Zheng QU

Assistant Professor

Department of Mathematics,
The University of Hong Kong
Room 419, Run Run Shaw Building
Pokfulam Road, Hong Kong
Phone: (852) 2859 2578
Email: zhengqu[at]hku[dot]hk

Research

Papers

Teaching

Talks

Thesis

Research interests:

Big data optimization: randomized coordinate descent (serial, parallel, distributed, accelerated and primal-dual variants), stochastic gradient descent, complexity analysis, convex analysis, algorithm design, high performance computing, random set theory, applications in machine learning.

Optimization, operations research and optimal control: approximate dynamic programming, facility location, semidefinite programming, Hamilton-Jacobi equations, numerical methods, attenuation of the curse of dimensionality.

Nonlinear analysis: ergodicity coefficients, characterization of contraction rates, non-commutative consensus, monotone or non-expansive operators, nonlinear Perron-Frobenius theory, variational analysis, Finsler metric.

Papers & preprints

Journal publications:

O. Fercoq and Z. Qu. Restarting the accelerated coordinate descent method with a rough strong convexity estimate , Computational Optimization and Applications, 2019.

O. Fercoq and Z. Qu. Adaptive restart of accelerated gradient methods under local quadratic growth condition , IMA Journal of Numerical Analysis, 39(4) :2069-2095, 2019, DOI:10.1093/imanum/drz007

Y. Seladji and Z. Qu. Polyhedron overapproximation for complexity reduction in static analysis, International Journal of Computer Mathematics : Computer Systems Theory, 3(4):215-229, 2018. DOI:10.1080/23799927.2018.1535525

J. Konečný, Z. Qu and P. Richtárik. S2CD: semi-stochastic coordinate descent, Optimization Methods and Software, 32:993-1005, 2017. DOI:10.1080/10556788.2017.1298596.

S. Gaubert and Z. Qu. Checking the strict positivity of Kraus maps is NP-hard, Information Processing Letters, 118:35-43, 2017. DOI:10.1016/j.ipl.2016.09.008

Z. Qu and P. Richtárik. Coordinate descent with arbitrary sampling I: algorithms and complexity, Optimization Methods and Software, 31(5):829-857, 2016. DOI:10.1080/10556788.2016.1190360.

Z. Qu and P. Richtárik. Coordinate descent with arbitrary sampling II: expected separable overapproximation, Optimization Methods and Software, 31(5):858-884, 2016. DOI:10.1080/10556788.2016.1190361.

S. Gaubert, Z. Qu and S. Sridharan. Maximizing concave piecewise affine functions on the unitary group, Optimization Letters, 10(4):655–665, 2016. DOI:10.1007/s11590-015-0951-y.

S. Gaubert and Z. Qu. Dobrushin ergodicity coefficient for Markov operators on cones, Integral Equations and Operator Theory, 81(1):127-150, 2015. DOI: 10.1007/s00020-014-2193-2.

Z. Qu. Contraction of Riccati flows applied to the convergence analysis of a max-plus curse of dimensionality free method, SIAM Journal on Control and Optimization, 52(5):2677-2706, 2014. DOI: 10.1137/130906702.

S. Gaubert and Z. Qu. The contraction rate in Thompson metric of order-preserving flows on a cone - application to generalized Riccati equations, Journal of Differential Equations, 256(8):2902-2948, 2014. DOI: 10.1016/j.jde.2014.01.024.

Preprints:

F. Li and Z. Qu. An inexact proximal augmented Lagrangian framework with arbitrary linearly convergent inner solver for composite convex optimization , arXiv:1909.09582.

X. Qian, Z. Qu and P. Richtárik. L-SVRG and L-Katyusha with arbitrary sampling , arXiv:1906.01481.

O. Fercoq and Z. Qu. Restarting accelerated gradient methods with a rough strong convexity estimate , arXiv:1609.07358.

Conference Proceedings (refereed):

M. Akian, S. Gaubert, Z. Qu and O. Saadi. Solving ergodic Markov decision processes and perfect information Zero-sum stochastic games by variance reduced deflated value iteration, in Proc. of the 58th Conference on Decision and Control, 2019

X. Qian, Z. Qu and P. Richtárik. SAGA with arbitrary sampling, ICML, 2019

Z. Qu, P. Richtárik, M. Takáč and O. Fercoq. SDNA: stochastic dual newton ascent for empirical risk minization, ICML, 2016

D. Csiba, Z. Qu and P. Richtárik. Stochastic dual coordinate ascent with adaptive probabilities, ICML, 2015

Z. Qu, P. Richtárik and T. Zhang. Randomized dual coordinate ascent with arbitrary Sampling, NIPS, 2015. Code

O. Fercoq, Z. Qu, P. Richtárik and M. Takáč. Fast distributed coordinate descent for non-strongly convex losses, in Proc. of the 24th IEEE International Workshop on Machine Learning for Signal Processing, Reims, 2014.

Z. Qu. A max-plus based randomized algorithm for solving a class of HJB PDEs, in Proc. of the 53rd IEEE Conference on Decision and Control, pp. 1575 - 1580, Los Angeles, 2014. DOI:10.1109/CDC.2014.7039624

S. Gaubert, Z. Qu and S. Sridharan. Bundle-based pruning in the max-plus curse of dimensionality free method, in Proc. of the 21st International Symposium on Mathematical Theory of Networks and Systems, Groningen, 2014.

S. Gaubert and Z. Qu. Markov operators on cones and non-commutative consensus, in Proc. of the 12th biannual European Control Conference, pp 2693-2700, Zurich, 2013.

Z. Qu. Contraction of Riccati flows applied to the convergence analysis of the max-plus curse of dimensionality free method, in Proc. of the 12th biannual European Control Conference, pp.2226-2231, Zurich, 2013.

S. Gaubert, W. McEneaney and Z. Qu. Curse of dimensionality reduction in max-plus based approximation methods: theoretical estimates and improved pruning algorithms, in Proc. of the 50th IEEE Conference on Decision and Control and European Control Conference, pp.1054-1061, Orlando, 2014. DOI:10.1109/CDC.2011.6161386.

Teaching

University of Hong Kong course title "MATH 2901/3901 Operation Research I", Sep. to Nov. 2018
University of Hong Kong course title "MATH 2603/3603 Probability Theory", Sep. to Nov. 2018
University of Hong Kong course title "MATH 2603/3603 Probability Theory", Sep. to Nov. 2017
University of Hong Kong course title "MATH 2901/3901 Operation Research I", Jan. to Apr. 2017
University of Hong Kong course title "MATH 2603/3603 Probability Theory", Sep. to Nov. 2016
University of Hong Kong course title "MATH 2901/3901 Operation Research I", Jan. to Apr. 2016
University of Hong Kong course title "MATH 2603/3603 Probability Theory", Sep. to Nov. 2015
University of Edinburgh course CORF, course title "Computing for Operational Research and Finance", in charge of 5 lectures and 5 lab sessions for 70 postgraduate students, Sep. to Oct. 2014
Teaching assistant: ENSTA course AO102, course title "Dynamical systems", in charge of 14h practical work sessions for 18 3rd year undergraduate students, Sep. to Nov. 2013
Teaching assistant: ENSTA course AO102, course title "Dynamical systems", in charge of 14h practical work sessions for 18 3rd year undergraduate students, Sep. to Nov. 2012

Conference talks

The sixth International Conference on Continuous Optimization, Berlin, Germany, Aug. 2019. slides

SIAM Conference on Optimization, Vancouver, Canada, May. 2017. slides

The fifth International Conference on Continuous Optimization, Tokyo, Japan, Aug. 2016. slides

2016 Conference on Applied Mathematics , Hong Kong, Aug. 2016. slides

The ninth China-R Conference, Beijing, China, May 2016. slides

2015 International Workshops on Singal Processing, Optimization and Compressed Sensing (SPOC), Guangzhou, China, Dec. 2015.
22nd International Symposium on Mathematical Programming, Pittsburgh, USA, July 2015. slides

32nd International Conference on Machine Learning, Lille, France, July 2015. slides

3rd Optimization and Big Data Workshop, Edinburgh, UK, May 2015. (organizer). slides

53rd Conference on Decision and Control, Los Angeles, USA, December 2014. slides

4th IMA conference on numerical algebra and optimisation, Birmingham, UK, Sep., 2014.

12th European Control Conference, Zurich, Switzerland, July, 2013.

SIAM annual meeting, San Diego, California, U.S.A., July, 2013.

SMAI 2013, Seignosse, France, May, 2013.

PGMO (Program Gaspard Monge pour l'Optimisation et la recherche opérationnelle), monthly seminar, France, Feb., 2013.

Seminar Digiteo, Ecole Polytechnique, France, Mar., 2012.

50th IEEE Conference on Decision and Control, Orlando, U.S.A., Dec., 2011.

Second Monterey Workshop on Computational Issues in Nonlinear Control, Monterey, U.S.A., Nov., 2011.

CV

my CV.

Thesis manuscript

thesis.