# 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.