Department of Mathematics
The University of Hong Kong
My research focuses on numerical optimization (both algorithmic design and theory). I have been working on specific topics such as variational inequalities and complementarity problems, sparse and low-rank optimization, and first-order methods for large-scale convex programming problems. I am particularly interested in fast solvers for optimization problems arising in data science (e.g., artificial intelligence, virtual reality), scientific computing (e.g., imaging process, control problems), management science (e.g., game theory, network), etc..
My selected papers since 2010 can be found here. More research details can be found at [Google Scholar Citation]. My research has been mainly supported by General Research Fund grants from Hong Kong Research Grants Council since 2009; see the list of grants.
I am serving as an associate editor or editorial board member for the following journals: Computational Optimization and Applications, Set-Valued and Variational Analysis, ESAIM: Control, Optimization and Calculus of Variations, Journal of the Operations Research Society of China, Numerical Mathematics: Theory, Method and Applications, International Journal of Computer Mathematics.
In Spring 2019, I am teaching Math 7503, Topics in Mathematical Programming and Optimization.
Office Hour: 3:30-6:30 pm every Thursday or by appointment.