Faculty Publications - Laurent El Ghaoui

Books

• L. El Ghaoui and S. Niculescu, Eds., Advances in Linear Matrix Inequality Methods in Control, Advances in Design and Control, Philadelphia, PA: Society for Industrial and Applied Mathematics, 2000. [abstract]
• S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, Linear Matrix Inequalities in System and Control Theory, SIAM Studies in Applied Mathematics, Vol. 15, Philadelphia, PA: SIAM (Society for Industrial and Applied Mathematics), 1994.

Book chapters or sections

• A. d'Aspremont, L. El Ghaoui, M. Jordan, and G. R. G. Lanckriet, "A direct formulation for sparse PCA using semidefinite programming," in Advances in Neural Information Processing Systems 17: Proc. 18th Annual Conf. (NIPS 2004), L. K. Saul, Y. Weiss, and L. Bottou, Eds., Advances in Neural Information Processing Systems, Vol. 17, Cambridge, MA: MIT Press, 2005, pp. 41-48.
• G. R. G. Lanckriet, L. El Ghaoui, and M. Jordan, "Robust novelty detection with single-class MPM," in Advances in Neural Information Processing Systems: Proc. 16th Annual Conf. (NIPS 2002), S. Becker, S. Thrun, and K. Obermayer, Eds., Vol. 15, Cambridge, MA: MIT Press, 2003, pp. 929-936.

Articles in journals or magazines

• S. Shafi, M. Arcak, and L. El Ghaoui, "Graph weight design to meet Laplacian spectral constraints," IEEE Transactions on Automatic Control, vol. 57, no. 7, pp. 1872-1877, July 2012. [abstract]
• A. d'Aspremont, F. Bach, and L. El Ghaoui, "Optimal solutions for sparse principal pomponent analysis," J. Machine Learning Research, vol. 9, no. 7, pp. 1269-1294, July 2008.
• O. Banerjee, L. El Ghaoui, and A. d'Aspremont, "Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data," J. Machine Learning Research, vol. 9, pp. 485-516, June 2008.
• A. d'Aspremont, O. Banerjee, and L. El Ghaoui, "First-order methods for sparse covariance selection," SIAM J. Matrix Analysis and Applications, vol. 30, no. 1, pp. 56-66, Feb. 2008.
• A. d'Aspremont, L. El Ghaoui, M. Jordan, and G. R. G. Lanckriet, "A direct formulation for sparse PCA using semidefinite programming (2008 SIAM Activity Group on Optimization Prize)," SIAM Review, vol. 49, no. 3, pp. 434-448, July 2007.
• G. C. Calafiore and L. El Ghaoui, "On distributionally robust chance-constrained linear programs," J. Optimization Theory and Applications, vol. 130, no. 1, pp. 1-22, July 2006.
• A. d'Aspremonte and L. El Ghaoui, "Static arbitrage bounds on basket option prices," Mathematical Programming, Series A, vol. 106, no. 3, pp. 467-489, May 2006.
• G. Natsoulis, L. El Ghaoui, G. R. G. Lanckriet, A. M. Tolley, F. Leroy, S. Dunlea, B. P. Eynon, C. I. Pearson, S. Tugendreich, and K. Jarnagin, "Classification of a large microarray data set: Algorithm comparison and analysis of drug signatures," Genome Research, vol. 15, no. 5, pp. 724-736, Dec. 2005.
• A. Nilim and L. El Ghaoui, "Robust control of Markov decision processes with uncertain transition matrices," Operations Research, vol. 53, no. 5, pp. 780-798, Sep. 2005.
• G. R. G. Lanckriet, N. Cristianini, P. Bartlett, L. El Ghaoui, and M. Jordan, "Learning the kernel matrix with semidefinite programming," J. Machine Learning Research, vol. 5, pp. 27-72, Dec. 2004.
• C. Bhattacharyya, L. R. Grate, M. Jordan, and L. El Ghaoui, "Robust sparse hyperplane classifiers: Application to uncertain molecular profiling data," J. Computational Biology, vol. 11, no. 6, pp. 1073-1089, Dec. 2004.
• G. Calafiore and L. El Ghaoui, "Ellipsoidal bounds for uncertain linear equations and dynamical systems," Automatica, vol. 40, no. 5, pp. 773-787, May 2004.
• L. El Ghaoui, M. Oks, and F. Oustry, "Worst-case value-at-risk and robust portfolio optimization: A conic programming approach," Operations Research, vol. 51, no. 4, pp. 543-556, July 2003.
• G. R. G. Lanckriet, L. El Ghaoui, C. Bhattacharyya, and M. Jordan, "A robust minimax approach to classification," The J. of Machine Learning, vol. 3, pp. 555-582, March 2003.
• L. El Ghaoui and G. Calafiore, "Robust filtering for discrete-time systems with bounded noise and parametric uncertainty," IEEE Trans. Automatic Control, vol. 46, no. 7, pp. 1084-1089, July 2001.
• L. El Ghaoui and H. Lebret, "Robust solutions to least-squares problems with uncertain data," SIAM J. Matrix Analysis and Applications, vol. 18, no. 4, pp. 1035-1064, Oct. 1997. [abstract]
• L. El Ghaoui, F. Oustry, and M. AitRami, "A cone complementarity linearization algorithm for static output-feedback and related problems," IEEE Trans. Automatic Control, vol. 42, no. 8, pp. 1171-1176, Aug. 1997.

Articles in conference proceedings

• S. Shafi, M. Arcak, and L. El Ghaoui, "Graph weight design for Laplacian eigenvalue constraints with multi-agent systems applications," in Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011, pp. 5541-5546.
• S. Shafi, M. Arcak, and L. El Ghaoui, "Designing node and edge weights of a graph to meet Laplacian eigenvalue constraints," in Proceedings of the 2010 Allerton Conference, 2010.
• S. Amin, A. M. Bayen, L. El Ghaoui, and S. S. Sastry, "Robust feasibility for control of water flow in a reservoir-canal system," in Proc. 46th IEEE Conf. on Decision and Control (CDC 2007), Piscataway, NJ: IEEE Press, 2007, pp. 1571-1577.
• G. C. Calafiore and L. El Ghaoui, "Linear programming with probability constraints -- Part 1," in Proc. 2007 American Control Conf. (ACC '07), Piscataway, NJ: IEEE Press, 2007, pp. 2636-2641.
• G. C. Calafiore and L. El Ghaoui, "Linear programming with probability constraints -- Part 2," in Proc. 2007 American Control Conf. (ACC '07), Piscataway, NJ: IEEE Press, 2007, pp. 2642-2647.
• A. d'Aspremont, F. R. Bach, and L. El Ghaoui, "Full regularization path for sparse principal component analysis," in Proc. 24th Intl. Conf. on Machine Learning (ICML 2007), Z. Ghahramani, Ed., ACM International Conference Proceeding Series, Vol. 227, New York, NY: The Association for Computing Machinery, Inc., 2007, pp. 177-184.
• A. d'Aspremont and L. El Ghaoui, "A semidefinite relaxation for air traffic flow scheduling," in Proc. 2007 IEEE Intl. Conf. on Research, Innovation and Vision for the Future (RIVF '07): Information and Communication Technologies, Piscataway, NJ: IEEE Press, 2007, pp. 103-107.
• O. Banerjee, L. El Ghaoui, A. d'Aspremont, and G. Natsoulis, "Convex Optimization Techniques for Fitting Sparse Gaussian Graphical Models," in ICML 2006, 2006, pp. 12--18.
• A. Abate and L. El Ghaoui, "Robust model predictive control through adjustable variables: An application to path planning," in Proc. 43rd IEEE Conf. on Decision and Control (CDC '04), Vol. 3, Piscataway, NJ: IEEE Press, 2004, pp. 2485-2490.
• A. Nilim and L. El Ghaoui, "Algorithms for air traffic flow management under stochastic environments," in Proc. 2004 American Control Conf., Vol. 4, Piscataway, NJ: IEEE Press, 2004, pp. 3429-3434.
• A. Nilim, L. El Ghaoui, and V. Duong, "Robust dynamic routing of aircraft under uncertainty," in Proc. 21st Digital Avionics Systems Conf. (DASC 2002), Vol. 1, Piscataway, NJ: IEEE Press, 2002, pp. 1A5-1-13.
• L. Doherty, K. Pister, and L. El Ghaoui, "Convex position estimation in wireless sensor networks," in Proc. 20th Annual Joint Conf. of the IEEE Computer and Communications Society (INFOCOM 2001), Vol. 3, Piscataway, NJ: IEEE Press, 2001, pp. 1655-1663.
• L. Schenato, W. Wu, L. El Ghaoui, and K. Pister, "Process variation analysis for MEMS design," in Proc. SPIE: Smart Electronics and MEMS II, D. Abbott, V. K. Varadan, and K. F. Boehringer, Eds., Vol. 4236, Bellingham, WA: SPIE, 2001, pp. 264-271.
• J. Chou, S. S. Pradhan, L. El Ghaoui, and K. Ramchandran, "Watermarking based on duality with distributed source coding and robust optimization principles," in Proc. 2000 Intl. Conf. on Image Processing, Vol. 1, Piscataway, NJ: IEEE Press, 2000, pp. 585-588.
• J. C. Chou, S. S. Pradhan, L. El Ghaoui, and K. Ramchandran, "Robust optimization solution to the data hiding problem using distributed source coding principles," in Proc. SPIE: Image and Video Communications and Processing 2000, B. Vasudev, T. R. Hsing, A. G. Tescher, and R. L. Stevenson, Eds., Vol. 3974, Bellingham, WA: SPIE, 2000, pp. 270-279.

Technical Reports

• L. El Ghaoui, V. Viallon, and T. Rabbani, "Safe Feature Elimination in Sparse Supervised Learning," EECS Department, University of California, Berkeley, Tech. Rep. UCB/EECS-2010-126, Sep. 2010. [abstract]
• L. El Ghaoui, "A Convex Upper Bound on the Log-Partition Function for Binary Graphical Models," EECS Department, University of California, Berkeley, Tech. Rep. UCB/EECS-2007-146, Dec. 2007. [abstract]
• A. Nilim and L. El Ghaoui, "Robust Markov Decision Processes with Uncertain Transition Matrices," EECS Department, University of California, Berkeley, Tech. Rep. UCB/ERL M04/28, 2004.
• A. d'Aspremont, L. El Ghaoui, M. I. Jordan, and G. R. G. Lanckriet, "A Direct Formulation for Sparse PCA Using Semidefinite Programming," EECS Department, University of California, Berkeley, Tech. Rep. UCB/CSD-04-1330, June 2004. [abstract]
• A. Nilim, G. Calafiore, and L. El Ghaoui, "Multi-Stage Resource Allocation Under Uncertainty," EECS Department, University of California, Berkeley, Tech. Rep. UCB/ERL M03/45, 2003.
• L. El Ghaoui, G. R. G. Lanckriet, and G. Natsoulis, "Robust Classification with Interval Data," EECS Department, University of California, Berkeley, Tech. Rep. UCB/CSD-03-1279, Oct. 2003. [abstract]
• G. R. G. Lanckriet, N. Cristianini, P. Bartlett, L. El Ghaoui, and M. I. Jordan, "Learning the Kernel Matrix with Semi-Definite Programming," EECS Department, University of California, Berkeley, Tech. Rep. UCB/CSD-02-1206, 2002. [abstract]
• A. dAspremont and L. El Ghaoui, "Static Arbitrage Bounds on Basket Option Price," EECS Department, University of California, Berkeley, Tech. Rep. UCB/ERL M02/33, 2002.
• G. R. G. Lanckriet, L. El Ghaoui, C. Bhattacharyya, and M. I. Jordan, "A Robust Minimax Approach to Classification," EECS Department, University of California, Berkeley, Tech. Rep. UCB/CSD-02-1218, Dec. 2002. [abstract]
• L. El Ghaoui, M. Oks, and A. Varma, "Estimation of Transition Probability Matrices in Credit Risk Analysis," EECS Department, University of California, Berkeley, Tech. Rep. UCB/ERL M00/60, 2000.
• L. El Ghaoui, F. Oustry, and M. Oks, "Worst-Case Value-at-Risk and Robust Asset Allocation: A Semidefinite Programming Approach ," EECS Department, University of California, Berkeley, Tech. Rep. UCB/ERL M00/59, 2000.

Software

• A. d'Aspremont, L. El Ghaoui, M. Jordan, and G. R. G. Lanckriet, "DSPCA: Sparse PCA Using Semidefinite Programming (Version 0.6)," 2008.

Patents

• L. El Ghaoui and G. Natsoulis, "Apparatus and method for classifying multi-dimensional biological data," U.S. Patent Application. Aug. 2004.