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Assistant ProfessorDepartment 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 |
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Research interests:
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 75, 63-91, 2020, DOI:10.1007/s10589-019-00137-2
- 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:
- M. Akian, S. Gaubert, Z. Qu and O. Saadi. Multiply Accelerated Value Iteration for Non-Symmetric Affine Fixed Point Problems and application to Markov Decision Processes, arXiv:2009.10427.
- M. Lu and Z. Qu. An adaptive proximal point algorithm framework and application to large-scale optimization, arXiv:2008.08784.
- 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. . 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.