Clicking on a title leads to a separate page with an abstract and a downloadable PDF.
- An introduction to the mathematical underpinnings of TFOCS, our latest software development effort. TFOCS is designed to support larger-scale problems, particularly those with linear operator structure that commonly occur in sparse recovery applications. It does not provide the same level of convenience and automation in the modeling layer as CVX.
- Graph Implementations for Nonsmooth Convex Programs by M. Grant and S. Boyd. Recent Advances in Learning and Control (tribute to M. Vidyasagar), V. Blondel, S. Boyd, and H. Kimura, editors, Springer, 2008, pp. 95-110.
- This paper is to be preferred over the next two for two reasons: one, it is considerably shorter; and two, it makes use of the current, public version of CVX as opposed to an earlier prototype.
- Disciplined Convex Programming by M. Grant, S. Boyd, and Y. Ye. Chapter in Global Optimization: From Theory to Implementation, L. Liberti and N. Maculan, eds., in the book series Nonconvex Optimization and Applications, Springer, 2006, pp. 155-210.
- This paper is the first public presentation of disciplined convex programming and how it can be supported in modeling software. The discussion refers heavily to a never-released prototype of CVX, our modeling software. The current version is considerably different than this prototype.
- Disciplined Convex Programming by M. Grant. Ph.D. dissertation, Stanford University, 2005.
- My dissertation covers the same material presented in the above paper, but expands the introduction and covers a number of more tedious but important details such as the conversion to solvable form and the recovery of equivalent dual information. Like the paper, it refers to a never-released prototype of CVX. A full reading is recommended only as a cure for insomnia; but the introduction provides a good overview of convex optimization, the practical challenges to solving convex problems, and our proposed solution.
- Efficient Convex Optimization for Engineering Design by S. Boyd, L. Vandenberghe, and M. Grant. In proceedings of the IFAC Symposium on Robust Control Design, Rio de Janiero, Brazil, September 1994, pp. 14-23.
- Not a paper discussing disciplined convex programming per se; indeed, this work came well before the notion of DCP was developed. But as an early example of optimization-based control design it might be of interest anyway. Besides, it is short!
Talks
Clicking on a title downloads a PDF of the slides.
- Convex optimization as a tool for engineering design by M. Grant (presenter) and S. Boyd. Delivered on November 14, 2007, as part of the seminar series for the Wireless Networking and Engineering Group, Department of Electrical and Computer Engineering, University of Texas at Austin.
- If you are considering hiring me to present to your group, this talk will provide a good overview of my general approach. I have given similar talks in many other forums, modified to suit the background and interests of each individual audience.