Welcome to Defeng Sun's Home Page

 

Defeng SUN (孙德锋)

Professor

Department of Mathematics

National University of Singapore

Republic of Singapore

Brief History
Research Interests
Teaching
Recruitments
Professional Activities
MATLAB Codes
Some old 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

Some old talks

Selected Publications

Click here for my google scholar page.

Technical Reports

downloadnew click here for the arXived

2017--

·         Chao Ding, Defeng Sun, Jie Sun, and Kim Chuan Toh, “Spectral operators of matrices”,  Mathematical Programming 16X (2017) XXX-XXX. [DOI: 10.1007/s10107-017-1162-3]. Revised from the first part of https://arxiv.org/abs/1401.2269, January 2014.

·         Deren Han, Defeng Sun, and Liwei Zhang, “Linear rate convergence of  the alternating direction method of multipliers for convex composite programming’’, Mathematics of Operations Research 42 (2017) XXX—XXX. [Revised from the first part of arXiv:1508.02134, August 2015.]

·         Chao Ding, Defeng Sun, and Liwei Zhang, “Characterization of the robust isolated calmness for a class of conic programming problems”, arXiv:1601.07418. SIAM Journal on Optimization 27 (2017) 67--90.

·         Liang Chen, Defeng Sun, and Kim Chuan Toh, “A note on the convergence of ADMM for linearly constrained convex optimization problems,  arXiv:1507.02051. Computational Optimization and Applications 66 (2017) 327--343.  [In this note a counterexample is designed to show that the convergence analysis of ADMM in Boyd et al. (Found Trends Mach Learn 3(1):1–122, 2011) is incorrect with a correct proof supplied].

·         Liang Chen, Defeng Sun, and Kim Chuan Toh, “An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming”, arXiv:1506.00741. Mathematical Programming 161 (2017) 237—270. DOI 10.1007/s10107-016-1007-5.

 

Theses of Students:

 

2016

 

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2015

 

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2014

 

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2013

 

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        2012

 

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2011

2010

 

Theses of Students:

2009

 

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2008

2007

2006

 

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2005

 

 

Theses of Students:

2004

 

 

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2003

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1999

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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: January 14, 2017
Defeng Sun, Department of Mathematics, National University of Singapore