Office: Neill 409
Phone: (509) 335-7760
Fax: (509) 335-1188
Email: [MyFirstName] [DOT] [LastName] [AT] wsu [DOT] edu
Spr. 2016 Office Hours: 10:15am-11:45am Tue, Thur
I work in the area of mathematical optimization. My current research concerns theory and algorithms for nonconvex optimization problems, especially those with structures such as the binary indicator (on/off) variables and constraints. I am also interested in applications of optimization in areas such as data analysis, sustainable agriculture, etc. Here is my (likely to be outdated) CV.
- 08/2013 - current Assistant Professor, Department of Mathematics and Statistics, Washington State University;
- 09/2011 - 08/2013 Research Associate, Optimization Theme, Wisconsin Institutes for Discovery (Madison, WI) ;
- 08/2006 - 12/2011 Ph.D. in Applied Mathematical and Computational Sciences, University of Iowa;
- 09/2001 - 05/2005 B.S. in Applied Mathematics, Shanghai Jiao Tong Unviersity;
Structrual properties of affine sparsity constraints Manuscript on Optimization Online.
Regularization vs. Relaxation: A conic optimization perspective of statistical variable selection Oct 2015 Submitted to Math. Prog.
Relaxing Nonconvex Quadratic Functions by Multiple Adaptive Diagonal Perturbations 2016 SIAM Journal on optimization. 26(3):1962-1985.
Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods July, 2015 Proceeding of Modeling and Optimization: Theory and Applications, 2014.
On Valid Inequalities for quadratic programming with continuous variables and binary indicators The 16th Conference on Integer Programming and Combinatorial Optimization Lecture Notes in Computer Science 7801 169-180 2013
Reduced rank regression via adaptive nuclear norm penalization Biometrika 2013 10.1093/biomet/ast036
Symmetric tensor approximation hierarchies for the completely positive cone SIAM Journal on Optimization 23 3 1850-1866 2013
Separation and Relaxation for cones of quadratic forms Mathematical Programming, Series A 137 1-2 343-370 Feb 2013
Separating Doubly Nonnegative and Completely Positive Matrices Mathematical Programming, Series A 137 1-2 131-153 Feb 2013
Representing quadratically constrained quadratic programs as generalized copositive programs Operations Research Letters 40 3 203-206 May 2012
A note on "5X5 completely positive matrices" Linear Algebra and its Applications 433 5 1001-1004 2010
Work in progress and manuscripts
Faster estimation of high-dimensional vine copulas with automatic differentiation Feb 2017 In prepration.
On the exact recovery of sparse signals via conic relaxations Mar. 2016 Manuscript, available on arxiv.org
- MATH564: Nonlinear Optimization I, Fall 2013
- MATH 565: Nonlinear Optimization II (Sp 2014)
- MATH 420: Linear Algebra (Fall 2014)
- MATH 364: Principles of Optimization (Fall 2014)
- MATH 220-2: Introductory Linear Algebra (Spring 2015) Online homework
- MATH364: Principles of Optimization, Fall 2015
- MATH564: Nonlinear Optimization I, Fall 2015
- MATH220: Introductory Linear Algebra, Spr 2016
- MATH364: Principles of Optimization, Spr 2017
- MATH464: Linear Optimization, Spr 2017
Recent News/Conference attended
- Conference on Nonconvex Statistical Learning, Los Angeles, May 26-27, 2017. (picture)
- SIAM Conference on Optimization, Vancouver, Canada, May 22-25, 2017.
- Seminar talk at Shanghai University of Finance and Economics School and information management & Engineering, Dec., 19, 2016.
- Seminar talk at Beijing International Center for Mathematical Research , Dec. 1, 2016.
- Epstein Institute Seminar at Viterbi School of Engineering, University of Sourthern California , Sept. 20, 2016.
- US-Mexico workshop on Optimization and Applications , Merida, Mexico, Jan 4-8, 2016.
- CMO-BIRS workshop: Modern Techniques in Discrete Optimization: Mathematics, Algorithms and Applications Oaxaca, Mexico, Nov 1-6, 2015.
- International Symposium of Mathematical Programming 2015 Pittsburgh, PA, July 12-17, 2015.
- Mixed-Integer Programming Workshop 2015 University of Chicago, June 01-04, 2015.
- Our proposed project: "Mixed-Integer Quadratic Optimization and its Application in Data-enabled Decision-making" has won 2015 WSU New Faculty seed grant competition. (21 granted out of 77 submitted.)
- INFORMS 2014 San Francisco, Nov 9-12, 2014.
- West coast optimization meeting. Vancouver, Canada, Sept 19-20, 2014.
- Session organization at MOPTA 2014 Lehigh University, PA, August 13-15, 2014.
- Wei Li (co-advised with Haijun Li) wins an RA award from the College of Arts and Sciences for academic year 2014-2015. (Project: Constrained Optimization Methods for Copulas.)
- West coast optimization meeting. May 2-3, 2014.
- Presentation "A new approach to relax nonconvex quadratics" on Trends in Optimization Seminar (TOPS), U of Washington, April 22, 2014.
- I organized a session "Semidefinite Optimization" on MOPTA 2013.
- Presentation: "Analyzing the benefits of manure separation using mathematical optimization" on ICAOR 2013.
- Presentation: "Some experiments on conic relaxations for convex quadratic programming with binary indicators" on ICCOPT 2013.
- Presentation: "On valid inequalities for quadratic programming with continuous variables and binary indicators" on INFORMS 2012, ISMP 2012.