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Stephen Boyd

  1. CVXPY: A Python-Embedded Modeling Language for Convex Optimization
    2016/03/03 by Steven Diamond, Diamond, Steven, Stephen Boyd +1 · 122 citations
    Computer Science · Engineering · Mathematics · #Advanced Multi-Objective Optimization Algorithms #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques
  2. Semidefinite Programming
    1996/03/01 by Lieven Vandenberghe, Stephen Boyd · 53 citations
    Mathematics · Computer Science · Engineering · #Advanced Optimization Algorithms Research #Matrix Theory and Algorithms #Sparse and Compressive Sensing Techniques
  3. Differentiable Convex Optimization Layers
    2019/10/28 by Akshay Agrawal, Agrawal, Akshay, Brandon Amos +9 · 64 citations
    Computer Science · #Stochastic Gradient Optimization Techniques #Machine Learning and Algorithms #Adversarial Robustness in Machine Learning
  4. OSQP: an operator splitting solver for quadratic programs
    2020/02/20 by Bartolomeo Stellato, Goran Banjac, Paul J. Goulart +3 · 53 citations
    Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #Matrix Theory and Algorithms #Sparse and Compressive Sensing Techniques
  5. End-to-end optimization of optics and image processing for achromatic extended depth of field and super-resolution imaging
    2018/07/30 by Vincent Sitzmann, Steven Diamond, Yifan Peng +5 · 8 citations
  6. Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations
    2018/08/12 by Junzi Zhang, Zhang, Junzi, Brendan O’Donoghue +3 · 12 citations
    Computer Science · Mathematics · #Matrix Theory and Algorithms #Numerical methods for differential equations #Advanced Optimization Algorithms Research
  7. Disciplined Convex-Concave Programming
    2016/04/10 by Xinyue Shen, Shen, Xinyue, Steven Diamond +5 · 7 citations
    Engineering · Mathematics · Computer Science · #Sparse and Compressive Sensing Techniques #Advanced Optimization Algorithms Research #Machine Learning and Algorithms
  8. Heuristic methods and performance bounds for photonic design
    2020/11/12 by Guillermo Angeris, Jelena Vučković, Stephen Boyd · 1 voice · 1 citation
    Engineering · Computer Science · #Photonic and Optical Devices #Neural Networks and Reservoir Computing #Advanced Optical Network Technologies
  9. A Splitting Method for Optimal Control
    2013/01/28 by Brendan O'Donoghue, Brendan O’Donoghue, Giorgos Stathopoulos +1 · 7 citations
    Engineering · Mathematics · #Advanced Control Systems Optimization #Advanced Optimization Algorithms Research #Stability and Control of Uncertain Systems
  10. Sample Efficient Reinforcement Learning with REINFORCE
    2020/10/22 by Junzi Zhang, Jongho Kim, Zhang, Junzi +5 · 7 citations
    Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #Age of Information Optimization #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
  11. Differentiating Through a Cone Program
    2019/04/19 by Akshay Agrawal, Shane Barratt, Agrawal, Akshay +7 · 6 citations
    Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Polynomial and algebraic computation #Stochastic Gradient Optimization Techniques
  12. Convex Optimization in Julia
    2014/10/17 by Madeleine Udell, Udell, Madeleine, Karanveer Mohan +9 · 5 citations
    Computer Science · #Embedded Systems Design Techniques #FOS: Computer and information sciences #FOS: Mathematics #Formal Methods in Verification #Machine Learning (stat.ML) #Mathematical Software (cs.MS) #Optimization and Control (math.OC) #Parallel Computing and Optimization Techniques
  13. Model-Based Deep Learning: On the Intersection of Deep Learning and Optimization
    2022/05/05 by Nir Shlezinger, Shlezinger, Nir, Yonina C. Eldar +3 · 8 citations
    Biochemistry, Genetics and Molecular Biology · Physics and Astronomy · #Cell Image Analysis Techniques #Advanced Fluorescence Microscopy Techniques #Model Reduction and Neural Networks
  14. A Simple Effective Heuristic for Embedded Mixed-Integer Quadratic\n Programming
    2015/09/28 by Reza Takapoui, Takapoui, Reza, Nicholas Moehle +5 · 5 citations
    Computer Science · Engineering · Mathematics · #Advanced Control Systems Optimization #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Robotic Path Planning Algorithms
  15. CuClarabel: GPU Acceleration for a Conic Optimization Solver
    2024/12/26 by Yuwen Chen, Chen, Yuwen, Danny Tse +7 · 1 voice · 4 citations
    #math.OC
  16. Solution Refinement at Regular Points of Conic Problems
    2018/11/06 by Enzo Busseti, Busseti, E., Walaa M. Moursi +3 · 4 citations
    Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Matrix Theory and Algorithms #Optimization and Control (math.OC) #Optimization and Mathematical Programming
  17. Minimizing a Sum of Clipped Convex Functions
    2019/10/27 by Shane Barratt, Barratt, Shane, Guillermo Angeris +3 · 1 voice · 1 citation
    Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #math.OC #stat.ML
  18. Learning Convex Optimization Control Policies
    2019/12/19 by Akshay Agrawal, Agrawal, Akshay, Shane Barratt +5 · 5 citations
    Computer Science · Decision Sciences · Engineering · #Advanced Bandit Algorithms Research #Advanced Control Systems Optimization #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
  19. Disciplined Multi-Convex Programming
    2016/09/12 by Xinyue Shen, Shen, Xinyue, Steven Diamond +7 · 3 citations
    Mathematics · Decision Sciences · Computer Science · #Advanced Optimization Algorithms Research #Multi-Criteria Decision Making #Advanced Multi-Objective Optimization Algorithms
  20. Disciplined Geometric Programming
    2018/12/10 by Akshay Agrawal, Agrawal, Akshay, Steven Diamond +3 · 3 citations
    Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #Constraint Satisfaction and Optimization #FOS: Computer and information sciences #FOS: Mathematics #Mathematical Software (cs.MS) #Optimization and Control (math.OC) #Optimization and Mathematical Programming
  21. Fast Path Planning Through Large Collections of Safe Boxes
    2023/05/01 by Tobia Marcucci, Parth Nobel, Marcucci, Tobia +5 · 4 citations
    Computer Science · Engineering · #Robotic Path Planning Algorithms #Computational Geometry and Mesh Generation #Autonomous Vehicle Technology and Safety
  22. Line Search for Averaged Operator Iteration
    2016/03/22 by Pontus Giselsson, Mattias Fält, Giselsson, Pontus +3 · 2 citations
    Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques
  23. Signal Decomposition Using Masked Proximal Operators
    2022/02/18 by Bennet Meyers, Meyers, Bennet E., Stephen Boyd +1 · 3 citations
    Computer Science · Engineering · Mathematics · #Blind Source Separation Techniques #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference
  24. Adaptive Importance Sampling via Stochastic Convex Programming
    2014/12/16 by Ernest K. Ryu, Stephen Boyd, Ryu, Ernest K. +1 · 2 citations
    Decision Sciences · Mathematics · #62L20 #65C05 #90C15 #90C25 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Statistical Methods and Inference
  25. Constant Function Market Makers: Multi-Asset Trades via Convex\n Optimization
    2021/07/26 by Guillermo Angeris, Angeris, Guillermo, Akshay Agrawal +7 · 2 citations
    Computer Science · Decision Sciences · #Auction Theory and Applications #Blockchain Technology Applications and Security #Computational Finance (q-fin.CP) #Cryptography and Data Security #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Trading and Market Microstructure (q-fin.TR)
  26. Optimization Algorithm Design via Electric Circuits
    2024/11/04 by Stephen Boyd, Boyd, Stephen P., Tetiana Parshakova +5 · 5 citations
    Computer Science · #37M15 #47H05 #90C25 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Metaheuristic Optimization Algorithms Research #Optimization and Control (math.OC)
  27. An ADMM Algorithm for a Class of Total Variation Regularized Estimation Problems
    2012/03/08 by Bo Wahlberg, Wahlberg, Bo, Stephen Boyd +5 · 1 citation
    Mathematics · Engineering · Decision Sciences · #Statistical Methods and Inference #Sparse and Compressive Sensing Techniques #Risk and Portfolio Optimization
  28. A Simple Method for Predicting Covariance Matrices of Financial Returns
    2023/05/31 by Kasper Johansson, Johansson, Kasper, Mehmet Giray Ogut +7 · 2 citations
    Economics, Econometrics and Finance · Decision Sciences · #Financial Markets and Investment Strategies #Stock Market Forecasting Methods #Forecasting Techniques and Applications
  29. Exponentially Weighted Moving Models
    2024/04/11 by Eric Luxenberg, Luxenberg, Eric, Stephen Boyd +1 · 1 voice · 2 citations
    #stat.CO #eess.SP #math.OC #q-fin.CP #stat.ML
  30. Parameter Selection and Pre-Conditioning for a Graph Form Solver
    2015/03/28 by Christopher Fougner, Stephen Boyd, Fougner, Christopher +1 · 1 citation
    Computer Science · Engineering · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
  31. SnapVX: A Network-Based Convex Optimization Solver
    2015/09/21 by David Hallac, Hallac, David, Christopher Wong +11 · 1 citation
    Computer Science · Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Mathematical Software (cs.MS) #Optimization and Control (math.OC) #Social and Information Networks (cs.SI) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques #VLSI and FPGA Design Techniques
  32. Differentiating through Log-Log Convex Programs
    2020/04/27 by Akshay Agrawal, Agrawal, Akshay, Stephen Boyd +1 · 1 citation
    Computer Science · Mathematics · #Advanced Optimization Algorithms Research #Constraint Satisfaction and Optimization #FOS: Mathematics #Formal Methods in Verification #Optimization and Control (math.OC)
  33. Markowitz Portfolio Construction at Seventy
    2024/01/10 by Stephen Boyd, Boyd, Stephen, Kasper Johansson +7 · 2 citations
    Economics, Econometrics and Finance · Decision Sciences · #Financial Markets and Investment Strategies #Risk and Portfolio Optimization #Monetary Policy and Economic Impact
  34. Portfolio Performance Attribution via Shapley Value
    2021/02/11 by Nicholas Moehle, Moehle, Nicholas, Stephen Boyd +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Decision-Making and Behavioral Economics #FOS: Economics and business #Financial Markets and Investment Strategies #Risk and Portfolio Optimization
  35. Embedded Code Generation with CVXPY
    2022/03/22 by Maximilian Schaller, Schaller, Maximilian, Goran Banjac +9 · 1 citation
    Computer Science · #Advanced Multi-Objective Optimization Algorithms #FOS: Mathematics #Optimization and Control (math.OC) #Parallel Computing and Optimization Techniques #Software Testing and Debugging Techniques
  36. Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization
    2022/05/09 by Eric Luxenberg, Luxenberg, Eric, Stephen Boyd +1 · 1 citation
    Decision Sciences · Engineering · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Reservoir Engineering and Simulation Methods #Market Dynamics and Volatility
  37. Solving Large Multicommodity Network Flow Problems on GPUs
    2025/01/29 by Fangzhao Zhang, Stephen Boyd, Zhang, Fangzhao +1 · 3 citations
    Computer Science · #Caching and Content Delivery #FOS: Mathematics #Graph Theory and Algorithms #Network Security and Intrusion Detection #Optimization and Control (math.OC)
  38. Fitting Multilevel Factor Models
    2024/09/18 by Tetiana Parshakova, Trevor Hastie, Parshakova, Tetiana +3 · 1 citation
    Environmental Science · #62H12 #Computation (stat.CO) #FOS: Computer and information sciences #G.4 #Korean Urban and Social Studies #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Software (cs.MS)