Publications (46)
Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data
David Hallac, Sagar Vare, Stephen Boyd +1
Saturating Splines and Feature Selection
Nicholas Boyd, Trevor Hastie, Stephen Boyd +2
Volume Weighted Average Price Optimal Execution
Enzo Busseti, Stephen Boyd
Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations
Junzi Zhang, Brendan O'Donoghue, Stephen Boyd
Least Squares Auto-Tuning
Shane Barratt, Stephen Boyd
Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding
Brendan O'Donoghue, Eric Chu, Neal Parikh +1
Matrix-Free Convex Optimization Modeling
Steven Diamond, Stephen Boyd
Convolutional Imputation of Matrix Networks
Qingyun Sun, Mengyuan Yan David Donoho, Stephen Boyd
Linear Programming Heuristics for the Graph Isomorphism Problem
Reza Takapoui, Stephen Boyd
General Heuristics for Nonconvex Quadratically Constrained Quadratic Programming
Jaehyun Park, Stephen Boyd
CVXPY: A Python-Embedded Modeling Language for Convex Optimization
Steven Diamond, Stephen Boyd
Dynamic Energy Management
Nicholas Moehle, Enzo Busseti, Stephen Boyd +1
A Semidefinite Programming Method for Integer Convex Quadratic Minimization
Jaehyun Park, Stephen Boyd
Network Optimization for Unified Packet and Circuit Switched Networks
Ping Yin, Steven Diamond, Bill Lin +1
A Distributed Method for Optimal Capacity Reservation
Nicholas Moehle, Xinyue Shen, Zhi-Quan Luo +1
Line Search for Averaged Operator Iteration
Pontus Giselsson, Mattias Fält, Stephen Boyd
A Simple Effective Heuristic for Embedded Mixed-Integer Quadratic Programming
Reza Takapoui, Nicholas Moehle, Stephen Boyd +1
Multi-Period Trading via Convex Optimization
Stephen Boyd, Enzo Busseti, Steven Diamond +4
A General Optimization Framework for Dynamic Time Warping
Dave Deriso, Stephen Boyd
Network Lasso: Clustering and Optimization in Large Graphs
David Hallac, Jure Leskovec, Stephen Boyd
Distributed Majorization-Minimization for Laplacian Regularized Problems
Jonathan Tuck, David Hallac, Stephen Boyd
A Rewriting System for Convex Optimization Problems
Akshay Agrawal, Robin Verschueren, Steven Diamond +1
A New Architecture for Optimization Modeling Frameworks
Matt Wytock, Steven Diamond, Felix Heide +1
Distributed Large Scale Network Utility Maximization
Danny Bickson, Yoav Tock, Argyris Zymnis +2
A General System for Heuristic Solution of Convex Problems over Nonconvex Sets
Steven Diamond, Reza Takapoui, Stephen Boyd
Fastest mixing Markov chain on graphs with symmetries
Stephen Boyd, Persi Diaconis, Pablo A. Parrilo +1
SnapVX: A Network-Based Convex Optimization Solver
David Hallac, Christopher Wong, Steven Diamond +4
Stochastic Control with Affine Dynamics and Extended Quadratic Costs
Shane Barratt, Stephen Boyd
Disciplined Convex-Concave Programming
Xinyue Shen, Steven Diamond, Yuantao Gu +1
An ADMM Algorithm for a Class of Total Variation Regularized Estimation Problems
Bo Wahlberg, Stephen Boyd, Mariette Annergren +1
Learning Probabilistic Trajectory Models of Aircraft in Terminal Airspace from Position Data
Shane Barratt, Mykel Kochenderfer, Stephen Boyd
Parameter Selection and Pre-Conditioning for a Graph Form Solver
Christopher Fougner, Stephen Boyd
Disciplined Geometric Programming
Akshay Agrawal, Steven Diamond, Stephen Boyd
A Convex Optimization Approach to Radiation Treatment Planning with Dose Constraints
Anqi Fu, Baris Ungun, Lei Xing +1
Concave Quadratic Cuts for Mixed-Integer Quadratic Problems
Jaehyun Park, Stephen Boyd
A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insights
Weijie Su, Stephen Boyd, Emmanuel J. Candes
Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM
Pontus Giselsson, Stephen Boyd
Disciplined Multi-Convex Programming
Xinyue Shen, Steven Diamond, Madeleine Udell +2
On the convergence of mirror descent beyond stochastic convex programming
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos +2
Network Inference via the Time-Varying Graphical Lasso
David Hallac, Youngsuk Park, Stephen Boyd +1
Risk-Constrained Kelly Gambling
Enzo Busseti, Ernest K. Ryu, Stephen Boyd
Generalized Low Rank Models
Madeleine Udell, Corinne Horn, Reza Zadeh +1
Greedy Gaussian Segmentation of Multivariate Time Series
David Hallac, Peter Nystrup, Stephen Boyd
Stochastic Matrix-Free Equilibration
Steven Diamond, Stephen Boyd
Convex Optimization in Julia
Madeleine Udell, Karanveer Mohan, David Zeng +3
Bounding Duality Gap for Separable Problems with Linear Constraints
Madeleine Udell, Stephen Boyd