Papers

Recent talks

Software packages

1. LogdetPPA: a MATLAB software for log-determinant SDP based on a primal proximal-point algorithm.
   [C.J. Wang, D.F. Sun, and K.C. Toh, Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm, SIAM J. Optimization, 20 (2010), pp. 2994--3013.]
2. PPApack: a MATLAB software for nuclear norm minimization based on proximal-point algorithms.
   [Y.J. Liu, D.F. Sun, and K.C. Toh, An implementable proximal point algorithmic framework for nuclear norm minimization, Mathematical Programming, 133 (2012), pp. 399--436.]
   
3. 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.]
   
4. SDPNAL: a MATLAB software for SDP based on a semi-smooth Newton-CG augmented Lagrangian method.
   [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.]
   
5. 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.]
   
6. QSDP: a MATLAB software for convex quadratic semidefinite programming.
   [K.C. Toh, An inexact primal-dual path-following algorithm for convex quadratic SDP, Mathematical Programming, 112 (2008), pp. 221--254.]
   [K.C. Toh, R.H. Tutuncu, and M.J. Todd, Inexact primal-dual path-following algorithms for a special class of convex quadratic SDP and related problems, Pacific J. Optimization, 3 (2007), pp. 135--164.]
   
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.]

Education

• B.Sc. (Hons) (1990), National University of Singapore
• M.Sc. (1992), Department of Mathematics, National University of Singapore
• Ph.D. (1996), Center for Applied Mathematics, Cornell University

Current interests

• Design, analysis, and implementation of algorithms, as well as applications, of semidefinite, second order cone, and linear programming; and more generally, convex programming.
• Iterative methods for large linear systems of equations.

Some Recent Professional Activities

• [2012-present] Editorial Board Member: Foundations and Trends in Optimization, Now Publishers, Netherlands.
• [2010-present] Editor, Journal of Math-for-Industry.
• [2010-present] Editor, Numerical Algebra, Control and Optimization, a journal published by American Institute of Mathematical Sciences.
• [2008-present] Area Editor (convex optimization), Mathematical Programming Computation. A New Journal of the Mathematical Programming Society and Springer Verlag.
• [2007-present] Associate Editor, SIAM Journal on Optimization.

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• [2012] Cluster Co-Chair (conic programming), The 21th International Symposium of Mathematical Programming, Berlin, Germany, August 19-24, 2012.
• [2011] Organizing Committee, SIAM Conference on Optimization, Darmstadt, Germany, May 16-19, 2011.
• [2010] Organizing Committee, Numerical Methods for Continuous Optimization, IPAM Workshop, UCLA, October 11-15, 2010.
• [2010] Invited Topical Speaker, SIAM Annual Meeting, Pittsburgh, USA, July 12-16, 2010.
• [2009] Cluster Co-Chair (conic optimziation), The 20th International Symposium of Mathematical Programming, Chicago, USA, August 23-28, 2009.
• [2007] Program Committee, Second International Conference on Continuous Optimization, Hamilton, Canada, August 13-16, 2007.
• [2006] Semi-plenary speaker, 19th International Symposium on Mathematical Programming, Rio de Janeiro, Brazil, July 30-Auguat 4, 2006.