Research at FAST

97 Department of Applied Mathematics Department of Applied Mathematics Qualification BSc (CUHK) MPhil (CUHK) PhD (Washington) ORCID ID 0000-0001-5862-2986 Representative Publications • A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems (with Tianxiang Liu and Akiko Takeda) Math. Program. 176, 2019 , pp. 339-367 • Calculus of the exponent of Kurdyka-Lojasiewicz inequality and its applications to linear convergence of first-order methods (with Guoyin Li) Found. Comput. Math. 18, 2018 , pp. 1199-1232 • Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems (with Guoyin Li) Math. Program. 159, 2016 , pp. 371-401 • Global convergence of splitting methods for nonconvex composite optimization (with Guoyin Li) SIAM J. Optim. 25, 2015 , pp. 2434-2460 • Hankel matrix rank minimization with applications in system identification and realization (with Maryam Fazel, Defeng Sun and Paul Tseng) SIAM J. Matrix Anal. A. 34, 2013 , pp. 946-977 Award • Early Career Award 2015/16 , HK RGC Dr PONG Ting Kei Associate Professor Research Overview My research area is continuous optimization. My recent focuses include: (1) Analyze in nonconvex settings the global convergence of various optimization algorithms. My representative work along this direction is “Global convergence of splitting methods for nonconvex composite optimization”, published in 2015. (2) Analyze the local convergence rate of popular first-order methods by studying the Kurdyka-Lojasiewicz exponent of the underlying optimization models. My representative work along this direction is “Calculus of the exponent of Kurdyka- Lojasiewicz inequality and its applications to linear convergence of first-order methods”, published in 2018. (3) Develop first-order methods to deal with optimization problems that induce simultaneous structures. These kinds of problems typically involve multiple regularizers: the coupling effect among these regularizers makes the problems challenging to solve. My representative work along this direction is the recent paper “A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems”, published in 2019.