Moehle, Nicholas; Gindi, Jack; Boyd, Stephen; Kochenderfer, Mykel J. Portfolio construction as linearly constrained separable optimization. (English) Zbl 07739466 Optim. Eng. 24, No. 3, 1667-1687 (2023). MSC: 90C25 91G10 PDFBibTeX XMLCite \textit{N. Moehle} et al., Optim. Eng. 24, No. 3, 1667--1687 (2023; Zbl 07739466) Full Text: DOI arXiv
Barratt, Shane; Angeris, Guillermo; Boyd, Stephen Optimal representative sample weighting. (English) Zbl 1475.62017 Stat. Comput. 31, No. 2, Paper No. 19, 14 p. (2021). MSC: 62-08 62D05 PDFBibTeX XMLCite \textit{S. Barratt} et al., Stat. Comput. 31, No. 2, Paper No. 19, 14 p. (2021; Zbl 1475.62017) Full Text: DOI arXiv
Moehle, Nicholas; Kochenderfer, Mykel J.; Boyd, Stephen; Ang, Andrew Tax-aware portfolio construction via convex optimization. (English) Zbl 1470.91247 J. Optim. Theory Appl. 189, No. 2, 364-383 (2021). MSC: 91G10 90C25 PDFBibTeX XMLCite \textit{N. Moehle} et al., J. Optim. Theory Appl. 189, No. 2, 364--383 (2021; Zbl 1470.91247) Full Text: DOI arXiv
Stellato, Bartolomeo; Banjac, Goran; Goulart, Paul; Bemporad, Alberto; Boyd, Stephen OSQP: an operator splitting solver for quadratic programs. (English) Zbl 1452.90236 Math. Program. Comput. 12, No. 4, 637-672 (2020). MSC: 90C20 65K05 65K10 90C25 90C06 90C46 90C90 PDFBibTeX XMLCite \textit{B. Stellato} et al., Math. Program. Comput. 12, No. 4, 637--672 (2020; Zbl 1452.90236) Full Text: DOI arXiv
Busseti, Enzo; Moursi, Walaa M.; Boyd, Stephen Solution refinement at regular points of conic problems. (English) Zbl 1434.90132 Comput. Optim. Appl. 74, No. 3, 627-643 (2019). MSC: 90C25 90-08 90C33 90C22 65K05 PDFBibTeX XMLCite \textit{E. Busseti} et al., Comput. Optim. Appl. 74, No. 3, 627--643 (2019; Zbl 1434.90132) Full Text: DOI arXiv
Banjac, Goran; Goulart, Paul; Stellato, Bartolomeo; Boyd, Stephen Infeasibility detection in the alternating direction method of multipliers for convex optimization. (English) Zbl 1429.90050 J. Optim. Theory Appl. 183, No. 2, 490-519 (2019). MSC: 90C25 90C20 90C06 90C22 68Q25 PDFBibTeX XMLCite \textit{G. Banjac} et al., J. Optim. Theory Appl. 183, No. 2, 490--519 (2019; Zbl 1429.90050) Full Text: DOI Link
Udell, Madeleine; Boyd, Stephen Bounding duality gap for separable problems with linear constraints. (English) Zbl 1351.90135 Comput. Optim. Appl. 64, No. 2, 355-378 (2016). MSC: 90C26 90C46 PDFBibTeX XMLCite \textit{M. Udell} and \textit{S. Boyd}, Comput. Optim. Appl. 64, No. 2, 355--378 (2016; Zbl 1351.90135) Full Text: DOI arXiv Link
Giselsson, Pontus; Boyd, Stephen Metric selection in fast dual forward-backward splitting. (English) Zbl 1330.49032 Automatica 62, 1-10 (2015). MSC: 49M30 93B40 PDFBibTeX XMLCite \textit{P. Giselsson} and \textit{S. Boyd}, Automatica 62, 1--10 (2015; Zbl 1330.49032) Full Text: DOI arXiv