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陈亮

发布时间:2020-07-01 16:34    浏览次数:    来源:

陈亮

Liang Chen, Ph.D.

 

职称/ Position: 助理教授/ Assistant professor

地址/Address: 湖南省长沙市湖南大学数学学院

        School of Mathematics, Hunan University, Changsha 410082, P.R. China

办公室/Office: 417

Email: chl@hnu.edu.cn

 

主要研究方向/ Research Area

运筹学/数学优化/线性与非线性规划/凸优化/矩阵优化/统计优化

Operations Research, Mathematical/Computational Optimization, especially Linear and Nonlinear Programming, Convex Programming, Matrix Optimization, Statistical Optimization

 

教育背景/Education

2005.9--2009.6 (B.S.) College of Mathematics and Econometrics, Hunan University

2009.9--2016.12 (Ph.D.) College of Mathematics and Econometrics, Hunan University

2013.8--2015.8 (Joint Ph.D., sponsored by CSC) Department of Mathematics, National University of Singapore

 

工作经历/Previous Positions

2017.2--2017.7 Research Fellow, Department of Mathematics, National University of Singapore (with Prof. Kim-Chuan Toh)

2017.9--2019.9 Postdoctoral Fellow, Department of Applied Mathematics, the Hong Kong Polytechnic University (with Prof. Defeng Sun)

 

主要学术论文/Representative Publications

[1] Liang Chen, Anping Liao: On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints, Journal of Optimization Theory and Applications, 2015, online, DOI: 10.1007/s10957-015-0842-5

[2] Liang Chen, Defeng Sun, and Kim-Chuan Toh: An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming, Mathematical Programming, 2017, 161(1): 237—270

[3] Liang Chen, Defeng Sun, and Kim-Chuan Toh: A note on the convergence of ADMM for linearly constrained convex optimization problems, Computational Optimization and Applications, 2017, 66(2): 327—343

[4] Yunhai Xiao, Liang Chen, and Donghui Li: A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming, Mathematical Programming Computation, 2018, 10(4): 533—555

[5] Liang Chen, Defeng Sun, and Kim-Chuan Toh: Some problems on the Gauss-Seidel iteration method in degenerate cases, Journal on Numerical Methods and Computer Applications, 2019, 40: 98—110 (in Chinese)

[6] Liang Chen, Defeng Sun, Kim-Chuan Toh, and Ning Zhang: A unified algorithmic framework of symmetric Gauss-Seidel decomposition based proximal ADMMs for convex composite programming, Journal of Computational Mathematics, 2019, 37: 739—757

[7] Liang Chen, Xudong Li, Defeng Sun, and Kim-Chuan Toh: On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming, Mathematical Programming, 2019, online, DOI: 10.1007/s10107-019-01423-x

[8] Xin-Yuan Zhao, Liang Chen: On the linear and asymptotically superlinear convergence rates of the augmented Lagrangian method with a practical relative error criterion (Dedicated to Professor Minyi Yue on the occasion of his 100th birthday), Asia-Pacific Journal of Operational Research, 2020, online, DOI: 10.1142/S0217595920400011

Recent Preprints

[9] Liang Chen, Xiaokai Chang, and Sanyang Liu: A three-operator splitting perspective of a three-block ADMM for convex quadratic semidefinite programming and beyond (Dedicated to Professor Minyi Yue on the occasion of his 100th birthday), Asia-Pacific Journal of Operational Research, 2020, online, 2020, DOI: 10.1142/S0217595920400096

Preprints:

[1] Hailin Sun, Dali Zhang, Soon-Yi Wu, and Liang Chen: A modified exchange algorithm for distributional robust optimization and applications in risk management, 2020

 

科研课题/Research Grants

主持/PI:

1. 一类含有双正则项的大规模凸约束优化问题的两阶段增广拉格朗日法, 国家自然科学基金--青年基金 (11801158) 2019.01--2021.12

2. 大规模一致性凸优化问题的分散及分布式计算, 湖南省自然科学基金--青年基金(2019JJ50040) 2019.1--2021.12

 

主研/Major Participant:

1. 压缩传感中CS矩阵的构造理论与信号重构的快速算法, 国家自然科学基金--面上项目 (11271117) 2013.1--2016.12

2. 两类自对偶锥上的最大最小互补特征值问题研究, 国家自然科学基金--面上项目 (11871205) 2019.1--2022.12

3. 非常规油藏模拟中的变分不等式模型与大规模并行算法的研究, 国家自然科学基金--面上项目 (11971006) 2020.1--2023.12

4. 低秩张量优化理论方法及应用研究, 国家自然科学基金--面上项目 (11971159) 2020.1--2023.12

 

会议报告/Conference Talks

1. Some Augmented Lagrangian Function Based Methods for Constrained Optimization, 中国工业与应用数学学会第十四届学术年会 (2016), 湘潭市

2. Implementation of an ADMM-type First-Order Method for Convex Composite Conic Programming, SIAM Conference on Applied Linear Algebra (2018), Hong Kong

3. A Unified Algorithmic Framework of Symmetric Gauss-Seidel Decomposition Based Proximal ADMMs for Convex Composite Programming, 中国运筹学会第十二届全国数学优化学术会议暨第六次数学规划分会代表大会 (2019), 南京市

4. On the Equivalence of Inexact Proximal ALM and ADMM for a Class of Convex Composite Programming, 2019年沪渝湘运筹学会联合年会, 上海市

 

主要教授课程/Teaching

运筹学()/Operations Research (for undergraduate students) [2019(Fall), 2020(Fall)]

高等数值分析()/Advanced Numerical Analysis (for graduate students) [2019(Fall), 2020(Fall)]

矩阵反问题()/Matrix Inverse Problems (for graduate students) [2020(Spring)]

 

学术活动/Academic Activities

湖南省计算数学与应用软件学会理事

美国工业与应用数学学会(SIAM)会员

中国运筹学会会员

中国工业与应用数学学会会员

Math. Program., Math. Program. Comput., SIAM J. Optim., Comput. Optim. Appl., Optim. Method Softw., Asia-Pac. J. Oper. Res., Pac. J. Optim., Optim. Lett., Sci. China Math., J. Comput. Math., Calcolo 等运筹学及最优化方向主流期刊的审稿人

 

*Updated on July 1, 2020

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