Home page: TOH Kim Chuan
Dr. TOH Kim Chuan
Provost's Chair, Professor,
Department of Mathematics
Department of Analytics & Operations (courtesy appointment)
National University of Singapore
Blk S17,
10 Lower Kent Ridge Road,
Singapore 119076,
Singapore
Phone: (65) 65162935
Email: mattohkc...................
.........................@nus.edu.sg
Software packages
- 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.]
- 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.]
- 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.]
- 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.]
- 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.]
- 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.]
- 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.
- 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
- Matrix Optimization Problems: algorithms, applications, and theory.
In particular, large scale semidefinite programming.
- Fast algorithms for large scale statistical and machine learning problems.
- Iterative methods for large linear systems of equations, especially those arising in optimization.
Some Recent Professional Activities
- [2014-2016] Secretary,
SIAM Activity Group on Optimization.
- [2014-present] Subject Editor: Optimization and Engineering, Springer.
- [2013-present]
Editor,
Pacific Journal of Mathematics for Industry, Springer.
- [2012-present] Editorial Board Member:
Foundations and Trends in Optimization, Now Publishers, Netherlands.
- [2010-2013]
Editor,
Journal of Math-for-Industry.
- [2010-2016]
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 journal of the Mathematical Optimization Society.
- [2007-present]
Associate Editor,
SIAM Journal on Optimization.
- [2016] Prize Committee, Best Paper Prize for Young Reseacher,
The 5th International Conference on Continuous Optimzation,
Tokyo, Japan, August 6-11, 2016.
- [2016] Cluster Co-Chair (convex and nonsmooth optimization),
The 5th International Conference on Continuous Optimzation,
Tokyo, Japan, August 6-11, 2016.
- [2016] Summer School Lecturer,
The 5th International Conference on Continuous Optimzation,
Tokyo, Japan, August 6-11, 2016.
- [2015] Course Instructor (joint with Defeng Sun),
Large scale optimization and computing,
Nankai University, July 2015.
- [2014] Symposium Advisory Committee of the Mathematical Optimization Society for 2018 ISMP.
- [2012] Cluster Co-Chair (conic programming),
The 21th International Symposium on 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] Topical Speaker,
SIAM Annual Meeting, Pittsburgh,
USA, July 12-16, 2010.
- [2009] Cluster Co-Chair (conic optimziation),
The 20th International Symposium on 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.