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Boyd, Stephen

  1. CVXPY: A Python-Embedded Modeling Language for Convex Optimization
    2016/03/03 by Steven Diamond, Stephen Boyd, Diamond, Steven +1 · 123 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. A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insights
    2015/03/04 by Su, Weijie, Boyd, Stephen, Candes, Emmanuel J. · 45 citations
    #Classical Analysis and ODEs (math.CA) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  3. Differentiable Convex Optimization Layers
    2019/10/28 by Akshay Agrawal, Brandon Amos, Agrawal, Akshay +9 · 66 citations
    Computer Science · #Stochastic Gradient Optimization Techniques #Machine Learning and Algorithms #Adversarial Robustness in Machine Learning
  4. Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations
    2018/08/12 by Junzi Zhang, Brendan O’Donoghue, Zhang, Junzi +3 · 13 citations
    Computer Science · Mathematics · #Matrix Theory and Algorithms #Numerical methods for differential equations #Advanced Optimization Algorithms Research
  5. Dirty Pixels: Towards End-to-End Image Processing and Perception
    2017/01/23 by Diamond, Steven, Sitzmann, Vincent, Julca-Aguilar, Frank +3 · 7 citations
    #Computer Vision and Pattern Recognition (cs.CV) #FOS: Computer and information sciences
  6. Disciplined Convex-Concave Programming
    2016/04/10 by Xinyue Shen, Steven Diamond, Shen, Xinyue +5 · 7 citations
    Engineering · Mathematics · Computer Science · #Sparse and Compressive Sensing Techniques #Advanced Optimization Algorithms Research #Machine Learning and Algorithms
  7. Generalized Low Rank Models
    2014/10/01 by Udell, Madeleine, Horn, Corinne, Zadeh, Reza +1 · 5 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  8. 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
  9. Multi-Period Trading via Convex Optimization
    2017/04/29 by Boyd, Stephen, Busseti, Enzo, Diamond, Steven +4 · 5 citations
    #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)
  10. 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
  11. Convex Optimization in Julia
    2014/10/17 by Madeleine Udell, Karanveer Mohan, Udell, Madeleine +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
  12. 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
  13. CuClarabel: GPU Acceleration for a Conic Optimization Solver
    2024/12/26 by Yuwen Chen, Danny Tse, Chen, Yuwen +7 · 1 voice · 4 citations
    #math.OC
  14. Network Inference via the Time-Varying Graphical Lasso
    2017/03/06 by Hallac, David, Park, Youngsuk, Boyd, Stephen +1 · 4 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Social and Information Networks (cs.SI)
  15. Minimum-Distortion Embedding
    2021/03/03 by Agrawal, Akshay, Ali, Alnur, Boyd, Stephen · 5 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  16. Solving Large-Scale Granular Resource Allocation Problems Efficiently with POP
    2021/10/22 by Narayanan, Deepak, Kazhamiaka, Fiodar, Abuzaid, Firas +5 · 5 citations
    #Distributed #FOS: Computer and information sciences #Parallel #and Cluster Computing (cs.DC)
  17. Minimizing a Sum of Clipped Convex Functions
    2019/10/27 by Shane Barratt, Guillermo Angeris, Barratt, Shane +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, Shane Barratt, Agrawal, Akshay +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, Steven Diamond, Shen, Xinyue +7 · 3 citations
    Mathematics · Decision Sciences · Computer Science · #Advanced Optimization Algorithms Research #Multi-Criteria Decision Making #Advanced Multi-Objective Optimization Algorithms
  20. Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data
    2017/06/10 by Hallac, David, Vare, Sagar, Boyd, Stephen +1 · 3 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Social and Information Networks (cs.SI)
  21. Optimal Routing for Constant Function Market Makers
    2022/04/11 by Angeris, Guillermo, Chitra, Tarun, Evans, Alex +1 · 4 citations
    #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Trading and Market Microstructure (q-fin.TR)
  22. 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
  23. Fast Path Planning Through Large Collections of Safe Boxes
    2023/05/01 by Tobia Marcucci, Marcucci, Tobia, Parth Nobel +5 · 4 citations
    Computer Science · Engineering · #Robotic Path Planning Algorithms #Computational Geometry and Mesh Generation #Autonomous Vehicle Technology and Safety
  24. Bounding Duality Gap for Separable Problems with Linear Constraints
    2014/10/15 by Udell, Madeleine, Boyd, Stephen · 2 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  25. Line Search for Averaged Operator Iteration
    2016/03/22 by Pontus Giselsson, Giselsson, Pontus, Mattias Fält +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
  26. Greedy Gaussian Segmentation of Multivariate Time Series
    2016/10/24 by Hallac, David, Nystrup, Peter, Boyd, Stephen · 2 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  27. General Heuristics for Nonconvex Quadratically Constrained Quadratic Programming
    2017/03/22 by Park, Jaehyun, Boyd, Stephen · 2 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  28. Disciplined Quasiconvex Programming
    2019/05/02 by Agrawal, Akshay, Boyd, Stephen · 2 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Mathematical Software (cs.MS) #Optimization and Control (math.OC)
  29. Learning Convex Optimization Models
    2020/06/07 by Agrawal, Akshay, Barratt, Shane, Boyd, Stephen · 2 citations
    #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
  30. Constant Function Market Makers: Multi-Asset Trades via Convex\n Optimization
    2021/07/26 by Guillermo Angeris, Akshay Agrawal, Angeris, Guillermo +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)
  31. 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
  32. 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
  33. 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
  34. 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
  35. SnapVX: A Network-Based Convex Optimization Solver
    2015/09/21 by David Hallac, Christopher Wong, Hallac, David +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
  36. Stochastic Matrix-Free Equilibration
    2016/02/22 by Diamond, Steven, Boyd, Stephen · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)
  37. Linear Programming Heuristics for the Graph Isomorphism Problem
    2016/11/02 by Takapoui, Reza, Boyd, Stephen · 1 citation
    #Data Structures and Algorithms (cs.DS) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC)
  38. Factor Fitting, Rank Allocation, and Partitioning in Multilevel Low Rank Matrices
    2023/10/30 by Parshakova, Tetiana, Hastie, Trevor, Darve, Eric +1 · 2 citations
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Software (cs.MS) #Optimization and Control (math.OC)
  39. Network Optimization for Unified Packet and Circuit Switched Networks
    2018/08/01 by Yin, Ping, Diamond, Steven, Lin, Bill +1 · 1 citation
    #FOS: Computer and information sciences #Networking and Internet Architecture (cs.NI)
  40. Convex Optimization Over Risk-Neutral Probabilities
    2020/03/05 by Barratt, Shane, Tuck, Jonathan, Boyd, Stephen · 1 citation
    #Applications (stat.AP) #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC)
  41. Differentiating through Log-Log Convex Programs
    2020/04/27 by Akshay Agrawal, Stephen Boyd, Agrawal, Akshay +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)
  42. Markowitz Portfolio Construction at Seventy
    2024/01/10 by Stephen Boyd, Kasper Johansson, Boyd, Stephen +7 · 2 citations
    Economics, Econometrics and Finance · Decision Sciences · #Financial Markets and Investment Strategies #Risk and Portfolio Optimization #Monetary Policy and Economic Impact
  43. Portfolio Performance Attribution via Shapley Value
    2021/02/11 by Nicholas Moehle, Stephen Boyd, Moehle, Nicholas +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
  44. Incremental Proximal Multi-Forecast Model Predictive Control
    2021/11/29 by Shen, Xinyue, Boyd, Stephen · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)
  45. Embedded Code Generation with CVXPY
    2022/03/22 by Maximilian Schaller, Goran Banjac, Schaller, Maximilian +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
  46. 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
  47. Solving Large Multicommodity Network Flow Problems on GPUs
    2025/01/29 by Fangzhao Zhang, Zhang, Fangzhao, Stephen Boyd +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)
  48. Disciplined Saddle Programming
    2023/01/31 by Schiele, Philipp, Luxenberg, Eric, Boyd, Stephen · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #G.4 #Mathematical Software (cs.MS) #Optimization and Control (math.OC)
  49. A Light-Weight Multi-Objective Asynchronous Hyper-Parameter Optimizer
    2022/02/15 by Maher, Gabriel, Boyd, Stephen, Kochenderfer, Mykel +5 · 1 citation
    #FOS: Computer and information sciences #Machine Learning (cs.LG)
  50. Joint Graph Learning and Model Fitting in Laplacian Regularized Stratified Models
    2023/05/04 by Cheng, Ziheng, Zhang, Junzi, Agrawal, Akshay +1 · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
  51. An Operator Splitting Method for Large-Scale CVaR-Constrained Quadratic Programs
    2025/04/15 by Luxenberg, Eric, Pérez-Piñeiro, David, Diamond, Steven +1 · 3 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  52. Value-Gradient Iteration with Quadratic Approximate Value Functions
    2023/07/13 by Yang, Alan, Boyd, Stephen · 1 citation
    #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
  53. Fitting a Kalman Smoother to Data
    2019/10/18 by Barratt, Shane, Boyd, Stephen · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)
  54. Strategic Asset Allocation with Illiquid Alternatives
    2022/07/15 by Luxenberg, Eric, Boyd, Stephen, Kochenderfer, Mykel +6 · 1 citation
    #FOS: Economics and business #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Systems and Control (eess.SY) #electronic engineering #information engineering
  55. Fitting Multilevel Factor Models
    2024/09/18 by Tetiana Parshakova, Parshakova, Tetiana, Trevor Hastie +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)
  56. Differentiating Through a Quadratic Cone Program
    2025/08/24 by Healey, Quill, Nobel, Parth, Boyd, Stephen · 2 citations
    #FOS: Mathematics #Optimization and Control (math.OC)
  57. Code generation for solving and differentiating through convex optimization problems
    2025/04/18 by Schaller, Maximilian, Boyd, Stephen · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)