1.2k citations · 1.4k across the 12 of their papers we have counts for
9 papers · 1 filter
Homogeneous Self-Dual Embedding via Perspective Functions
Goran Banjac
We present a generalization of the well-known homogeneous self-dual embedding model, which is widely used in conic optimization. The new embedding applies to a problem of minimizin…
Data-driven distributionally robust optimization over a network via distributed semi-infinite programming
Ashish Cherukuri, Alireza Zolanvari, Goran Banjac +1
This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed…
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…
Improving Tractability of Real-Time Control Schemes via Simplified -Lemma
Goran Banjac, Jianzhe Zhen, Dick den Hertog +1
Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequal…
On the Minimal Displacement Vector of the Douglas-Rachford Operator
Goran Banjac
The Douglas-Rachford algorithm can be represented as the fixed point iteration of a firmly nonexpansive operator. When the operator has no fixed points, the algorithm's iterates di…
On the Asymptotic Behavior of the Douglas-Rachford and Proximal-Point Algorithms for Convex Optimization
Goran Banjac, John Lygeros
The authors in (Banjac et al., 2019) recently showed that the Douglas-Rachford algorithm provides certificates of infeasibility for a class of convex optimization problems. In part…
GPU Acceleration of ADMM for Large-Scale Quadratic Programming
Michel Schubiger, Goran Banjac, John Lygeros
The alternating direction method of multipliers (ADMM) is a powerful operator splitting technique for solving structured convex optimization problems. Due to its relatively low per…
Decentralized Resource Allocation via Dual Consensus ADMM
Goran Banjac, Felix Rey, Paul Goulart +1
We consider a resource allocation problem over an undirected network of agents, where edges of the network define communication links. The goal is to minimize the sum of agent-spec…
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…