S14 #05-02
National University of Singapore,
Department of Mathematics
2 Science Drive 2
Singapore 117543
Singapore
E-mail: matys@nus.edu.sg
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 continuous 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 Covariance Selection, in preparation.
P. Tseng and S. Yun, An Approximate Gradient Method for Sparse Optimization and Neural Network Training, in preparation.
S. Yun and K.-C. Toh, A Coordinate Gradient Descent Method for L1-regularized Convex Minimization, April 2008. (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, July 2007 (revised Jan 2008), to appear in J. Optim. Theory Appl. (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, June 2006 (revised Feb 2007), to appear in Math. Prog. B. (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 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 Seminar at the University of Washington