Steven Diamond

820 Ramona Street · Palo Alto, CA 94301 ·

I work at BlackRock AI Labs. I did my Ph.D. in Computer Science at Stanford University under Professor Stephen Boyd. I was co-advised by Professor Gordon Wetzstein and by Professor Chris Ré. My research interests include domain-specific languages for optimization, matrix-free optimization, and computational imaging, as well as other applications of convex optimization.


Thesis: Domain-Specific Languages for Convex and Non-Convex Optimization

For a complete list, see Google Scholar.

Domain-specific languages for optimization

Matrix-free optimization

Computational imaging

Other optimization applications



  • CVXPY is an open-source modeling framework for convex optimization in Python, with tens of thousands of individual users.

  • Major corporate CVXPY users include Tesla, Netflix, BlackRock, Two Sigma, and Intuit.

  • CVXPY has also been used to teach classes at Stanford, CMU, MIT, Berkeley, UCLA, and other universities.

Other software

  • DCCP, a CVXPY extension for difference-of-convex programming.

  • NCVX, a CVXPY extension for heuristic solution of nonconvex problems.

  • DMCP, a CVXPY extension for multi-convex programming.

  • ProxImaL, a domain-specific language for image optimization.

  •, an online visualization tool for disciplined convex programming.


Head instructor

  • Convex Optimization I, Stanford University (EE364a), Sum 2019.

  • Convex Optimization Short Course, ShanghaiTech, Shanghai, Spr 2016.


  • Convex Optimization Short Course, IMT, Lucca, Spr 2016.

  • Convex Optimization Short Course, CUHKSZ, Shenzhen, Spr 2016.

Teaching assistant

  • Convex Optimization II, Stanford University (EE364b), Spr 2019.

  • Convex Optimization I, Stanford University (EE364a), Win 2019.

  • Artificial Intelligence, Stanford University (CS221), Fall 2018.