Papers

2012

• Mert Pilanci, Laurent El Ghaoui, and Venkat Chandrasekaran. Recovery of sparse probability measures via convex programming. In Proc. Advances in Neural Information Processing Systems (NIPS), December 2012.

• Samuel Smith, Jae Yeon (Claire) Baek, Zhaoyi Kang, Dawn Song, Laurent El Ghaoui, and Mario Frank. Predicting congressional votes based on campaign finance data. In Proc. Int. Conf. on Machine Learning and Applications, December 2012.

• Yusef Shafi, Murat Arcak, and Laurent El Ghaoui. Graph weight allocation to meet Laplacian spectral constraints. In IEEE Trans. Automatic Control, July 2012.

2011

• Youwei Zhang and Laurent El Ghaoui. Large-Scale Sparse Principal Component Analysis with Application to Text Data. In Proc. Advances in Neural Information Processing Systems (NIPS), December 2011.

• Xinyu Dai, Jinzhu Jia, Laurent El Ghaoui and Bin Yu. SBA-term: Sparse Bilingual Association for Terms. Accepted for publication in Proc. Fifth IEEE International Conference on Semantic Computing, September 2011.

• Laurent El Ghaoui, Guan-Cheng Li, Viet-An Duong, Vu Pham, Ashok Srivastava, Kanishka Bhaduri. Sparse Machine Learning Methods for Understanding Large Text Corpora. Accepted for publication in Proc. Conference on Intelligent Data Understanding, 2011.

• Aude Hofleitner, Laurent El Ghaoui and Alexandre Bayen. Online least-squares estimation of time varying systems with sparse temporal evolution and application to traffic estimation. Accepted for publication in Proc. Conf. Decision and Control, December 2011.

• Youwei Zhang, Alexandre d'Aspremont, Laurent El Ghaoui. Sparse PCA: Convex Relaxations, Algorithms and Applications. To appear as a chapter in the forthcoming Handbook of Semidefinite, Cone and Polynomial Optimization: Theory, Algorithms, Software and Applications, Miguel Anjos and Jean Bernard Lasserre, Editors, Springer.

2010

• Yusef Shafi, Murat Arcak, Laurent El Ghaoui. Designing Node and Edge Weights of a Graph to Meet Laplacian Eigenvalue Constraints. In Proceedings of the Forty-Eighth Annual Allerton Conference, September 2010.

• Yu Ben, Laurent El Ghaoui, Kameshwar Poolla, Costas J. Spanos. Yield-constrained digital circuit sizing via sequential geometric programming. In Proceedings of the International Symposium on Quality Electronic Design (ISQED), 2010.

• L. El Ghaoui, V. Viallon, T. Rabbani. Safe Feature Elimination in Sparse Supervised Learning. EECS Technical Report no. 126, September 2010.

• B. Gawalt, J. Jia, L. Miratrix, L. El Ghaoui, B. Yu, S. Clavier. Discovering word associations in news media via feature selection and sparse classification. In Proc. 11th ACM SIGMM International Conference on Multimedia Information Retrieval, 2010.

• A. d'Aspremont and L. El Ghaoui. Testing the Nullspace Property using Semidefinite Programming. To appear in Math. Programming, special issue on machine learning, 2010.

2009

• G. Calafiore, U. Topcu, L. El Ghaoui. Parameter Estimation with Expected and Residual-at-Risk Criteria. Systems and Control Letters, 58 (1), p.39-46, Jan 2009.

2008

• U. Topcu and G. Calafiore and L. El Ghaoui. Multistage Investments with Recourse: A Single-Asset Case with Transaction Costs. In Proc. Conference on Decision and Control, December 2008.

• L. El Ghaoui, A. Gueye. A Convex Upper Bound on the Log-Partition Function for Binary Graphical Models. In Proc. NIPS, 2008.

• P. Garrigues and L. El Ghaoui. Recursive Lasso: A Homotopy Algorithm for Lasso with Online Observations. In Proc. NIPS, 2008.

• A. d'Aspremont, F. Bach and L. El Ghaoui. Optimal Solutions for Sparse Principal Component Analysis. Journal of Machine Learning Research, 9(Jul):1269–1294, 2008.

• O. Banerjee, L. El Ghaoui, A. d'Aspremont. Model Selection Through Sparse Maximum Likelihood Estimation for Multivariate Gaussian or Binary Data. Journal of Machine Learning Research, 9(Mar):485–516, 2008.

2007

• A. d'Aspremont, L. El Ghaoui, M. Jordan, and G. Lanckriet. A Direct Formulation of Sparse PCA using Semidefinite Programming. SIAM Review, vol. 49, no. 3, 2007. (This paper won the 2008 SIAG Optimization Prize.)

• A. d'Aspremont, O. Banerjee, and L. El Ghaoui. First-Order Methods for Sparse Covariance Selection. SIAM. J. Matrix Anal. & Appl. 30, 56 (2008).

2006

• G. C. Calafiore and L. El Ghaoui. On Distributionally Robust Chance-Constrained Linear Programs. Jour. of Optimization Theory and Applications, vol. 130, no. 1, pp. 1-22, July 2006.

• L. El Ghaoui. On the Quality of a Semidefinite Programming Bound for Sparse Principal Component Analysis. Preprint on arXiv.

• A. d'Aspremont and L. El Ghaoui, Static Arbitrage Bounds on Basket Option Prices. Math. Programming, Series A, vol. 106, no. 3, May 2006.

2005

• A. Nilim and L. El Ghaoui. Robust Solutions to Markov Decision Problems with Uncertain Transition Matrices. Operations Research, Vol. 53, No. 5, September - October, 2005.

• G. Natsoulis et al. Classification of a large microarray data set: Algorithm comparison and analysis of drug signatures. Genome Research, 15:724-736, 2005.

2004

• Lanckriet, G.R.G., Cristianini, N., Bartlett, P., El Ghaoui, L., Jordan, M.I. Learning the Kernel Matrix with Semidefinite Programming. Journal of Machine Learning Research, 5, 27-72, 2004.

• C. Bhattachrrya, L. Grate, S. Mian, L. El Ghaoui, M. Jordan. Robust sparse hyperplane classifiers: application to uncertain molecular profiling data. Journal of Computational Biology, December 2004, Vol. 11, No. 6, Pages 1073-1089.

• G. Calafiore and L. El Ghaoui. Ellipsoidal bounds for uncertain linear equations and dynamical systems. Automatica, 40 (2004) 773–787.

• A. Abate and L. El Ghaoui. Robust model predictive control through adjustable variables: an application to path planning. In Proc. Conf. Decision and Control, 2004.

• A. Nilim and L. El Ghaoui. Algorithms for air traffic flow management under stochastic environments. In Proc. American Control Conference, Page(s):3429 - 3434, vol.4, 2004.

2003

• Laurent El Ghaoui, Maksim Oks, Francois Oustry. Worst-Case Value-at-Risk and Robust Portfolio Optimization: A Conic Programming Approach. Operations Research, July-August 2003, volume 51, number 4, pp. 543-556.

2002

• Lanckriet, G. R. G., El Ghaoui, L., Bhattacharyya, C. and Jordan, M. I.. A Robust Minimax Approach to Classification. Journal of Machine Learning Research, 3, pp. 555-582, 2002.

• L. El Ghaoui. Inversion Error, Condition Number, and Approximate Inverses of Uncertain Matrices. Linear Algebra and its Applications, vol. 342, no. 1-3, Feb. 2002.

• A. Nilim, L. El Ghaoui, and V. Duong. Robust dynamic routing of aircraft under uncertainty. In Proc. Digital Avionics Systems Conference, Page(s):1A5-1 - 1A5-13 vol.1, 2002.

• G. Scorletti, J.P. Folcher, L. El Ghaoui. Output Feedback Control with Input Saturations: LMI Design Approaches. European Jour. Control, Vol. 7, No. 6, January 2002.

Earlier publications

• L. El Ghaoui and G. Calafiore. Robust Filtering for Discrete-Time systems with Structured Uncertainty. IEEE Trans. Aut. Control, July 2001.

• G. Calafiore, L. El Ghaoui. Worst-Case Maximum Likelihood Estimation in the Linear Model, Automatica, 37(4), April 2001.

• L. El Ghaoui, F. Oustry and H. Lebret. Robust Solutions to Uncertain Semidefinite Programs. SIAM J. Optimization, volume 9, no. 1, 1998.

• G. Scorletti and L. El Ghaoui. Improved Linear Matrix Inequalities Conditions for Gain-Scheduling. International Journal of Robust and Nonlinear Control, August 1998.

• S. Dussy, L. El Ghaoui. Measurement-scheduled control for the RTAC problem: an LMI approach. International Journal of Robust and Nonlinear Control, April 1998.

• L. El Ghaoui and H. Lebret. Robust Solutions to Least-Squares Problems with Uncertain Data. SIAM Journal Matrix Analysis and Applications, October 1997.

• M. Ait Rami and L. El Ghaoui. LMI Optimization for Nonstandard Riccati Equations Arising in Stochastic Control. IEEE Transaction and Automatic Control, July 1997.

• L. El Ghaoui and F. Oustry and M. Ait Rami. A cone complementary linearization algorithm for static output-feedback and related problems. IEEE Transaction and Automatic Control, August 1997.

• L. El Ghaoui and M. Aitrami. Robust State-feedback Stabilization of Jump Linear Systems via LMIs. International Journal Robust and Nonlinear Control, 1997.

• L. El Ghaoui and J.P. Folcher. Multiobjective Robust Control of LTI Systems subject to Unstructured Perturbations. Systems and Control Lett., 1996.

• L. El Ghaoui. State-feedback control of systems with multiplicative noise via LMIs. Systems and Control Letters, February 1995.