiv
- M. Lubin, K. Martin, C. Petra, and B. Sandıkçı, "On parallelizing dual decomposition in stochastic integer programming". Operations Research Letters 41(3), pages 252-258, 2013. DOI Preprint
- 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. DOI Preprint COIN-OR 2013 Cup winner
- 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. Public download
- 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. DOI Preprint
- "Computing in Operations Research using Julia" (co-presented with Iain Dunning). INFORMS 2013, Minneapolis, MN., October, 2013. PDF
- "Parallel and distributed solution methods for two-stage stochastic (MI)LPs". 21st International Symposium on Mathematical Programming (ISMP 2012), Berlin, Germany, August 2012.
- "Parallel linear-algebra decomposition methods in stochastic optimization". 7th International Workshop on Parallel Matrix Algorithms and Applications (PMAA 2012), Birkbeck University of London, UK, June 2012.
- "Parallel distributed-memory simplex for large-scale stochastic LP problems". Edinburgh Research Group in Optimization (ERGO) seminar, University of Edinburgh, UK, June 2012. PDF
- "Scalable Stochastic Optimization of Complex Energy Systems". 2011 International Conference for High Performance Computing, Networking, Storage, and Analysis (SC '11), Seattle, WA., November 2011.
- PIPS-IPM - Parallel interior-point solver for large-scale block-angular (stochastic) LPs and QPs.
- PIPS-S - Parallel sparsity-exploiting revised simplex solver for large-scale block-angular (stochastic) LPs. Contact if interested.
- JuMP - A mathematical programming modeling language in Julia.
- Previously spent a semester abroad in Córdoba, Argentina, at FaMAF (Universidad Nacional de Córdoba).
- NY Times article from my high school days.
- UChicago Sailing Club
Email: mlubin mit.edu, replace blank space with @.