Papers

To appear in 2009

• A. d’Aspremont and L. El Ghaoui. Testing the Nullspace Property using Semidefinite Programming.

• G. Calafiore, L. El Ghaoui, U. Topcu. Parameter Estimation with Expected and Residual-at-Risk Criteria.

2008

• U. Topcu and G. Calafiore and L. El Ghaoui. Multistage Investments with Recourse: A Single-Asset Case with Transaction Costs.

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

• P. Garrigues and L. El Ghaoui. Recursive Lasso: A Homotopy Algorithm for Lasso with Online Observations.

• A. d’Aspremont, F. Bach and L. El Ghaoui. Optimal Solutions for Sparse Principal Component Analysis.

• O. Banerjee, L. El Ghaoui, A. d’Aspremont. Model Selection Through Sparse Maximum Likelihood Estimation for Multivariate Gaussian or Binary Data.

2007

• A. d’Aspremont, L. El Ghaoui, M. Jordan, and G. Lanckriet. A Direct Formulation of Sparse PCA using Semidefinite Programming. (This paper won the 2008 SIAG Optimization Prize.)

• A. d’Aspremont, O. Banerjee, and L. El Ghaoui. First-Order Methods for Sparse Covariance Selection.

2006

• G. C. Calafiore and L. El Ghaoui. On Distributionally Robust Chance-Constrained Linear Programs.

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

• A. d’Aspremont and L. El Ghaoui, Static Arbitrage Bounds on Basket Option Prices.

2005

• A. Nilim and L. El Ghaoui. Robust Solutions to Markov Decision Problems with Uncertain Transition Matrices.

• G. Natsoulis et al. Classification of a large microarray data set: Algorithm comparison and analysis of drug signatures.

2004

• Lanckriet, G.R.G., Cristianini, N., Bartlett, P., El Ghaoui, L., Jordan, M.I. Learning the Kernel Matrix with Semidefinite Programming.

• C. Bhattachrrya, L. Grate, S. Mian, L. El Ghaoui, M. Jordan. Robust sparse hyperplane classifiers: application to uncertain molecular profiling data.

• G. Calafiore and L. El Ghaoui. Ellipsoidal bounds for uncertain linear equations and dynamical systems.

• A. Abate and L. El Ghaoui. Robust model predictive control through adjustable variables: an application to path planning.

• 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.

2002

• Lanckriet, G. R. G., El Ghaoui, L., Bhattacharyya, C. and Jordan, M. I.. A Robust Minimax Approach to Classification.

• L. El Ghaoui. Inversion Error, Condition Number, and Approximate Inverses of Uncertain Matrices.

• 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.

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.