25 citations · 53 across the 8 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…