Seung-Jean Kim

Consulting Assistant Professor, Information Systems Laboratory
Department of Electrical Engineering, Stanford University

• Convex optimization with engineering applications
• Robust optimization
• Financial engineering applications of control theory
• Computational finance (dynamic trading, optimal execution, robust asset allocation, ...)
• Computational methods for machine learning, statistics, and time series analysis

• S.-J. Kim, A. Mutapcic, and S. Boyd, Maximin correlation, working paper, 2008.
• S.-J. Kim and S. Boyd, Optimal liquidation under price jumps, working paper, 2008.
• K.-L. Hsiung, S.-J. Kim and S. Boyd, Power allocation with outage probability specifications in wireless shadowed fading channels via geometric programming, working paper, 2008.
• Y.-H. Kim and S.-J. Kim, On the convexity of log det (I + K X^{-1}), Nov. 2006.

• S.-J. Kim, J. Primbs, and S. Boyd, Dynamic spread trading, submitted for publication, June 2008.
• S.-J. Kim and S. Boyd, Optimal execution under time-inhomogeneous price impact and volatility, submitted for publication, June 2008.
• S.-J. Kim and S. Boyd, Two-fund separation under model mis-specification, submitted for publication, January 2008.
• S.-J. Kim and S. Boyd, Robust efficient frontier analysis with a separable uncertainty model, submitted for publication, January 2008.
• J. Lim, S.-J. Kim, and X. Wang, Estimation of stochastically ordered survival functions via geometric programming, under revision for publication in Journal of Computational and Graphical Statistics, October 2007.
• D. Gorinevsky, S.-J. Kim, S. Beard, S. Boyd, and G. Gordon, Optimal estimation of deterioration from diagnostic image sequence, under revision for publication in IEEE Transactions on Signal Processing, 2008.
• S.-J. Kim and J. Lim, Estimation of shape-restricted functions: Shape modification via constrained uniform approximation, under revision for publication in Statistica Sinica, November 2007.
• S.-J. Kim, Persistent excitation in adaptive control of first-order nonlinear feedback systems, revised for publication in Systems and Control Letters, April 2008.
• S.-J. Kim, A connection between incremental input-to-state stability and fading memory in nonlinear systems, under revision for publication in IEEE Transactions on Automatic Control, April 2008.

• S.-J. Kim, K. Koh, S. Boyd and D. Gorinevsky, l_1 trend filtering, accepted to SIAM Review, problems and techniques section, December 2007.
• S.-J. Kim and S. Boyd, A minimax theorem with applications to machine learning, signal processing, and finance, accepted to SIAM Journal on Optimization, May 2008.
• S. Lee, J. Lim, S.-J. Kim, and Y. Joo, Estimating monotone convex functions via sequential shape modification, accepted to Journal of Statistical Computation and Simulation, May 2008.
• M. Lustig, S.-J. Kim, and J. Pauly, A fast method for designing time-optimal waveform for arbitrary k-space trajectories, IEEE Transactions on Medical Imaging, 27(6):866-873, 2008.
• K.-L. Hsiung, S.-J. Kim and S. Boyd, Tractable approximate robust geometric programming, Optimization and Engineering, 9(2):95-118, 2008.
• S.-J. Kim, A. Magnani, A. Mutapcic, S. Boyd, and Z.-Q. Luo, Robust beamforming via worst-case SINR maximization, IEEE Transactions on Signal Processing, 56(4):1539-1547, 2008.
• S.-J. Kim, K. Koh, M. Lustig, S. Boyd, and D. Gorinevsky, An interior-point method for large-scale l_1-regularized least squares, IEEE Transactions on Selected Topics in Signal Processing, 1(4):606-617, 2007.
• S. Boyd, S.-J. Kim, L. Vandenberghe, and A. Hassibi, A tutorial on geometric programming, Optimization and Engineering, 8(1):67-127, 2007.
• L. Xiao, S. Boyd, and S.-J. Kim, Distributed average consensus with least-mean-square deviation, Journal of Parallel and Distributed Computing, 67(1): 33-46, 2007.
• K. Koh, S.-J. Kim, and S. Boyd, An interior-point method for large-scale l1-regularized logistic regression, Journal of Machine Learning Research, 8:1519-1555, 2007.
• A. Mutapcic, S.-J. Kim, and S. Boyd, Beamforming with uncertain weights, IEEE Signal Processing Letters, 14(5):352-354, 2007.
• S.-J. Kim, S. Boyd, S. Yun, D. Patil, and M. Horowitz, A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing, Optimization and Engineering, 8(4): 397-430, 2007.
• J. Lim and S.-J. Kim, Almost sure limits of sample alignments in the proportional hazards model, Journal of the Korean Statistical Society, 35(3): 1-10, 2006.
• S. Boyd, S.-J. Kim, D. Patil, and M. Horowitz, Digital circuit optimization via geometric programming, Operations Research, 53(6): 899-932, 2005.
• S.-J. Kim, D.-S. Choi, and I.-J. Ha, A comparison principle for state-constrained differential inequalities and its application to time-optimal control, IEEE Transactions on Automatic Control, 50(7): 967-983, 2005.
• S.-J. Kim and I.-J. Ha, Existence of Carathèodory solutions in nonlinear systems with discontinuous switching feedback controllers, IEEE Transactions on Automatic Control, 49(7):1167-1171, 2004.
• S.-J. Kim, S.-Y. Kim, and I.-J. Ha, An efficient identification method for friction in motion control systems, IEEE Transactions on Automatic Control, 12(4):555-563, 2004.
• D.-S. Choi, S.-J. Kim, and I.-J. Ha, A phase-plane approach to time-optimal control of single-DOF mechanical systems with friction, Automatica, 39(8):1407-1415, 2003.
• S.-J. Kim and I.-J. Ha, A frequency-domain approach to the identification of mechanical systems with friction, IEEE Transactions on Automatic Control, 46(6):888-893, 2001.
• S.-J. Kim and I.-J. Ha, On the existence of Carathèodory solutions in mechanical systems with friction, IEEE Transactions on Automatic Control, 44(11):2086-2089, 1999.
• S.-J. Kim and I.-J. Ha, A state-space approach to analysis of almost periodic nonlinear systems with sector nonlinearities, IEEE Transactions on Automatic Control, 44(1):66-70, 1999.

• S.-J. Kim, A. Zymnis, A. Magnani, K. Koh, and S. Boyd, Learning the kernel via convex optimization,, in Proceedings of the 33rd International Conference on Acoustics, Speech, and Signal Processing (ICASSP) 2008.
• A. Mutapcic, S.-J. Kim, and S. Boyd, Robust Chebyshev FIR equalization, in Proceedings of the 50th IEEE Global Telecommunications Conference (GLOBECOM) 2007, 2007.
• S.-J. Kim and S. Boyd, A minimax theorem with applications to machine learning, signal processing, and finance, in Proceedings of the IEEE Conference on Decision and Control (CDC) 2007.
• A. Mutapcic, S.-J. Kim, and S. Boyd, A tractable method for robust downlink beamforming in wireless communications, in Proceedings of the 41st Asilomar Conference on Signals, Systems, and Computers (ACSSC) 2007.
• A. Zymnis, S.-J. Kim, J. Skaf, M. Parente, and S. Boyd, Hyperspectral image unmixing via alternating projected subgradients, in Proceedings of the 41st Asilomar Conference on Signals, Systems, and Computers (ACSSC) 2007.
• K. Koh, S.-J. Kim, and S. Boyd, An efficient method for l_1-regularized logistic regression, in Proceedings of the 22nd National Conference on Artificial Intelligence (AAAI-07), 2007.
• S.-J. Kim, K. Koh, M. Lustig, and S. Boyd, An efficient method for compressed sensing, in Proceedings of the 14th International Conference on Image Processing (ICIP) 2007.
• D. Gorinevsky, S.-J. Kim, G. Gordon, S. Beard, S. Boyd, and F.-K. Chang, Optimal estimation of accumulating damage trend from a series of SHM images, in Proceedings of the 6th International Workshop on Structural Health Monitoring, 2007.
• K. Koh, S.-J. Kim, and S. Boyd, An efficient method for large-scale l_1-regularized convex loss minimization, in Proceedings of the 2nd Information Theory and Applications Workshop 2007.
• A. Mutapcic, S.-J. Kim, and S. Boyd, Array signal processing with robust rejection constraints via second-order cone programming, in Proceedings of the 40th Asilomar Conference on Signals, Systems, and Computers (ACSSC) 2006.
• J. Won and S.-J. Kim, Maximum likelihood covariance estimation with a condition number constraint, in Proceedings of the 40th Asilomar Conference on Signals, Systems, and Computers (ACSSC) 2006.
• S.-J. Kim, A. Magnani, and S. Boyd, Optimal kernel selection in kernel Fisher discriminant analysis, in Proceedings of the 23rd International Conference on Machine Learning (ICML) 2006.
• S.-J. Kim, A. Magnani, S. Samar, S. Boyd, and J. Lim, Pareto optimal linear classification, in Proceedings of the 23rd International Conference on Machine Learning (ICML) 2006.
• S.-J. Kim, A. Magnani, and S. Boyd, Robust Fisher discriminant analysis, in Advances in Neural Information Processing Systems (NIPS-19) 2006.
• S. Boyd, S.-J. Kim, D. Patil, and M. Horowitz, A heuristic method for statistical circuit sizing, in Proceedings of SPIE International Symposium on Microlithography 2006.
• S. Boyd and S.-J. Kim, Geometric programming for circuit optimization, in Proceedings of International Symposium on Physical Design (ISPD) 2005.
• D. Patil, S. Yun, S.-J. Kim, S. Boyd, and M. Horowitz, A new method for robust design of digital circuits, in Proceedings of the International Symposium on Quality Electronic Design (ISQED) 2005.
• K.-L. Hsiung, S.-J. Kim, and S. Boyd, Power control in lognormal fading wireless channels with uptime probability specifications via robust geometric programming, in Proceedings of the American Control Conference (ACC) 2005.
• J. Oh, S.-J. Kim, and K.-L. Hsiung, A computationally efficient method for robust minimum variance beamforming, in Proceedings of the Vehicular Technology Conference (VTC) 2005.
• J. Oh, S.-J. Kim, R. Narasimhan, and J. Cioffi, Transmit power optimization for Gaussian vector broadcast channels, in Proceedings of the International Conference on Communications (ICC) 2005.
• J. Oh, S.-J. Kim, and J. Cioffi, Optimum power allocation and control for OFDM in multiple access channels, in Proceedings of the Vehicular Technology Conference (VTC) 2004.
• S. Chung, S.-J. Kim, J. Lee, and J. Cioffi, A game-theoretic approach to power allocation in frequency-selective Gaussian interference channels, in Proceedings of the IEEE International Symposium on Information Theory (ISIT) 2003.
• S.-J. Kim, S.-Y. Kim, I.-J. Ha, D.-I. Kim, and H.-S. Ryu, Identification of mechanical systems with friction via filtered linear regression, in Proceedings of the IEEE International Symposium on Industrial Electronics (ISIE) 2003.
• S.-J. Kim, D.-S. Choi, and I.-J. Ha, Time-optimal control of state-constrained second-order systems and its applications to robotic manipulators, in Proceedings of the American Control Conference (ACC) 2002.
• D.-S. Choi, S.-J. Kim, Y.-O. Kim, and I.-J. Ha, A computationally efficient method for time-optimal control of robotic manipulators along specified geometric paths, in Proceedings of the IEEE International Symposium on Industrial Electronics (ISIE) 2001.
• S.-J. Kim and I.-J. Ha, An efficient identification method for friction in motion control systems, in Proceedings of the 4th Asian Control Conference 2000.
• S.-I. Cho, S.-J. Kim, Y.-H. Kim, and I.-J. Ha, Friction compensation in mechanical systems via iterative learning, in Proceedings of the 36th Annual Allerton Conference on Communication, Control and Computing 1998.
• S.-J. Kim, I.-J. Ha, J. Kang, C. Kim, and S. Lim, A new parameter identification method for mechanical systems with friction, in Proceedings of the 23rd Annual Conference of the IEEE Industrial Electronics Society (IECON) 1997.

• S. Boyd, S.-J. Kim, and S. Mohan, Geometric Programming and its Applications to EDA Problems, Design, Automation and Test in Europe (DATE) 2005 and International Conference on Computer-Aided Design (ICCAD) 2004.

• l1_tf, software for l₁ trend filtering.
• l1_ls, software for large-scale l₁-regularized least-squares.
• l1_logreg, software for large-scale l₁-regularized logistic regression.
• GGPLAB, software for geometric and generalized geometric programming.
• SCOT, The Stanford circuit optimization tool.