1.2k citations · 2.2k across the 51 of their papers we have counts for
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OSQP: An Operator Splitting Solver for Quadratic Programs
Bartolomeo Stellato, Goran Banjac, Paul Goulart +2
We present a general-purpose solver for convex quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requ…
Chordal decomposition in operator-splitting methods for sparse semidefinite programs
Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou +2
We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive s…
Distributionally Ambiguous Optimization Techniques for Batch Bayesian Optimization
Nikitas Rontsis, Michael A. Osborne, Paul J. Goulart
We propose a novel, theoretically-grounded, acquisition function for Batch Bayesian optimization informed by insights from distributionally ambiguous optimization. Our acquisition…