1 citations · 1 across the 8 of their papers we have counts for
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The Convex Geometry of Network Flows
Theo Diamandis, Guillermo Angeris
In this paper, we derive a number of interesting properties and extensions of the convex flow problem from the perspective of convex geometry. We show that the sets of allowable fl…
Solving the Convex Flow Problem
Theo Diamandis, Guillermo Angeris
In this paper, we introduce the solver ConvexFlows for the convex flow problem first defined in the authors' previous work. In this problem, we aim to optimize a concave utility fu…
Convex Network Flows
Theo Diamandis, Guillermo Angeris, Alan Edelman
We introduce a general framework for flow problems over hypergraphs. In our problem formulation, which we call the convex flow problem, we have a concave utility function for the n…
GeNIOS: an (almost) second-order operator-splitting solver for large-scale convex optimization
Theo Diamandis, Zachary Frangella, Shipu Zhao +2
We introduce the GEneralized Newton Inexact Operator Splitting solver (GeNIOS) for large-scale convex optimization. GeNIOS speeds up ADMM by approximately solving approximate subpr…
The Geometry of Constant Function Market Makers
Guillermo Angeris, Tarun Chitra, Theo Diamandis +2
Constant function market makers (CFMMs) are the most popular type of decentralized trading venue for cryptocurrency tokens. In this paper, we give a very general geometric framewor…