I will continue teaching the postgraduate level course “SEEM5121: Numerical Optimization” in the Spring semester 2016 (Jan-Apr 2016). The course will cover optimization algorithms such as gradient projection method,
proximal gradient method, accelerated first-order method, operator-splitting and alternating direction methods, (block) coordinate descent method, randomized first-order method etc. Applications of these
algorithms in big data analytics, machine learning, statistics and image processing etc will also be discussed. Feel free to drop me an email if you are interested in learning
more about this course. [course website for Spring 2015]
I am organizing a group meeting on Monday afternoon every week. We study various research topics on convex optimization, online optimization, stochastic optimization and their applications in big data
analytics, machine learning, statistical learning, image processing, signal processing etc.
Papers will be presented by my students and visitors randomly. Everyone is welcome to join our meeting if you find the topics interesting. Drop me an email if you are interested in joining the meeting.
I am looking for self motivated students, postdoctoral fellows and research assistants with solid mathematical background to work with me on optimization and applications in big data analytics, statistics, machine learning,
signal processing, image processing, data mining etc. Drop me an email if you are interested. Visiting scholars are welcome at any time!
I work on theory and algorithm of optimization and its various applications. Currently, I focus on theory and algorithms for structured convex optimization, first-order methods, stochastic optimization, polynomial and tensor optimization,
and applications arising from big data analytics, machine learning, statistics, image processing, signal processing, bioinformatics etc.
Department of Systems Engineering and Engineering Management
Room 508, William M.W. Mong Engineering Building
The Chinese University of Hong Kong
Tel: (852) 3943-8240
Fax: (852) 2603-5505
Email: sqma at se.cuhk.edu.hk