Home page: TOH Kim Chuan
Dr. TOH Kim Chuan
Provost's Chair, Professor, Department of Mathematics
Department of Analytics & Operations (courtesy appointment)
Department Statistics and Applied Probability (courtesy appointment)
National University of Singapore
Blk S17, 10 Lower Kent Ridge Road, Singapore 119076, Singapore
Phone: (65) 65162935
Email: mattohkc...................
.........................@nus.edu.sg

Papers

Software packages

  1. SDPT3: a MATLAB software for semidefinite-quadratic-linear programming.
    [K.C. Toh, M.J. Todd, and R.H. Tutuncu, SDPT3 --- a Matlab software package for semidefinite programming, Optimization Methods and Software, 11 (1999), pp. 545--581.]
    [R.H Tutuncu, K.C. Toh, and M.J. Todd, Solving semidefinite-quadratic-linear programs using SDPT3, Mathematical Programming, 95 (2003), pp. 189--217.]
  2. SDPNAL+: a MATLAB software for semidefinite programming with bound constraints.
    [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, Mathemtical 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.]
  3. LassoNAL: a MATLAB software for lasso regularized linear least squares problems based on a semismooth Newton augmented Lagrangian method.
    [Xudong Li, Defeng Sun, and Kim-Chuan Toh, A highly efficient semismooth Netwon augmented Lagrangian method for solving Lasso problems, SIAM J. Optimization, in print.]
  4. DWDLarge: a MATLAB software for large scale distance weighted discrimination problems.
    [Xin-Yee Lam, J.S. Marron, Defeng Sun, and Kim-Chuan Toh, Fast algorithms for large scale generalized distance weighted discrimination, J. Computational and Graphical Statistics, in print.]
  5. NNLS: a MATLAB software for nuclear norm regularized least squares problems based on an accelerated proximal gradient method.
    [K.C. Toh, and S.W. Yun An accelerated proximal gradient algorithm for nuclear norm regularized least squares problems, Pacific J. Optimization, 6 (2010), pp. 615--640.]
  6. DISCO: a MATLAB software for distributed conformation of anchor-free graph realizaton problems with applications to molecular conformation.
    [N.-H. Z. Leung and K.-C. Toh, An SDP-based divide-and-conquer algorithm for large scale noisy anchor-free graph realization, SIAM J. Scientific Computing, 31 (2009), pp. 4351--4372.]
    [X.Y. Fang and K.C. Toh, Using a distributed SDP approach to solve simulated protein molecular conformation problems, in Distance Geometry: Theory, Methods, and Applications, A. Mucherino, C. Lavor, L. Liberti, and N. Maculan eds., Springer, 2013, pp. 351--376.]
  7. SNLSDP: a MATLAB software for sensor network localization.
    [P. Biswas, T.-C. Liang, K.-C. Toh, T.-C. Wang, and Y. Ye, Semidefinite programming approaches for sensor network localization with noisy distance measurements, IEEE Transactions on Automation Science and Engineering, 3 (2006), pp. 360--371.]
  8. SPINCOVSE: a MATLAB software for sparse inverse covariance selection.
    [Lu Li and K.C. Toh An inexact interior point method for L1-regularized sparse covariance selection, Mathematical Programming Computation, 2 (2010), pp. 291--315.]
    Real data (Lymph node, Estrogen receptor, Arabidopsis thaliana, Leukemia, Hereditary breast cancer) used in the paper.
  9. RRF2D: a MATLAB software for computing the Sobolev regularity of 2D refinable functions.
    Note: it requires the function fminunc in MATLAB Optimization Toolbox to work.
    [A. Ron, Z.W. Shen, and K.C. Toh, Computing the Sobolev regularity of refinable functions by the the Arnoldi Method, SIAM J. Matrix Analysis and Applications, 23 (2001), pp. 57--76.]

Education

Current interests

Some Recent Professional Activities