I will teach a new postgraduate level course “SEEM5121: Numerical Optimization” in the Spring semester 2015 (Jan-Apr 2015). 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.
I am organizing a group meeting every week Thursday afternoon. We are currently studying a survey paper on convex optimization for machine learning. After finishing this paper, we will study a survey
paper about online optimization. Papers on convex optimization will be presented by my students and visitors randomly. Drop me an email if you are interested in joining the meeting.
I am looking for self motivated students, postdoctors 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!
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