• Infeasibility Detection in the Alternating Direction Method of Multipliers for Convex Optimization
    G. Banjac, P. J. Goulart, B. Stellato and S. Boyd
    June 2017.
    BibTeX  Preprint 

    @article{BGSB:2017,
      author = {G. Banjac and P. J. Goulart and B. Stellato and S. Boyd},
      title = {Infeasibility Detection in the Alternating Direction Method of Multipliers for Convex Optimization},
      year = {2017}
    }
    

  • Optimization with affine homogeneous quadratic integral inequality constraints
    G. Fantuzzi, A. Wynn, P. J. Goulart and A. Papachristodoulou
    IEEE Transactions on Automatic Control, 2017. To appear.
    BibTeX  URL  Preprint  Code 

    @article{FWGP:2017,
      author = {G. Fantuzzi and A. Wynn and P. J. Goulart and A. Papachristodoulou},
      title = {Optimization with affine homogeneous quadratic integral inequality constraints},
      journal = {IEEE Transactions on Automatic Control},
      year = {2017},
      note = {To appear},
      url = {http://dx.doi.org/10.1109/TAC.2017.2703927},
      doi = {10.1109/TAC.2017.2703927}
    }
    

  • Embedded Code Generation Using the OSQP Solver
    G. Banjac, B. Stellato, N. Moehle, P. Goulart, A. Bemporad and S. Boyd
    in IEEE Conference on Decision and Control, Melbourne, Australia, December 2017.
    BibTeX  Code 

    @inproceedings{GBan:2017,
      author = {G. Banjac and B. Stellato and N. Moehle and P. Goulart and A. Bemporad and S. Boyd},
      title = {Embedded Code Generation Using the OSQP Solver},
      booktitle = {IEEE Conference on Decision and Control},
      year = {2017}
    }
    

  • Distributionally Robust Optimization Techniques in Batch Bayesian Optimization
    N. Rontsis, M. A. Osborne and P. J. Goulart
    July 2017.
    BibTeX  Preprint  Code 

    @article{ROG:2017,
      author = {N. Rontsis and M. A. Osborne and P. J. Goulart},
      title = {Distributionally Robust Optimization Techniques in Batch Bayesian Optimization},
      year = {2017}
    }
    

  • Second-Order Switching Time Optimization for Switched Dynamical Systems
    B. Stellato, S. Ober-Blöbaum and P. J. Goulart
    IEEE Transaction on Automatic Control, vol. 62, no. 10, pp. 5407-5414, October 2017.
    BibTeX  URL  Preprint  Code 

    @article{SOG:2017,
      author = {Stellato, B. and Ober-Blöbaum, S. and Goulart, P. J.},
      title = {Second-Order Switching Time Optimization for Switched Dynamical Systems},
      journal = {IEEE Transaction on Automatic Control},
      year = {2017},
      volume = {62},
      number = {10},
      pages = {5407-5414},
      url = {http://doi.org/10.1109/TAC.2017.2697681},
      doi = {10.1109/TAC.2017.2697681}
    }
    

  • Multivariate Chebyshev Inequality with Estimated Mean and Variance
    B. Stellato, B. Van Parys and P. J. Goulart
    The American Statistician, vol. 71, no. 2, 2017.
    BibTeX  URL  Preprint 

    @article{SPG:2017,
      author = {B. Stellato and B. Van Parys and P. J. Goulart},
      title = {Multivariate Chebyshev Inequality with Estimated Mean and Variance},
      journal = {The American Statistician},
      year = {2017},
      volume = {71},
      number = {2},
      url = {http://www.tandfonline.com/doi/full/10.1080/00031305.2016.1186559},
      doi = {10.1080/00031305.2016.1186559}
    }
    

  • Convex, Monotone Systems are Optimally Operated at Steady-State
    M. G. Schmitt, C. Ramesh, P. J. Goulart and J. Lygeros
    in American Control Conference, Seattle, WA, USA, May 2017.
    BibTeX 

    @inproceedings{SRGL:2017,
      author = {M. G. Schmitt and C. Ramesh and P. J. Goulart and J. Lygeros},
      title = {Convex, Monotone Systems are Optimally Operated at Steady-State},
      booktitle = {American Control Conference},
      year = {2017}
    }
    

  • Fast ADMM for Semidefinite Programs with Chordal Sparsity
    Y. Zheng, G. Fantuzzi, A. Papachristodoulou, P. J. Goulart and A. Wynn
    in American Control Conference, Seattle, WA, USA, May 2017.
    BibTeX  Preprint  Code 

    @inproceedings{ZFPetal:2017a,
      author = {Y. Zheng and G. Fantuzzi and A. Papachristodoulou and P. J. Goulart and A. Wynn},
      title = {Fast ADMM for Semidefinite Programs with Chordal Sparsity},
      booktitle = {American Control Conference},
      year = {2017}
    }
    

  • Robust Optimal Control with Adjustable Uncertainty Sets
    X. Zhang, M. Kamgarpour, A. Georghiou, P. J. Goulart and J. Lygeros
    Automatica, vol. 75, no. 1, pp. 249-259, January 2017.
    BibTeX  URL  Preprint 

    @article{ZKGetal:2017,
      author = {X. Zhang and M. Kamgarpour and A. Georghiou and P. J. Goulart and J. Lygeros},
      title = {Robust Optimal Control with Adjustable Uncertainty Sets},
      journal = {Automatica},
      year = {2017},
      volume = {75},
      number = {1},
      pages = {249-259},
      url = {http://dx.doi.org/10.1016/j.automatica.2016.09.016},
      doi = {10.1016/j.automatica.2016.09.016}
    }
    

  • Global Linear Convergence in Operator Splitting Methods
    G. Banjac and P. J. Goulart
    in IEEE Conference on Decision and Control, Las Vegas, NV, USA, December 2016.
    BibTeX  URL 

    @inproceedings{BG:2016a,
      author = {G. Banjac and P. J. Goulart},
      title = {Global Linear Convergence in Operator Splitting Methods},
      booktitle = {IEEE Conference on Decision and Control},
      year = {2016},
      url = {https://doi.org/10.1109/CDC.2016.7798275},
      doi = {10.1109/CDC.2016.7798275}
    }
    

  • Tight Global Linear Convergence Rate Bounds for Operator Splitting Methods
    G. Banjac and P. J. Goulart
    March 2016.
    BibTeX  Preprint 

    @article{BG:2016b,
      author = {G. Banjac and P. J. Goulart},
      title = {Tight Global Linear Convergence Rate Bounds for Operator Splitting Methods},
      year = {2016}
    }
    

  • A scenario approach for non-convex control design
    S. Grammatico, X. Zhang, K. Margellos, P. J. Goulart and J. Lygeros
    IEEE Transactions on Automatic Control, vol. 61, no. 2, pp. 334-345, February 2016.
    BibTeX  URL  Preprint 

    @article{GZMetal:2016,
      author = {S. Grammatico and X. Zhang and K. Margellos and P. J. Goulart and J. Lygeros},
      title = {A scenario approach for non-convex control design},
      journal = {IEEE Transactions on Automatic Control},
      year = {2016},
      volume = {61},
      number = {2},
      pages = {334-345},
      url = {http://ieeexplore.ieee.org/xpls/icp.jsp?arnumber=7108021},
      doi = {10.1109/TAC.2015.2433591}
    }
    

  • Frechet inequalities via convex optimization
    B. Van Parys, P. J. Goulart and P. Embrechts
    July 2016.
    BibTeX  Preprint 

    @article{PGE:2016,
      author = {B. Van Parys and P. J. Goulart and P. Embrechts},
      title = {Frechet inequalities via convex optimization},
      year = {2016}
    }
    

  • Distributionally robust control of constrained stochastic systems
    B. Van Parys, D. Kuhn, P. J. Goulart and M. Morari
    IEEE Transactions on Automatic Control, vol. 61, no. 2, pp. 430-442, February 2016.
    BibTeX  URL  Preprint 

    @article{PKGM:2016,
      author = {B. Van Parys and D. Kuhn and P. J. Goulart and M. Morari},
      title = {Distributionally robust control of constrained stochastic systems},
      journal = {IEEE Transactions on Automatic Control},
      year = {2016},
      volume = {61},
      number = {2},
      pages = {430-442},
      url = {http://dx.doi.org/10.1109/TAC.2015.2444134},
      doi = {10.1109/TAC.2015.2444134}
    }
    

  • Optimal Control of Switching Times in Switched Linear Systems
    B. Stellato, S. Ober-Blöbaum and P. J. Goulart
    in IEEE Conference on Decision and Control, Las Vegas, NV, USA, December 2016.
    BibTeX  URL 

    @inproceedings{SG:2016b,
      author = {B. Stellato and S. Ober-Blöbaum and P. J. Goulart},
      title = {Optimal Control of Switching Times in Switched Linear Systems},
      booktitle = {IEEE Conference on Decision and Control},
      year = {2016},
      url = {https://doi.org/10.1109/CDC.2016.7799384},
      doi = {10.1109/CDC.2016.7799384}
    }
    

  • Robust Optimization of Schedules Affected by Uncertain Events
    R. Vujanic, P. J. Goulart and M. Morari
    Journal of Optimization Theory and Applications, March 2016.
    BibTeX  URL  Code 

    @article{VGM:2016a,
      author = {R. Vujanic and P. J. Goulart and M. Morari},
      title = {Robust Optimization of Schedules Affected by Uncertain Events},
      journal = {Journal of Optimization Theory and Applications},
      year = {2016},
      url = {http://link.springer.com/article/10.1007/s10957-016-0920-3},
      doi = {10.1007/s10957-016-0920-3}
    }
    

  • Generalized Gauss Inequalities via Semidefinite Programming
    B. Van Parys, P. J. Goulart and D. Kuhn
    Mathematical Programming, pp. 1-32, March 2015.
    BibTeX  URL  Preprint 

    @article{PGK:2015,
      author = {B. Van Parys and P. J. Goulart and D. Kuhn},
      title = {Generalized Gauss Inequalities via Semidefinite Programming},
      journal = {Mathematical Programming},
      year = {2015},
      pages = {1-32},
      url = {http://dx.doi.org/10.1007/s10107-015-0878-1},
      doi = {10.1007/s10107-015-0878-1}
    }
    

  • Distributionally robust expectation inequalities for structured distributions
    B. Van Parys, P. J. Goulart and M. Morari
    May 2015.
    BibTeX  Preprint 

    @article{PGM:2015,
      author = {B. Van Parys and P. J. Goulart and M. Morari},
      title = {Distributionally robust expectation inequalities for structured distributions},
      year = {2015}
    }
    

  • Linear Controller Design for Chance Constrained Systems
    G. Schildbach, P. J. Goulart and M. Morari
    Automatica, vol. 51, no. 1, pp. 278-284, January 2015.
    BibTeX  URL  Preprint 

    @article{SGM:2015,
      author = {G. Schildbach and P. J. Goulart and M. Morari},
      title = {Linear Controller Design for Chance Constrained Systems},
      journal = {Automatica},
      year = {2015},
      volume = {51},
      number = {1},
      pages = {278-284},
      url = {http://dx.doi.org/10.1016/j.automatica.2014.10.096},
      doi = {10.1016/j.automatica.2014.10.096}
    }
    

  • On the sample size of random convex programs with structured dependence on the uncertainty
    X. Zhang, S. Grammatico, G. Schildbach, P. J. Goulart and J. Lygeros
    Automatica, vol. 60, pp. 182-188, October 2015.
    BibTeX  URL  Preprint 

    @article{ZGSetal:2015,
      author = {X. Zhang and S. Grammatico and G. Schildbach and P. J. Goulart and J. Lygeros},
      title = {On the sample size of random convex programs with structured dependence on the uncertainty},
      journal = {Automatica},
      year = {2015},
      volume = {60},
      pages = {182-188},
      url = {http://www.sciencedirect.com/science/article/pii/S0005109815002988},
      doi = {10.1016/j.automatica.2015.07.013}
    }
    

  • Scalable Proactive Event-Driven Decision Making
    A. Artikis, C. Baber, P. Bizarro, C. Canudas-de-Wit, O. Etzion, F. Fournier, P. Goulart, A. Howes, J. Lygeros and G. Paliouras
    IEEE Technology and Society Magazine, vol. 33, no. 3, pp. 35-41, September 2014.
    BibTeX  URL 

    @article{ABBetal:2014,
      author = {Artikis, A. and Baber, C. and Bizarro, P. and Canudas-de-Wit, C. and Etzion, O. and Fournier, F. and Goulart, P. and Howes, A. and Lygeros, J. and Paliouras, G.},
      title = {Scalable Proactive Event-Driven Decision Making},
      journal = {IEEE Technology and Society Magazine},
      publisher = {IEEE},
      year = {2014},
      volume = {33},
      number = {3},
      pages = {35-41},
      url = {http://dx.doi.org/10.1109/MTS.2014.2345131},
      doi = {10.1109/MTS.2014.2345131}
    }
    

  • A scenario approach to non-convex control design: set-based probabilistic guarantees
    S. Grammatico, X. Zhang, K. Margellos, P. J. Goulart and J. Lygeros
    in American Control Conference, Portland, OR, USA, pp. 3431-3436, June 2014.
    BibTeX  URL  Preprint 

    @inproceedings{GZMetal:2014,
      author = {S. Grammatico and X. Zhang and K. Margellos and P. J. Goulart and J. Lygeros},
      title = {A scenario approach to non-convex control design: set-based probabilistic guarantees},
      booktitle = {American Control Conference},
      year = {2014},
      pages = {3431-3436},
      url = {http://dx.doi.org/10.1109/ACC.2014.6859142},
      doi = {10.1109/ACC.2014.6859142}
    }
    

  • On the road between robust optimization and the scenario approach for chance constrained optimization problems
    K. Margellos, P. J. Goulart and J. Lygeros
    IEEE Transactions on Automatic Control, vol. 59, no. 8, pp. 2258-2263, August 2014.
    BibTeX  URL  Preprint 

    @article{MGL:2014,
      author = {K. Margellos and P. J. Goulart and J. Lygeros},
      title = {On the road between robust optimization and the scenario approach for chance constrained optimization problems},
      journal = {IEEE Transactions on Automatic Control},
      year = {2014},
      volume = {59},
      number = {8},
      pages = {2258-2263},
      url = {http://dx.doi.org/10.1109/TAC.2014.2303232},
      doi = {10.1109/TAC.2014.2303232}
    }
    

  • The Linear Quadratic Regulator with Chance Constraints
    G. Schildbach, P. J. Goulart and M. Morari
    in European Control Conference, Zürich, Switzerland, pp. 2746-2751, July 2013.
    BibTeX  URL  Preprint 

    @inproceedings{SGM:2013,
      author = {G. Schildbach and P. J. Goulart and M. Morari},
      title = {The Linear Quadratic Regulator with Chance Constraints},
      booktitle = {European Control Conference},
      year = {2013},
      pages = {2746-2751},
      url = {http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6669660}
    }
    

  • Stochastic Model Predictive Control Using a Combination of Randomized and Robust Optimization
    X. Zhang, K. Margellos, P. J. Goulart and J. Lygeros
    in IEEE Conference on Decision and Control, Florence, Italy, pp. 7740-7745, December 2013.
    BibTeX  URL  Preprint 

    @inproceedings{ZMGL:2013,
      author = {X. Zhang and K. Margellos and P. J. Goulart and J. Lygeros},
      title = {Stochastic Model Predictive Control Using a Combination of Randomized and Robust Optimization},
      booktitle = {IEEE Conference on Decision and Control},
      year = {2013},
      pages = {7740-7745},
      url = {http://dx.doi.org/10.1109/CDC.2013.6761118},
      doi = {10.1109/CDC.2013.6761118}
    }
    

  • A Scenario Approach for Estimating the Suboptimality of Linear Decision Rules in Two-Stage Robust Optimization
    M. J. Hadjiyannis, P. J. Goulart and D. Kuhn
    in IEEE Conference on Decision and Control / European Control Conference, Orlando, FL, USA, December 2011.
    BibTeX  URL  Preprint 

    @inproceedings{HGK:2011a,
      author = {M. J. Hadjiyannis and P. J. Goulart and D. Kuhn},
      title = {A Scenario Approach for Estimating the Suboptimality of Linear Decision Rules in Two-Stage Robust Optimization},
      booktitle = {IEEE Conference on Decision and Control / European Control Conference},
      year = {2011},
      url = {http://dx.doi.org/10.1109/CDC.2011.6161342},
      doi = {10.1109/CDC.2011.6161342}
    }