Welcome to Defeng Sun's Home Page

 

Defeng SUN (孙德锋)

Professor

Department of Mathematics

National University of Singapore

Republic of Singapore

Optimization

Brief History
Research Interests
Teaching
Recruitments
Professional Activities
MATLAB Codes
Recent talks
Publications

Office:

S17, #08-03

Phone:

+65 6516 3343

Fax:

+65 6779 5452

Email:

[matsundf@nus.edu.sg] or [matsundf@math.nus.edu.sg]

Mail:                                                                                                                              

Department of Mathematics
National University of Singapore
10 Lower Kent Ridge Road
Singapore 119076, Republic of Singapore

Brief History

Born in Gaomi County (高密县), Shandong Province, China. BSc (1989) from Nanjing University, China, majoring in Computational Mathematics; MSc (1992) also from Nanjing University, working on Variational Inequalities under the supervision of Professor Bingsheng He and Stochastic Optimization under the supervision of Professor Jinde Wang; PhD (1995) from Institute of Applied Mathematics, Chinese Academy of Sciences under the supervision of Professor Jiye Han focusing on Nonsmooth Equations and Optimization; Visiting Fellow, Research Associate and then Australian Postdoctoral Fellow, the University of New South Wales, Australia (1995-2000) all working in the area of Optimization; I have been with Department of Mathematics, National University of Singapore since December 2000 as Assistant Professor (--December 2005)/Associate Professor (January 2006--June 2009)/Professor (July 2009--). I also worked for Risk Management Institute (RMI) as Deputy Director, Research (August 2009-August 2014) and its acting program director to Masters of Financial Engineering (March –June, 2014).

Recent Research Interests

Teaching

Recruitments

Professional Activities

Codes in Matlab and others

Codes for nearest (covariance) correlation matrix problems

Codes under the Matrix Optimization (MatOpt) Project

 

[L.Q. Yang, D.F. Sun, and K.C. Toh, SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints, Mathematical Programming Computation, 7 (2015), pp. 331-366.]

[X.Y. Zhao, D.F. Sun, and K.C. Toh, A Newton-CG augmented Lagrangian method for semidefinite programming, SIAM J. Optimization, 20 (2010), pp. 1737--1765.]

Codes for rank constrainted problems

Codes for other problems

Recent talks

Selected Publications

Click here for my google scholar page.

Technical Reports

downloadnew arXived here

Unpublished Technical Reports

 

2015-2016

 

·         Liang Chen, Defeng Sun, and Kim Chuan Toh, “An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming”, May 2015. Mathematical Programming XXX (2016) DOI 10.1007/s10107-016-1007-5. arXiv:1506.00741.

·         Defeng Sun, Kim Chuan Toh, and Liuqin Yang, “An efficient inexact ABCD method for least squares semidefinite programming”, May 2015, PDF version.pdf, SIAM Journal on Optimization 26 (2016) 1072--1100. Detailed computational results for over 600 problems tested in the paper.

·         Ying Cui, Xudong Li, Defeng Sun, and Kim Chuan Toh, “On the convergence properties of a majorized ADMM for linearly constrained convex optimization problems with coupled objective functions”( Dedicated to Lucien Polak on the occasion of his 85th birthday), February 2015, PDF version.pdf Journal of Optimization Theory and Applications 169 (2016) 1013--1041.

·         Min Li, Defeng Sun, and Kim Chuan Toh, “A majorized ADMM with indefinite proximal terms for linearly constrained convex composite optimization”, December 2014, PDF version.pdf, SIAM Journal on Optimization 26 (2016) 922--950.

·         Weimin Miao, Shaohua Pan, and Defeng Sun, “A rank-corrected procedure for matrix completion with fixed basis coefficients’’, November 2012, PDF version.pdf Mathematical Programming XXX (2016) DOI 10.1007/s10107-015-0961-7.

·         Caihua Chen, Yong-Jin Liu, Defeng Sun, and Kim Chuan Toh, “A semismooth Newton-CG dual proximal point algorithm for matrix spectral norm approximation problems’’, November 2012, PDF version SNDPPA-7.pdf Mathematical Programming 155 (2016) 435–470.

·         Xudong Li, Defeng Sun, and Kim Chuan Toh, “A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions’’, arXiv:1409.2679, arXiv:1409.2679, Final version Mathematical Programming 155 (2016) 333-373.

·         Ying Cui, Chenlei Leng, and Defeng Sun, “Sparse estimation of high-dimensional correlation matrices”, Computational Statistics & Data Analysis Vol. 93 (2016) 390–403.

·         Liuqin Yang, Defeng Sun, and Kim Chuan Toh, “SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints”, SDPNAL+ Mathematical Programming Computation   Vol. 7, Issue 3 (2015) 331–366. Detailed computational results for over 500 problems tested in the paper.

·         Min Li, Defeng Sun, and Kim Chuan Toh, “A convergent 3-block semi-proximal ADMM for convex minimization problems with one strongly convex block’’, arXiv:1410.7933, arXiv:1410.7933, Final PDF version Asia-Pacific Journal of Operational Research 32 (2015) 1550024 (19 pages).

·         Defeng Sun, Kim Chuan Toh, and Liuqin Yang, “A convergent 3-block semi-proximal alternating direction method of multipliers for conic programming with 4-type constraints”, AConvergent3-BlockADMM SIAM Journal on Optimization Vol. 25, No. 2 (2015) 882–915. Detailed computational results for over 400 problems tested in the paper.

 

 

           Theses of Students:

2013-2014

 

Theses of Students:

2011-2012 

 

Theses of Students:  

 

2009-2010

 

Theses of Students:

2007-2008

2005-2006

 

Theses of Students:

2004

 

Theses of Students:

2003

2002

2001

2000

1999

1998

1997

1996

1995 

 

 

1994

1993

D. Sun, ``Projected extragradient method for finding saddle points of general convex programming'', Qufu Shifan Daxue Xuebao Ziran Kexue Ban 19:4 (1993) 10--17.

Return to:    Department of Mathematics,  NUS.


Last Modified: February 5, 2016
Defeng Sun, Department of Mathematics, National University of Singapore