Optimization
Optimization problems in finance, machine learning, and operations research.Research and photography · based in Hong Kong
Work in optimization, scientific computing, and photography.
Notes on research, a few papers, and photographs from the road.
02 research notes
06 gallery regions
24 place entries
Scientific computing
Sparse linear systems, matrix reordering, and parallel computing.Imaging
Work on focus, stabilization, and selective AI-assisted photo editing.Travel footprint
Places I've been
Research
Selected papers
Efficient Algorithms for General Isotone Optimization
Algorithmic work on general order-constrained optimization, focused on efficient methods that scale beyond the narrowest special cases.
AAAI · 2022
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution
A portfolio-optimization formulation that brings higher-order moments into a scalable parametric model instead of treating them as a purely theoretical extension.
IEEE Transactions on Signal Processing · 2023
Learning Large-Scale MTP2 Gaussian Graphical Models via Bridge-Block Decomposition
A decomposition-based route for learning large-scale structured graphical models while keeping the computation practical at nontrivial problem sizes.
NeurIPS · 2023
Algorithmic vocabulary
Techniques that show up across papers and projects.
- Active Set Methods
- ADMM
- Block Coordinate Descent
- Fixed Point Acceleration
- Majorization-Minimization
- Projected Gradient Methods
- Quasi-Newton Methods
- Successive Convex Approximation
Based in Hong Kong · For research, analysis, or creative work, get in touch via Contact.