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 a small village (where the story of Mo Yan’s award winning novel Red Sorghum took place) located at Gaomi County (高密), 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 constrained problems

Codes for other problems

Recent talks

Selected Publications

Click here for my google scholar page.

Technical Reports

downloadnew arXived here

2017--

2016

 

             Theses of Students:

2015

 

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2014

 

Theses of Students:

2013

 

Theses of Students:

        2012

 

Theses of Students:  

2011

2010

 

Theses of Students:

2009

 

Theses of Students:

2008

2007

2006

 

Theses of Students:

 

2005

 

 

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