Some old talks

An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP (April 2012).

From linear programming to matrix programming: A paradigm shift in optimization (December 2011).

A sequential convex programming approach for rank constrained matrix optimization problems (December 2011).

Low rank matrix optimization problems: Back to nonconvex regularizations (June 2011).

Matrix optimization: Searching between the first and second order methods (May 2011).

A majorized penalty approach for calibrating rank constrained correlation matrix problems (October 2010).

An introduction to a class of matrix cone programming (July 2010).

A majoried penalty approach for calibrating rank constrained correlation matrix problems (July 2010).

Rank constrained matrix optimization problems (May 2010).

An Introduction to Correlation Stress Testing (March 2010).

An Implementable Proximal Point Algorithmic Framework for Nuclear Norm Minimization (July 2009).

A Proximal Point Method for Matrix Least Squares Problem with Nuclear Norm Regularization (May 2009).

A Newton-CG Augmented Lagrangian Method for Large Sacle Semidefinite Programming (based on a revised version) (March 2009).

A Newton-CG Augmented Lagrangian Method for Large Sacle Semidefinite Programming (October 2008).

Calibrating least squares covariance matrix problems with equality and inequality constraints (July 2008).

The Role of Metric Projectors in Nonlinear Conic Optimization (August 2007).

Inverse Quadratic Eigenvalue Problems (July 2006).

Recent Developments in Nonlinear Optimization Theory (July 2006).

A short summer school course on modern optimization theory: optimality conditions and perturbation analysis Part I Part II Part III (July 2006).