Sangwoon Yun's Home page

S14 #05-02
Department of Mathematics
National University of Singapore
2 Science Drive 2
Singapore 117543
Singapore
E-mail: smaysw@nus.edu.sg

I am a research fellow at Singapore-MIT Alliance.  

Background: I received my B.S. (1995) and M.S. (1999) from Yonsei University (Korea) and my Ph.D. from University of Washington (U.S.A.) in 2007. My research area is mainly in nonsmooth convex optimization. For more details, see curriculum vitae.

 

My thesis advisor: Professor Paul Tseng.

 

My Recent Research Papers

K.-C. Toh, P. Tseng, and S. Yun, A Block Coordinate Gradient Descent Method for Regularized Convex Separable Optimization and Covariance Selection, in preparation.

P. Tseng and S. Yun, An Approximate Gradient Method for Sparse Optimization and Neural Network Training, in preparation.

K.-C. Toh and S. Yun, An Accelerated Proximal Gradient Algorithm for Nuclear Norm Regularized Least Squares Problems, April 2009. (apg.pdf)

S. Yun and K.-C. Toh, A Coordinate Gradient Descent Method for L1-regularized Convex Minimization, April 2008 (revised Jan 2009), to appear in Comput. Optim. Appl. (cgd_l1.pdf, matlab code of CGD method for L1-regularized least linear squares problem, matlab code of CGD method for L1-regularized logistic regression problem)

P. Tseng and S. Yun, A Block-Coordinate Gradient Descent Method for Linearly Constrained Nonsmooth Separable Optimization, J. Optim. Theory Appl. 140 (2009), 513 -- 535. (cgd_cnobi.pdf)

P. Tseng and S. Yun, A Coordinate Gradient Descent Method for Linearly Constrained Smooth Optimization and Support Vector Machines Training, March 2007, to appear in Comput. Optim. Appl. (svm.pdf)

P. Tseng and S. Yun, A Coordinate Gradient Descent Method for Nonsmooth Separable Minimization, Math. Prog. 117, 2009, 387 -- 423 (cgd.pdf, matlab code of coordinate gradient descent (CGD) method for unconstrained optimization with l1-regularization )

 

Teaching

Semester 2 2008: MA1104R Tutorial Group 3 and 4

Semester 1 2007: MA1101R Tutorial Group 7

 

Recent Talks

talk at the Chungbuk National University and the Kyungpook National University, June 2009

talk at the Kyungpook National University, June 2009

talk at the Singapore-MIT Alliance 10th Anniversary Symposium, January 2009

talk at the NUS optimization seminar, May 2008

talk at the INFORMS Annual Meeting, November 2007

talk at the Second Mathematical Programming Society International Conference on Continuous Optimization, August 2007

talk at the UW Optimization Seminar, March 2007

talk at the UW Optimization Seminar, November 2006

talk at the 19th International Symposium on Mathematical Programming, July 2006

talk at the eighth SIAM Conference on Optimization, May 2005

 

Other sites

Optimization Online

Semidefinite Programming

Compressive Sensing Resources

The R Project for Statistical Computing

American Mathematical Society

Korean Mathematical Society

The MathWorks