Anthony Man-Cho So

Assistant Dean (Student Affairs), Faculty of Engineering
Associate Professor, Department of Systems Engineering and Engineering Management
Associate Professor (By Courtesy), CUHK-BGI Innovation Institute of Trans-omics
The Chinese University of Hong Kong


"Die sich des Vergangenen nicht erinnern,
sind dazu verurteilt,
es noch einmal zu erleben."
George Santayana (1863-1952)


Teaching

Current Term (2014-15 First Term)

Previous Terms


Publications

Journal Articles

  1. Kun-Yu Wang, Anthony Man-Cho So, Tsung-Hui Chang, Wing-Kin Ma, Chong-Yung Chi. Outage Constrained Robust Transmit Optimization for Multiuser MISO Downlinks: Tractable Approximations by Conic Optimization. Accepted for publication in IEEE Transactions on Signal Processing, 2014.

  2. Ke Hou, Anthony Man-Cho So. Hardness and Approximation Results for Lp-Ball Constrained Homogeneous Polynomial Optimization Problems. Accepted for publication in Mathematics of Operations Research, 2014. [pdf]

  3. Qiang Li, Wing-Kin Ma, Anthony Man-Cho So. A Safe Approximation Approach to Secrecy Outage Design for MIMO Wiretap Channels. IEEE Signal Processing Letters (2014) 21(1):118-121. [pdf]

  4. Sissi Xiaoxiao Wu, Wing-Kin Ma, Anthony Man-Cho So. Physical-Layer Multicasting by Stochastic Transmit Beamforming and Alamouti Space-Time Coding. IEEE Transactions on Signal Processing (2013) 61(17):4230-4245. [pdf] [Companion Technical Report]

  5. Anthony Man-Cho So, Ying Jun (Angela) Zhang. Distributionally Robust Slow Adaptive OFDMA with Soft QoS via Linear Programming. IEEE Journal on Selected Areas in Communications (2013) 31(5):947-958 (Special Issue on Spectrum and Energy Efficient Design of Wireless Communication Networks). [pdf]

  6. Sin-Shuen Cheung, Anthony Man-Cho So, Kuncheng Wang. Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization. SIAM Journal on Optimization (2012) 22(4):1394-1430. [pdf]

  7. Anthony Man-Cho So. Moment Inequalities for Sums of Random Matrices and Their Applications in Optimization. Mathematical Programming, Series A (2011) 130(1):125-151. [pdf]

  8. Anthony Man-Cho So. Deterministic Approximation Algorithms for Sphere Constrained Homogeneous Polynomial Optimization Problems. Mathematical Programming, Series B (2011) 129(2):357-382. [pdf]

  9. Ying Jun (Angela) Zhang, Anthony Man-Cho So. Optimal Spectrum Sharing in MIMO Cognitive Radio Networks via Semidefinite Programming. IEEE Journal on Selected Areas in Communications (2011) 29(2):362-373 (Special Issue on Advances in Cognitive Radio Networking and Communications). [pdf]

  10. Zhisu Zhu, Anthony Man-Cho So, Yinyu Ye. Universal Rigidity and Edge Sparsification for Sensor Network Localization. SIAM Journal on Optimization (2010) 20(6):3059-3081. [pdf]

  11. William Wei-Liang Li, Ying Jun (Angela) Zhang, Anthony Man-Cho So, Moe Z. Win. Slow Adaptive OFDMA Systems through Chance Constrained Programming. IEEE Transactions on Signal Processing (2010) 58(7):3858-3869. [pdf]

  12. Zhi-Quan Luo, Wing-Kin Ma, Anthony Man-Cho So, Yinyu Ye, Shuzhong Zhang. Semidefinite Relaxation of Quadratic Optimization Problems. IEEE Signal Processing Magazine (2010) 27(3):20-34. [pdf]

  13. Anthony Man-Cho So, Jiawei Zhang, Yinyu Ye. Stochastic Combinatorial Optimization with Controllable Risk Aversion Level. Mathematics of Operations Research (2009) 34(3):522-537. [pdf]

  14. Anthony Man-Cho So, Yinyu Ye, Jiawei Zhang. A Unified Theorem on SDP Rank Reduction. Mathematics of Operations Research (2008) 33(4):910-920. [pdf]

  15. Anthony Man-Cho So, Jiawei Zhang, Yinyu Ye. On Approximating Complex Quadratic Optimization Problems via Semidefinite Programming Relaxations. Mathematical Programming, Series B (2007) 110(1):93-110 (Special issue on IPCO 2005). [SpringerLink]

  16. Anthony Man-Cho So, Yinyu Ye. Theory of Semidefinite Programming for Sensor Network Localization. Mathematical Programming, Series B (2007) 109(2-3):367-384. [SpringerLink]

Refereed Conference Articles

  1. Qiang Li, Wing-Kin Ma, Anthony Man-Cho So. Robust Artificial Noise-Aided Transmit Optimization for Achieving Secrecy and Energy Harvesting. Proceedings of the 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2014), pp. 1596-1600, 2014. [pdf]

  2. Shuai Ma, Anthony Man-Cho So, Kehu Yang. Robust Beamforming in Two-Way Relay Networks: Quartically Perturbed Chance Constrained Formulation and Tractable Approximation. Proceedings of the 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2014), pp. 2734-2738, 2014. [pdf]

  3. Qiang Li, Anthony Man-Cho So, Wing-Kin Ma. Distributionally Robust Chance-Constrained Transmit Beamforming for Multiuser MISO Downlink. Proceedings of the 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2014), pp. 3479-3483, 2014. [pdf]

  4. Sissi Xiaoxiao Wu, Qiang Li, Wing-Kin Ma, Anthony Man-Cho So. Robust Transmit Designs for an Energy Harvesting Multicast System. Proceedings of the 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2014), pp. 4748-4752, 2014. [pdf]

  5. Ke Hou, Zirui Zhou, Anthony Man-Cho So, Zhi-Quan Luo. On the Linear Convergence of the Proximal Gradient Method for Trace Norm Regularization. Advances in Neural Information Processing Systems 26: Proceedings of the 2013 Conference (NIPS 2013), pp. 710-718, 2013. [pdf] [Supplementary Material]

  6. Senshan Ji, Sissi Xiaoxiao Wu, Anthony Man-Cho So, Wing-Kin Ma. Multi-Group Multicast Beamforming in Cognitive Radio Networks via Rank-Two Transmit Beamformed Alamouti Space-Time Coding. Proceedings of the 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2013), pp. 4409-4413, 2013. [pdf]

  7. Senshan Ji, Kam-Fung Sze, Zirui Zhou, Anthony Man-Cho So, Yinyu Ye. Beyond Convex Relaxation: A Polynomial-Time Non-Convex Optimization Approach to Network Localization. Proceedings of the 32nd IEEE International Conference on Computer Communications (INFOCOM 2013), pp. 2499-2507, 2013. [pdf]

  8. Xiao-Ming Wu, Zhenguo Li, Anthony Man-Cho So, John Wright, Shih-Fu Chang. Learning with Partially Absorbing Random Walks. Advances in Neural Information Processing Systems 25: Proceedings of the 2012 Conference (NIPS 2012), pp. 3086-3094, 2012. [pdf] [Supplementary Material]

  9. Sissi Xiaoxiao Wu, Anthony Man-Cho So, Wing-Kin Ma. Rank-Two Transmit Beamformed Alamouti Space-Time Coding for Physical-Layer Multicasting. Proceedings of the 2012 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2012), pp. 2793-2796, 2012. [pdf]

  10. Qiang Li, Wing-Kin Ma, Anthony Man-Cho So. Safe Convex Approximation to Outage-Based MISO Secrecy Rate Optimization under Imperfect CSI and with Artificial Noise. Proceedings of the 45th Annual Asilomar Conference on Signals, Systems, and Computers, pp. 207-211, 2011. [pdf]

  11. Hoi-To Wai, Wing-Kin Ma, Anthony Man-Cho So. Cheap Semidefinite Relaxation MIMO Detection Using Row-by-Row Block Coordinate Descent. Proceedings of the 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2011), pp. 3256-3259, 2011. [pdf]

  12. Kun-Yu Wang, Tsung-Hui Chang, Wing-Kin Ma, Anthony Man-Cho So, Chong-Yung Chi. Probabilistic SINR Constrained Robust Transmit Beamforming: A Bernstein-Type Inequality Based Conservative Approach. Proceedings of the 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2011), pp. 3080-3083, 2011. [pdf]

  13. Zhisu Zhu, Anthony Man-Cho So, Yinyu Ye. Universal Rigidity: Towards Accurate and Efficient Localization of Wireless Networks. Proceedings of the 29th IEEE Conference on Computer Communications (INFOCOM 2010), 2010. [pdf]

  14. Anthony Man-Cho So. Probabilistic Analysis of the Semidefinite Relaxation Detector in Digital Communications. Proceedings of the 21st Annual ACM-SIAM Symposium on Discrete Algorithms (SODA 2010), pp. 698-711, 2010. [pdf]

  15. Xiao-Ming Wu, Anthony Man-Cho So, Zhenguo Li, Shuo-Yen Robert Li. Fast Graph Laplacian Regularized Kernel Learning via Semidefinite-Quadratic-Linear Programming. Advances in Neural Information Processing Systems 22: Proceedings of the 2009 Conference (NIPS 2009), pp. 1964-1972, 2009. [pdf]

  16. Anthony Man-Cho So. On the Performance of Semidefinite Relaxation MIMO Detectors for QAM Constellations. Proceedings of the 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2009), pp. 2449-2452, 2009. [pdf]

  17. Anthony Man-Cho So. Improved Approximation Bound for Quadratic Optimization Problems with Orthogonality Constraints. Proceedings of the 20th Annual ACM-SIAM Symposium on Discrete Algorithms (SODA 2009), pp. 1201-1209, 2009. [pdf]

  18. Samuel Ieong, Anthony Man-Cho So, Mukund Sundararajan. Stochastic Mechanism Design. Proceedings of the 3rd Workshop on Internet and Network Economics (WINE 2007), LNCS 4858, pp. 269-280, 2007. [pdf]

  19. Mark Peters, Anthony Man-Cho So, Yinyu Ye. Pari-mutuel Markets: Mechanisms and Performance. Proceedings of the 3rd Workshop on Internet and Network Economics (WINE 2007), LNCS 4858, pp. 82-95, 2007. [SpringerLink]

  20. Anthony Man-Cho So, Jiawei Zhang, Yinyu Ye. Stochastic Combinatorial Optimization with Controllable Risk Aversion Level. Proceedings of the 9th International Workshop on Approximation Algorithms for Combinatorial Optimization Problems (APPROX 2006), LNCS 4110, pp. 224-235, 2006. [pdf]

  21. Anthony Man-Cho So, Yinyu Ye. A Semidefinite Programming Approach to Tensegrity Theory and Realizability of Graphs. Proceedings of the 17th Annual ACM-SIAM Symposium on Discrete Algorithms (SODA 2006), pp. 766-775, 2006. [pdf]

  22. Anthony Man-Cho So, Yinyu Ye. On Solving Coverage Problems in a Wireless Sensor Network Using Voronoi Diagrams. Proceedings of the 1st Workshop on Internet and Network Economics (WINE 2005), LNCS 3828, pp. 584-593, 2005. [pdf]

  23. Anthony Man-Cho So, Jiawei Zhang, Yinyu Ye. On Approximating Complex Quadratic Optimization Problems via Semidefinite Programming Relaxations. Proceedings of the 11th Conference on Integer Programming and Combinatorial Optimization (IPCO XI), LNCS 3509, pp. 125-135, 2005. [pdf]

  24. Jaewon Shin, Anthony Man-Cho So, Leonidas Guibas. Supporting Group Communication among Interacting Agents in Wireless Sensor Networks. Proceedings of the 2005 IEEE Wireless Communications and Networking Conference (WCNC 2005), Vol. 4, pp. 2375-2380, 2005. [pdf]

  25. Anthony Man-Cho So, Yinyu Ye. Theory of Semidefinite Programming for Sensor Network Localization. Proceedings of the 16th Annual ACM-SIAM Symposium on Discrete Algorithms (SODA 2005), pp. 405-414, 2005. [pdf]

Tutorials

  1. Anthony Man-Cho So. Convex Optimization and Its Applications in Signal Processing. Tutorial presented at the 2nd IEEE China Summit and International Conference on Signal and Information Processing (ChinaSIP 2014), 2014.

  2. Wing-Kin (Ken) Ma, Anthony Man-Cho So. Semidefinite Relaxation: From Theory to Applications to Latest Advances. Tutorial presented at the 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2014), 2014.

  3. Wing-Kin (Ken) Ma, Anthony Man-Cho So. Classical Applications and Recent Developments of Semidefinite Relaxation in Signal Processing and Communications. Tutorial presented at the 2012 International Conference on Signal Processing, Communications and Computing (ICSPCC 2012), 2012.

  4. Wing-Kin (Ken) Ma, Anthony Man-Cho So. Semidefinite Relaxation of Nonconvex Quadratic Optimization: A Key Technique in Signal Processing and Communications. Tutorial presented at the 2011 European Signal Processing Conference (EUSIPCO 2011), 2011.

Newsletters

  1. Anthony Man-Cho So. Probability Inequalities for Sums of Random Matrices and Their Applications in Optimization. INFORMS OS Today 1(1):10-11, 2011. [pdf]

  2. Ying Jun (Angela) Zhang, Anthony Man-Cho So. Chance Constrained Programming with Application to Slow Adaptive OFDMA Systems. IEEE Multimedia Communications Technical Committee E-Letter 5(4):29-31, 2010. [pdf]

  3. Samuel Ieong, Mukund Sundararajan, Anthony Man-Cho So. Mechanism Design for Stochastic Optimization Problems. ACM SIGecom Exchanges 7(1):52-54, 2007. [pdf]

Book Chapters

  1. Zhisu Zhu, Anthony Man-Cho So, Yinyu Ye. Fast and Near-Optimal Matrix Completion via Randomized Basis Pursuit. Fifth International Congress of Chinese Mathematicians, AMS/IP Studies in Advanced Mathematics, Volume 51 (Ji, Poon, Yang and Yau eds.), pp. 859-882, American Mathematical Society and International Press, 2012. [pdf]

  2. Shuguang Cui, Anthony Man-Cho So, Rui Zhang. Unconstrained and Constrained Optimization Problems. Mathematical Foundations for Signal Processing, Communications, and Networking (Chen, Rajan and Serpedin eds.), Chapter 14, CRC Press, 2012.

  3. Anthony Man-Cho So. Semidefinite Optimization Applications. Wiley Encyclopedia of Operations Research and Management Science (Cochran ed.), John Wiley & Sons, Inc., 2011. [pdf] [Wiley]

  4. Anthony Man-Cho So, Yinyu Ye. Probabilistic Analysis of Semidefinite Relaxation Detectors for Multiple-Input Multiple-Output Systems. Convex Optimization in Signal Processing and Communications (Palomar and Eldar eds.), pp. 166-191, Cambridge University Press, 2010.

  5. Anthony Man-Cho So, Yinyu Ye. Graph Realization via Semidefinite Programming. Encyclopedia of Optimization, Second Edition (Floudas and Pardalos eds.), pp. 1453-1460, Springer Science+Business Media, LLC, 2009.

  6. Anthony Man-Cho So, Yinyu Ye, Jiawei Zhang. On Analyzing Semidefinite Programming Relaxations of Complex Quadratic Optimization Problems. Handbook of Approximation Algorithms and Metaheuristics (Gonzalez ed.), Chapter 8, Chapman & Hall/CRC, 2007.

  7. Anthony Man-Cho So, Yinyu Ye, Jiawei Zhang. Greedy Algorithms for Metric Facility Location Problems. Handbook of Approximation Algorithms and Metaheuristics (Gonzalez ed.), Chapter 39, Chapman & Hall/CRC, 2007.

Thesis

  1. Anthony Man-Cho So. A Semidefinite Programming Approach to the Graph Realization Problem: Theory, Applications and Extensions. PhD Dissertation, Stanford University, 2007. [pdf]

Working Papers

  1. Gang Wang, Anthony Man-Cho So, Youming Li. Robust Convex Approximation Methods for TDOA-Based Localization under NLOS Conditions. Preprint, 2014. [pdf]

  2. Man-Chung Yue, Anthony Man-Cho So. A Perturbation Inequality for the Schatten p-Quasi-Norm and Its Applications in Low-Rank Matrix Recovery. Preprint, 2014. [pdf]

  3. Anthony Man-Cho So. Non-Asymptotic Convergence Analysis of Inexact Gradient Methods for Machine Learning Without Strong Convexity. Preprint, 2013. [pdf]

  4. Anthony Man-Cho So. Non-Asymptotic Performance Analysis of the Semidefinite Relaxation Detector in Digital Communications. (Full version of the paper Probabilistic Analysis of the Semidefinite Relaxation Detector in Digital Communications.) Preprint, 2010. [pdf]


Contact Information

Room 604 William M. W. Mong Engineering Building
The Chinese University of Hong Kong
Shatin, New Territories
Hong Kong

manchoso at se.cuhk.edu.hk