Academic Staff


Head of Department and Chair Professor of Applied Optimization and Operations Research

Professor Sun Defeng
孫德鋒講座教授

TU728, Yip Kit Chuen Bldg.

2766 6935

Personal Website


Qualifications
  • Ph.D. (Operations Research) Institute of Applied Mathematics, Chinese Academy of Sciences, 1995
  • M.Sc. (Computational Mathematics) Nanjing University, China, 1992
  • B.S. (Computational Mathematics) Nanjing University, China, 1989

 

Research Interests
  • Matrix Optimization (MatOpt): Theory, Algorithms, Software and Applications
  • High-Dimensional Statistical Optimization
  • Second Order Variational Analysis
  • Risk Management and Computational Finance

 

Selected Publications
  • Chao Ding, Defeng Sun, and Liwei Zhang, “Characterization of the robust isolated calmness for a class of conic programming problems”, SIAM Journal on Optimization 27 (2017) 67-90.
  • Weimin Miao, Shaohua Pan, and Defeng Sun, “A rank-corrected procedure for matrix completion with fixed basis coefficients’’, Mathematical Programming 159 (2016) 289-338.
  • Xudong Li, Defeng Sun, and Kim-Chuan Toh, “A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions’’, Mathematical Programming 155 (2016) 333-373.
  • 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) 331-366.
  • Xinyuan Zhao, Defeng Sun, and Kim-Chuan Toh, “A Newton-CG augmented Lagrangian method for semidefinite programming”, SIAM Journal on Optimization 20 (2010) 1737-1765.
  • Defeng Sun, Jie Sun, and Liwei Zhang, “The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming”, Mathematical Programming 114 (2008) 349-391.
  • Defeng Sun, “The strong second order sufficient condition and constraint nondegeneracy in nonlinear semidefinite programming and their implications”, Mathematics of Operations Research 31 (2006) 761-776.
  • Houduo Qi and Defeng Sun, “A quadratically convergent Newton method for computing the nearest correlation matrix”, SIAM Journal on Matrix Analysis and Applications 28 (2006) 360-385.
  • Defeng Sun and Jie Sun, “Semismooth matrix valued functions", Mathematics of Operations Research, 27 (2002) 150-169.
  • Liqun Qi, Defeng Sun, and Guanglu Zhou, “A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities”, Mathematical Programming 87 (2000) 1-35.


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