6 papers
CvxCluster: Solving Large, Complex, Granular Resource Allocation Problems 100-1000x Faster
Obi Nnorom, Stephen Boyd, Philip Levis
Cluster resource allocation is a multidimensional search problem that finds the best allocation of tasks to servers. Because the search space grows exponentially, modern approaches…
A Note on Optimal Product Pricing
Maximilian Schaller, Stephen Boyd
We consider the problem of choosing prices of a set of products so as to maximize profit, taking into account self-elasticity and cross-elasticity, subject to constraints on the pr…
Estimating Price Elasticity Matrices
Maximilian Schaller, Stephen Boyd
The relationship between demand and prices of a set of products can be modeled as a linear mapping from logarithmic price changes to logarithmic changes in demand. We consider the…
Automatic Generation of Explicit Quadratic Programming Solvers
Maximilian Schaller, Daniel Arnström, Alberto Bemporad +1
We consider a family of convex quadratic programs in which the coefficients of the linear objective term and the righthand side of the constraints are affine functions of a paramet…
Learning Parametric Convex Functions
Maximilian Schaller, Alberto Bemporad, Stephen Boyd
A parametrized convex function depends on a variable and a parameter, and is convex in the variable for any valid value of the parameter. Such functions can be used to specify para…
Code generation for solving and differentiating through convex optimization problems
Maximilian Schaller, Stephen Boyd
We introduce custom code generation for parametrized convex optimization problems that supports evaluating the derivative of the solution with respect to the parameters, i.e., diff…