16 citations · 18 across the 16 of their papers we have counts for
6 papers · 1 filter
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…
A Note on the Welfare Gap in Fair Ordering
Theo Diamandis, Guillermo Angeris
Public blockchains group submitted transactions into batches, called blocks. A natural question is how to determine which transactions are included in these batches. In this note,…
An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers
Theo Diamandis, Max Resnick, Tarun Chitra +1
Constant function market makers (CFMMs) such as Uniswap have facilitated trillions of dollars of digital asset trades and have billions of dollars of liquidity. One natural questio…
Concave Pro-rata Games
Nicholas A. G Johnson, Theo Diamandis, Alex Evans +2
In this paper, we introduce a family of games called concave pro-rata games. In such a game, players place their assets into a pool, and the pool pays out some concave function of…
On the (linear) convergence of Generalized Newton Inexact ADMM
Zachary Frangella, Theo Diamandis, Bartolomeo Stellato +1
This paper presents GeNI-ADMM, a framework for large-scale composite convex optimization that facilitates theoretical analysis of both existing and new approximate ADMM schemes. Ge…