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Research Interests: |
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Large-scale computational optimization, convex optimization, nonlinear programming |
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Multigrid/Multilevel methods for infinite dimensional optimization and PDE-constrained optimization |
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Robust optimization, optimization in finance, portfolio optimization |
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Applications in scientific and engineering problems, image processing, compressive sensing |
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Software development for large scale optimization |
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Publications: |
| | Alternating direction augmented Lagrangian methods for semidefinite programming (with Donald Goldfarb and Wotao Yin), IEOR, Columbia University, [link] [download "SDPAD"] [data] |
| | Row by row methods for semidefinite programming (with Donald Goldfarb, Shiqian Ma and Katya Scheinberg), IEOR, Columbia University, [link] |
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A fast algorithm for sparse reconstruction based on shrinkage, subspace
optimization and continuation (with Donald Goldfarb and Wotao Yin), IEOR, Columbia University, [link] [download "FPC_AS"] |
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On the convergence of an active set
method for L_1 minimization (with Donald Goldfarb and Wotao Yin), IEOR, Columbia University, [link] |
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A Line search Multigrid Method for
Large-Scale Convex Optimization (with Donald Goldfarb), IEOR, Columbia
University, [link] |
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Line search Multigrid Methods for
Large-Scale NonConvex Optimization (with Donald Goldfarb), IEOR, Columbia
University, submitted [link] [download
the code] |
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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] |
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Lagrange-Newton Methods for Parameter
Identification using Total Variation Regularization (with
Donald Goldfarb), Technical Report, IEOR, Columbia
University, 2006 |
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Direct Fast method for Time-limited
Signal Reconstruction (with Yanfei Wang, Zuhair Nashed, Qiyu
Sun), Applied Optics, 45(13), 2006 [reprint] |
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A new trust region algorithm for image
restoration (with Yanfei Wang), Sci. China Ser. A, 48(2),
2005 [reprint] |
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Least squares and their applications,
M.S. Thesis, Advisor: Prof. Ya-xiang Yuan, 2004 [link
(in Chinese)] |
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Presentations: |
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A Curvilinear Search Method for the p-Harmonic Flow on Sphere
SIAM Conference on Image Science, San Diego, July,
2008 [link] |
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Line search Multigrid Methods for Large-Scale Unconstrained
Nonconvex Optimization
SIAM Conference on
Optimization, Boston, May 2008 [link] |
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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 |
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Teaching Experience: |
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Optimization I (Ph.D core course),
Teaching Assistant, Fall 2005, Fall 2006, Fall 2007 |
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Convex Optimization, Teaching
Assistant, Spring 2006 |
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Nonlinear Programming, Teaching
Assistant, Spring 2007 |
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Industrial Experience: |
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Part-time Technical Employee, Siemens
Corporate Research, Princeton, NJ, 6/2007-9/2007 |
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Honors and Awards: |
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INFORMS Computing Society Student Paper Award, winner, 2009 |
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Distinguished Presidential Prize of
Academy of Mathematics and System Sciences, China, (2003-2004) |
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Special innovation fund for graduate students of Chinese Academy
of Science, 8,000 Yuan, (2003-2004) |
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Computer Software: |
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FPC_AS, A MATLAB Solver for L_1 Regularization Problems
(with W.Yin), 2008 [download
"FPC_AS"] |
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MGLS, A Multigrid Optimization Method,
2008 |
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C++ Codes of An Interior-Point Penalty Method for Nonlinear
Programming (with A. Waechter and L. Chen), developed within the software package Ipopt, 2006
[download
"IPOPT"] |
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| Columbia IEOR |
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