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.]
   

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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.]

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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.]

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4. 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.]

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5. 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.]

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6. 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

• Matrix Optimization Problems: algorithms, applications, and theory. In particular, large scale semidefinite programming.
• Iterative methods for large linear systems of equations.

Some Recent Professional Activities

• [2014-present] 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-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 journal of the Mathematical Optimization Society.
• [2007-present] Associate Editor, SIAM Journal on Optimization.

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• [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 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] 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.