133 citations · 246 across the 13 of their papers we have counts for
18 papers
A Note on Generalizing Power Bounds for Physical Design
Guillermo Angeris
In this note we show how to construct a number of nonconvex quadratic inequalities for a variety of physics equations appearing in physical design problems. These nonconvex quadrat…
Bounds on Efficiency Metrics in Photonics
Guillermo Angeris, Theo Diamandis, Jelena Vučković +1
In this paper, we present a method for computing bounds for a variety of efficiency metrics in photonics, such as the focusing efficiency or the mode purity. We focus on the specia…
Constant Function Market Makers: Multi-Asset Trades via Convex Optimization
Guillermo Angeris, Akshay Agrawal, Alex Evans +2
The rise of Ethereum and other blockchains that support smart contracts has led to the creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable, and Su…
Reciprocal Multi-Robot Collision Avoidance with Asymmetric State Uncertainty
Kunal Shah, Guillermo Angeris, Mac Schwager
We present a general decentralized formulation for a large class of collision avoidance methods and show that all collision avoidance methods of this form are guaranteed to be coll…
Optimal Fees for Geometric Mean Market Makers
Alex Evans, Guillermo Angeris, Tarun Chitra
Constant Function Market Makers (CFMMs) are a family of automated market makers that enable censorship-resistant decentralized exchange on public blockchains. Arbitrage trades have…
Replicating Market Makers
Guillermo Angeris, Alex Evans, Tarun Chitra
We present a method for constructing Constant Function Market Makers (CFMMs) whose portfolio value functions match a desired payoff. More specifically, we show that the space of co…
A Note on Privacy in Constant Function Market Makers
Guillermo Angeris, Alex Evans, Tarun Chitra
Constant function market makers (CFMMs) such as Uniswap, Balancer, Curve, and mStable, among many others, make up some of the largest decentralized exchanges on Ethereum and other…
When does the tail wag the dog? Curvature and market making
Guillermo Angeris, Alex Evans, Tarun Chitra
Liquidity and trading activity on constant function market makers (CFMMs) such as Uniswap, Curve, and Balancer has grown significantly in the second half of 2020. Much of the growt…
Heuristic Methods and Performance Bounds for Photonic Design
Guillermo Angeris, Jelena Vučković, Stephen Boyd
In the photonic design problem, a scientist or engineer chooses the physical parameters of a device to best match some desired device behavior. Many instances of the photonic desig…
Optimal Representative Sample Weighting
Shane Barratt, Guillermo Angeris, Stephen Boyd
We consider the problem of assigning weights to a set of samples or data records, with the goal of achieving a representative weighting, which happens when certain sample averages…
Improved Price Oracles: Constant Function Market Makers
Guillermo Angeris, Tarun Chitra
Automated market makers, first popularized by Hanson's logarithmic market scoring rule (or LMSR) for prediction markets, have become important building blocks, called 'primitives,'…
Fundamental bounds for scattering from absorptionless electromagnetic structures
Rahul Trivedi, Guillermo Angeris, Logan Su +3
The ability to design the scattering properties of electromagnetic structures is of fundamental interest in optical science and engineering. While there has been great practical su…
A New Heuristic for Physical Design
Guillermo Angeris, Jelena Vučković, Stephen Boyd
In a physical design problem, the designer chooses values of some physical parameters, within limits, to optimize the resulting field. We focus on the specific case in which each p…
Automatic Repair of Convex Optimization Problems
Shane Barratt, Guillermo Angeris, Stephen Boyd
Given an infeasible, unbounded, or pathological convex optimization problem, a natural question to ask is: what is the smallest change we can make to the problem's parameters such…
An analysis of Uniswap markets
Guillermo Angeris, Hsien-Tang Kao, Rei Chiang +2
Uniswap -- and other constant product markets -- appear to work well in practice despite their simplicity. In this paper, we give a simple formal analysis of constant product marke…
Minimizing a Sum of Clipped Convex Functions
Shane Barratt, Guillermo Angeris, Stephen Boyd
We consider the problem of minimizing a sum of clipped convex functions; applications include clipped empirical risk minimization and clipped control. While the problem of minimizi…
Fast Reciprocal Collision Avoidance Under Measurement Uncertainty
Guillermo Angeris, Kunal Shah, Mac Schwager
We present a fully distributed collision avoidance algorithm based on convex optimization for a team of mobile robots. This method addresses the practical case in which agents sens…
Computational Bounds For Photonic Design
Guillermo Angeris, Jelena Vuckovic, Stephen Boyd
Physical design problems, such as photonic inverse design, are typically solved using local optimization methods. These methods often produce what appear to be good or very good de…