|
|
|
|
|
 |
Research Interests: |
 |
Convex optimization, nonlinear programming |
|
|
Multigrid/Multilevel methods for infinite dimensional optimization and PDE-constrained Optimization |
|
|
Robust optimization, portfolio optimization |
|
|
Image processing, sparse data recovery |
|
|
Software development for large scale optimization |
|
|
|
|
Publications: |
|
|
A Line search Multigrid Method for
Large-Scale Convex Optimization (with Donald Goldfarb), IEOR, Columbia
University, [link] |
|
|
Line search Multigrid Methods for
Large-Scale NonConvex Optimization (with Donald Goldfarb), IEOR, Columbia
University, submitted [link] |
|
|
A Curvilinear Search Method for the
p-Harmonic Flow on Sphere (with Donald Goldfarb and Wotao Yin), IEOR, Columbia
University, submitted [link] [download
the code] |
|
|
Lagrange-Newton Methods for Parameter
Identification using Total Variation Regularization (with
Donald Goldfarb), Technical Report, IEOR, Columbia
University, 2006 |
|
|
Direct Fast method for Time-limited
Signal Reconstruction (with Yanfei Wang, Zuhair Nashed, Qiyu
Sun), Applied Optics, 45(13), 2006 [reprint] |
|
|
A new trust region algorithm for image
restoration (with Yanfei Wang), Sci. China Ser. A, 48(2),
2005 [reprint] |
|
|
Least squares and their applications,
M.S. Thesis, Advisor: Prof. Ya-xiang Yuan, 2004 [link
(in Chinese)] |
|
|
|
|
Presentations: |
|
|
A Curvilinear Search Method for the p-Harmonic Flow on Sphere
SIAM Conference on Image Science, San Diego, July,
2008 [link] |
|
|
Line search Multigrid Methods for Large-Scale Unconstrained
Nonconvex Optimization
SIAM Conference on
Optimization, Boston, May 2008 [link] |
|
|
A Line search Multigrid Method for Large-Scale Unconstrained
Convex Optimization
Second Mathematical Programming Society
International Conference on
Continuous Optimization,
McMaster University, Canada, August 2007 |
|
|
|
|
Teaching Experience: |
|
|
Optimization I (Ph.D core course),
Teaching Assistant, Fall 2005, Fall 2006, Fall 2007 |
|
|
Convex Optimization, Teaching
Assistant, Spring 2006 |
|
|
Nonlinear Programming, Teaching
Assistant, Spring 2007 |
|
|
|
|
Industrial Experience: |
|
|
Part-time Technical Employee, Siemens
Corporate Research, Princeton, NJ, 6/2007-9/2007 |
|
|
|
|
Professional Service: |
|
|
Reviewer for Computational
Optimization and Applications |
|
|
Chair for the Nonlinear Programming II Session at INFORMS 07' Annual
Meeting |
|
|
|
|
Honors and Awards: |
|
|
Graduate Full Scholarship, Columbia
University, (2004-2009) |
|
|
Distinguished Presidential Prize of
Academy of Mathematics and System Sciences, China, (2003-2004) |
|
|
Special innovation fund for graduate students of Chinese Academy
of Science, 8,000 Yuan, (2003-2004) |
|
|
|
|
Computer Software: |
|
|
C++ Codes of An Interior-Point Penalty Method for Nonlinear
Programming (with A. Waechter and L. Chen), developed within the software package Ipopt, 2006 |
|
|
| Columbia IEOR |
|
