133 citations · 199 across the 7 of their papers we have counts for
11 papers
Embedded Code Generation with CVXPY
Maximilian Schaller, Goran Banjac, Steven Diamond +3
We introduce CVXPYgen, a tool for generating custom C code, suitable for embedded applications, that solves a parametrized class of convex optimization problems. CVXPYgen is based…
Solving Large-Scale Granular Resource Allocation Problems Efficiently with POP
Deepak Narayanan, Fiodar Kazhamiaka, Firas Abuzaid +5
Resource allocation problems in many computer systems can be formulated as mathematical optimization problems. However, finding exact solutions to these problems using off-the-shel…
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…
Learning Convex Optimization Models
Akshay Agrawal, Shane Barratt, Stephen Boyd
A convex optimization model predicts an output from an input by solving a convex optimization problem. The class of convex optimization models is large, and includes as special cas…
Differentiating through Log-Log Convex Programs
Akshay Agrawal, Stephen Boyd
We show how to efficiently compute the derivative (when it exists) of the solution map of log-log convex programs (LLCPs). These are nonconvex, nonsmooth optimization problems with…
Learning Convex Optimization Control Policies
Akshay Agrawal, Shane Barratt, Stephen Boyd +1
Many control policies used in various applications determine the input or action by solving a convex optimization problem that depends on the current state and some parameters. Com…