Welcome to Defeng Sun's Home Page

Defeng SUN (孫德鋒)

Chair Professor

Department of Applied Mathematics

The Hong Kong Polytechnic University

Hong Kong

Brief History
Research Interests
Teaching
Recruitments
Professional Activities
MATLAB Codes
Some old talks
Publications

 

SUN Defeng

Department of Applied Mathematics
The Hong Kong Polytechnic University 
Hung Hom, Kowloon, Hong Kong

 

Office: TU 730, Yip Kit Chuen Building

Phone: +852 2766 6935

Fax: +852 2362 9045

Email: defeng.sun@polyu.edu.hk

Web: http://www.mypolyuweb.hk/~dfsun/

Brief History

Born in a small village (where the story of Mo Yan’s award winning novel Red Sorghum took place) located at Gaomi County (高密), Shandong Province, China. BSc (1989) from Nanjing University, China, majoring in Computational Mathematics; MSc (1992) also from Nanjing University, working on Variational Inequalities under the supervision of Professor Bingsheng He and Stochastic Optimization under the supervision of Professor Jinde Wang; PhD (1995) from Institute of Applied Mathematics, Chinese Academy of Sciences under the supervision of Professor Jiye Han focusing on Nonsmooth Equations and Optimization; Visiting Fellow, Research Associate and then Australian Postdoctoral Fellow, the University of New South Wales, Australia (1995--2000) all working in the area of Optimization; Assistant Professor (December 2000--December  2005)/Associate Professor (January 2006--June 2009)/Professor (July 2009--) at Department of Mathematics, National University of Singapore. I also worked for Risk Management Institute (RMI) as Deputy Director, Research (August 2009--August 2014) and its acting program director to Masters of Financial Engineering (March--June, 2014).  I joined The Hong Kong Polytechnic University on August 1, 2017 as Chair Professor of Applied Optimization and Operations Research at Department of Applied Mathematics.

Recent Research Interests

Teaching

Recruitments

Professional Activities

Codes in Matlab and others

Codes for nearest (covariance) correlation matrix problems

Codes under the Matrix Optimization (MatOpt) Project

[Liuqin Yang, Defeng Sun, and Kim Chuan Toh, SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints, Mathematical 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 Journal on Optimization, 20 (2010), pp. 1737--1765.]

 

Codes under the  Statistical Optimization (StaOpt) Project

[Xudong Li, Defeng Sun, and Kim Chuan Toh,A highly efficient semismooth Newton augmented Lagrangian method for solving Lasso problems’’, (an earlier shorter version https://arxiv.org/abs/1607.05428v1). SIAM Journal on Optimization 27 (2017) xx--xx. ]

 

Codes for rank constrained problems

Codes for other problems

Some old talks

Selected Publications

Click here for my google scholar page.

Click here for my ORCID page.

Technical Reports

 Click here for the arXived

2017—

·         Ying Cui and Defeng Sun, “A complete characterization on the robust isolated calmness of the nuclear norm regularized convex optimization problems”,   Journal of Computational Mathematics 35 (2017) xx--xx. arXiv:1702.05914.

·         Xudong Li, Defeng Sun, and Kim Chuan Toh,A highly efficient semismooth Newton augmented Lagrangian method for solving Lasso problems’’, (an earlier shorter version https://arxiv.org/abs/1607.05428v1). SIAM Journal on Optimization 27 (2017) xx--xx.

·         Xin Yee Lam, J.S. Marron, Defeng Sun, and Kim Chuan Toh,Fast algorithms for large scale generalized distance weighted discrimination”, Journal of Computational and Graphical Statistics, to appear. arXiv:1604.05473.

·         Chao Ding, Defeng Sun, Jie Sun, and Kim Chuan Toh, “Spectral operators of matrices”, Mathematical Programming 16X (2017) XXX-XXX. [DOI: 10.1007/s10107-017-1162-3]. Revised from the first part of https://arxiv.org/abs/1401.2269, January 2014.

·         Deren Han, Defeng Sun, and Liwei Zhang, “Linear rate convergence of the alternating direction method of multipliers for convex composite programming’’, Mathematics of Operations Research 42 (2017) XXX—XXX. [Revised from the first part of arXiv:1508.02134, August 2015.]

·         Chao Ding, Defeng Sun, and Liwei Zhang, “Characterization of the robust isolated calmness for a class of conic programming problems”, arXiv:1601.07418. SIAM Journal on Optimization 27 (2017) 67--90.

·         Liang Chen, Defeng Sun, and Kim Chuan Toh, “A note on the convergence of ADMM for linearly constrained convex optimization problems”, arXiv:1507.02051. Computational Optimization and Applications 66 (2017) 327--343.  [In this note a counterexample is designed to show that the convergence analysis of ADMM in Boyd et al. (Found Trends Mach Learn 3(1):1–122, 2011) is incorrect with a correct proof supplied].

·         Liang Chen, Defeng Sun, and Kim Chuan Toh, “An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming”, arXiv:1506.00741. Mathematical Programming 161 (2017) 237—270. DOI 10.1007/s10107-016-1007-5.

 

Theses of Students:

 

2016

 

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2015

 

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2014

 

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2013

 

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        2012

 

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2011

2010

 

Theses of Students:

2009

 

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2008

2007

2006

 

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2005

 

 

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2004

 

 

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2003

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1995 

 

 

1994

1993

D. Sun, ``Projected extragradient method for finding saddle points of general convex programming'', Qufu Shifan Daxue Xuebao Ziran Kexue Ban 19:4 (1993) 10--17.

Return to:    Department of Applied Mathematics, The Hong Kong Polytechnic University


Last Modified: September 1, 2017
Defeng Sun, Department of Applied Mathematics, The Hong Kong Polytechnic University