Welcome
to Defeng Sun's Home Page
SUN
Defeng
Department
of Applied Mathematics
The Hong Kong Polytechnic University
Hung Hom, Kowloon, Hong Kong
Office: TU 728, Yip Kit Chuen Building
Phone: +852 2766 6935
Fax:
+852 2362
9045
Email: defeng.sun@polyu.edu.hk
Web: https://www.polyu.edu.hk/ama/profile/dfsun
Education
BSc (1989), MSc (1992) both from Department of
Mathematics, Nanjing University, Nanjing
PhD (1995) from Institute of
Applied Mathematics, Chinese Academy of Sciences, Beijing [Supervisor:
Professor Jiye Han (韩继业)]

Recent
Research Interests
- Convex Optimization: Theory, Algorithms,
and GPU Acceleration
- Machine Learning & AI
- Variational Convexity and Local Monotonicity Analysis
- Statistical Optimization and
Learning

Teaching
- AMA615 Nonlinear
Optimization Methods, Semester 1, 2020/2021; Wednesday
(11:30-12:30) and Friday (11:30—13:30).
Recruitments
PhD Students: I am particularly interested in students who have solid
analytical foundation and are willing to use applied mathematics/AI techniques to
tackle real-world problems. Drop me
an email to request for more details. English
requirement for PhD students (with or without a master degree): at
least IELTS 6.5 or TOEFL 80. You may also want to know the Hong Kong PhD
Fellowship Scheme.
Research Assistants/Associates/Fellows/Postdoctoral
Fellows: multiple positions are available; working on
various projects concerning convex and non-convex optimization, AI and
machine learning, metaverse, variational convexity/analysis and mixed
integer programming. Priority will be given to those who are interested in
learning and understanding AI technologies.

Professional
Activities
·
President,
The Hong Kong Mathematical
Society (May 2020—May 2024).
·
Organizing
Committee Co-Chair and Local Organizing Committee Co-Chair, “SIAM Conference
on Optimization (OP20)”,
The
Hong Kong Polytechnic University, Hong Kong, May 26-29, 2020.
Rescheduled and Relocated https://www.siam.org/conferences/cm/conference/op21.
·
Program
Committee Member, “The Sixth
International Conference on Continuous Optimization (ICCOPT 2019)”, Berlin, August 5-8, 2019.
·
Program
Committee Member, “The Fifth
International Conference on Continuous Optimization (ICCOPT 2016)”, Tokyo, August 6-11, 2016.
·
Associate
Editor, Mathematical
Programming (Series A, August 2007 --; Series B, January 2014--December
2017).
·
Associate
Editor, SIAM Journal on
Optimization (January 2012--).
·
Associate
Editor, Journal of the Operations
Research Society of China (2012)
·
Associate
Editor, Journal of Computational
Mathematics (2017--).
·
Associate Editor, Science
China Mathematics (January 2018 --).
·
Associate
Editor, Journal of Optimization Theory
and Applications (2021 --).
·
Advisory Committee Member, Asia-Pacific Journal
of Operational Research (January 2014--); editor-in-chief (October 2010
–December 2013).
·
Society
Membership: INFORMS, SIAM, MOS,
AMS, CSIAM, HKMS and etc.

Recognitions
- Plenary speaker at “The Seventh
International Conference on Continuous Optimization (ICCOPT 2022)”,
Lehigh University in Bethlehem, Pennsylvania, USA, July 25--28, 2022.
- Plenary speaker at “SIAM
Conference on Computational Science and Engineering (CSE21)”, Fort Worth, Texas, USA, March 1--5,
2021.
- Elected an inaugural CSIAM Fellow
in 2020
by the China Society for Industrial and
Applied Mathematics.
- Elected a SIAM
Fellow in 2020
by the Society for Industrial and Applied
Mathematics.
- Awarded the triennial Beale--Orchard-Hays Prize for Excellence in
Computational Mathematical Programming 2018 by the Mathematical Optimization Society.
- Plenary speaker at “SIAM Conference on
Optimization (OP11)”, Darmstadtium Conference
Center, Darmstadt, Germany, May 16-19, 2011.
- The inaugural Outstanding Scientist Award, by Faculty
of Science, National University of Singapore, 2007.
- Yilida Prize of the Chinese
Academy of Sciences, 1995.
- Excellent Prize of the President of the Graduate School
at the Chinese Academy of Sciences, 1994.

Codes in Matlab and others
Codes
for nearest (covariance) correlation matrix problems
-
Codes for the Nearest Correlation Matrix
problem (the problem was initially introduced by Prof. Nick Higham): CorrelationMatrix.m
is a Matlab code written for computing the
nearest correlation matrix problem (first uploaded in August 2006; last
updated on August 30, 2019). This code should be good enough for most Matlab users. If
your Matlab version is very low and you really
need a faster code, you can download mexeig.mexw64
(for win64 operating system) and if use win32 or Linux system, you need to
download the installmex file installmex.m and the
c-file mexeig.c by running the installmex.m
first. For a randomly generated 3,000 by 3,000 pseudo correlation matrix (the
code is insensitive to input data), the code needs 24 seconds to reach a solution with the relative duality gap
less than 1.0e-3 after 3 iterations and 43 seconds with the relative duality gap less than
1.0e-10 after 6 iterations in my Dell Desktop with Intel (R) Core i7
processor and for an invalid 10,000 by 10,000 pseudo
correlation matrix, the code needs 15
minutes to reach a solution with the relative duality gap less than 1.0e-4
after 4 iterations and 24 minutes with the relative duality gap less than
1.0e-12 after 7 iterations. For practitioners, you may set the stopping
criterion (relative duality gap) to stay between 1.0e-1 and 1.0e-3 to run
the code (typically, 1 to 3 iterations). If you need a C/C++ code,
download main.c and main.h,
which were written by Pawel
Zaczkowski under a summer research project.
If you are a client to The Numerical
Algorithms Group (NAG), you may also enjoy their
commercialized implementations. The code in R CorrelationMatrix.R was written by Ying Cui (last updated on August
31, 2019; for efficiency, please use Microsoft R open) and the code
in Python CorrelationMatrix.py was
written by Yancheng
Yuan (last
updated on May 11, 2017), respectively.
CorNewton3.m Computing
the Nearest Correlation Matrix with
fixed diagonal and off diagonal elements (uploaded on September 14,
2009). The code in R CorNewton3.R was provided by Professor Luca
Passalacqua (luca.passalacqua@uniroma1.it)
(uploaded on October 7, 2016; for efficiency, please
use Microsoft R open).
- CorNewton3_Wnorm.m Computing
the W-norm Nearest Correlation Matrix with fixed diagonal and off
diagonal elements Testing example: testCorMatWnorm.m (uploaded on September 14,
2009).
- CorMatHdm.m
Calibrating the H-weighted Nearest Correlation Matrix Testing
example: testCorMatHdm.m
(uploaded in June 2008; last updated on September 10, 2009)
- CorMatHdm_general.m
Computing the H-weighted Nearest Correlation Matrix with fixed
elements and lower and upper bounds [H should not have too many zero
elements for better numerical performance; otherwise, see CaliMatHdm] Testing example: testCorMatHdm_general.m
(uploaded on September 14, 2009).
- LagDualNewton.m
(this is superseded by CorNewton3.m) Testing example: testLagDualNewton.m (LagDualNewton method for the Band Correlation
Stress Testing, "CorNewton1.m" will be called).
- CorNewtonSchur.m
Testing example: testCorNewtonSchur.m
(Schur decomposition based method for the Local
Correlation Stress Testing, "CorNewton1.m" will be called).
- AugLagNewton.m
(this is superseded by CorMatHdm_general.m)
Testing example: testAugLagNewton.m
(AugLagNewton method for the Band
Correlation Stress Testing, "CorNewton1.m" will be called).
(uploaded in March 2007).
- CaliMat1Mex.zip (Codes
and testing example for) Calibrating Covariance Matrix Problems
with Inequality and/or Equality Constraints (uploaded in April 2010)
- CaliMatHdm.zip Calibrating
the H-weighted Nearest Covariance Matrix [H is allowed to have a
large number of zero elements] (uploaded in April 2010).
- Rank_CaliMat.zip Calibrating
the Nearest Correlation Matrix with Rank Constraints (uploaded in
April 2010).
- Rank_CaliMatHdm.zip Calibrating
the H-weighted Nearest Correlation Matrix with Rank Constraints (uploaded
in April 2010; last updated in October 2010 by including the refined Major
codes).
Codes
under the Matrix Optimization (MatOpt)
Project
[Xudong Li, Defeng Sun,
and Kim Chuan Toh, “QSDPNAL: A
two-phase augmented Lagrangian method for convex
quadratic semidefinite programming”, Mathematical Programming Computation,
10 (2018) 703--743.]
[Xudong Li, Defeng Sun,
and Kim Chuan Toh, “A block symmetric
Gauss-Seidel decomposition theorem for convex composite quadratic programming
and its applications”, Mathematical
Programming 175 (2019) 395--418. arXiv:1703.06629]
[Defeng Sun, Kim Chuan Toh, Y.C.
Yuan, Xinyuan
Zhao, SDPNAL+: A Matlab software for semidefinite programming with bound
constraints (version 1.0), to appear in Optimization Methods and Software (2019).]
[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.]
[Defeng Sun, Kim Chuan Toh, and Liuqin Yang, “A convergent 3-block
semi-proximal alternating direction method of multipliers for conic programming
with 4-type constraints”, SIAM
Journal on Optimization Vol. 25, No. 2 (2015) 882–915. Detailed computational results for over 400
problems tested in the paper. You may also find a supplementary note here on more
detailed comparisons between the performance of our proposed algorithm and
various variants of ADMMs.]
[Xinyuan
Zhao, D.F. Sun, and Kim Chuan Toh, A Newton-CG augmented Lagrangian
method for semidefinite programming, SIAM
Journal on Optimization, 20 (2010), pp. 1737--1765.]
- "Solving log-determinant optimization problems by
a Newton-CG proximal point algorithm". See the brief user's
guide logdet-0-guide.pdf
- CorMatHdm_general.m
Computing the H-weighted Nearest Correlation Matrix with fixed
elements and lower and upper bounds [H should not have too many zero
elements for better numerical performance; otherwise, see CaliMatHdm] Testing example: testCorMatHdm_general.m
(uploaded on September 14, 2009).
- CaliMatHdm.zip Calibrating
the H-weighted Nearest Covariance Matrix [H is allowed to have a
large number of zero elements] (uploaded in April 2010).
Codes under the Statistical
Optimization (StaOpt)
Project
[Peipei
Tang, Chengjing Wang, Defeng Sun, and Kim Chuan Toh, “A sparse semismooth Newton based proximal
majorization-minimization algorithm for nonconvex square-root-loss regression
problems”, Journal of Machine Learning
Research 21(226):1--38, 2020.]
Codes
for rank constrained problems
- Rank_CaliMat.zip Calibrating
the Nearest Correlation Matrix with Rank Constraints (uploaded in
April 2010).
- Rank_CaliMatHdm.zip Calibrating
the H-weighted Nearest Correlation Matrix with Rank Constraints (uploaded
in April 2010; last updated in October 2010 by including the refined Major
codes).
Codes
for other problems

Some recent talks
- A majorized proximal point
dual Newton algorithm for nonconvex statistical optimization problems
(The Sixth International Conference on Continuous Optimization, Technical
University (TU) of Berlin, Germany, August 3--8, 2019).
- Matrix
Cones and Spectral Operators of Matrices (Advances in the Geometric
and Analytic Theory of Convex Cones, Sungkyunkwan University, Korea, May
27--31, 2019).
- On
the Relationships of ADMM and Proximal ALM for Convex Optimization
Problems (Institute of Applied Physics and Computational Mathematics,
Beijing, April 12, 2019).
- Sparse semismooth
Newton methods and big data composite optimization (New Computing-Driven
Opportunities for Optimization, Wuyishan, August
13-17, 2018).
- On the efficient
computation of the projector over the Birkhoff
polytope (International Symposium on Mathematical Programming 2018,
Bordeaux, July 1-6, 2018)
- A block symmetric
Gauss-Seidel decomposition theorem and its applications in big data nonsmooth optimization (International Workshop on
Modern Optimization and Applications, AMSS, Beijing, June 16-18, 2018).
- On the Equivalence of
Inexact Proximal ALM and ADMM for a Class of Convex Composite Programming
(DIMACS Workshop on ADMM and Proximal Splitting Methods in Optimization,
Rutgers University, June 11-13, 2018).
- A block symmetric Gauss-Seidel
decomposition theorem and its applications in big data nonsmooth
optimization (The Hong Kong Mathematical Society Annual General
meeting 2018, May 26, 2018).
- SDPNAL+: A MATLAB
software package for large-scale SDPs with a user-friendly interface
(SIAM-ALA18, May 2018).
- Second order
sparsity and big data optimization (October 2017).
- Error bounds and the superlinear convergence rates of the augmented Lagrangian methods (October 2017).
- Block symmetric
Gauss-Seidel iteration and multi-block semidefnite
programming (October 2017).
- A two-phase augmented Lagrangian approach for linear and convex quadratic
semidefinite programming problems (December 2016).
- Linear rate convergence of
the ADMM for multi-block convex conic programming (August 2016).
- An efficient inexact
accelerated block coordinate descent method for least squares semidefinite
programming (June 2015).
- Multi-stage convex
relaxation approach for low-rank structured PSD matrix recovery (May
2014).
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
- Yan Gao and Defeng Sun, “A
majorized penalty approach for calibrating rank constrained correlation
matrix problems”, March 2010; PDF version
MajorPen.pdf; Revised in May 2010; PDF
version MajorPen_May5.pdf; See Rank_CaliMat.zip
in the "MATLAB Codes" section for codes in Matlab.
- Jong-Shi
Pang and Defeng Sun, “First-order sensitivity of linearly constrained
strongly monotone composite variational inequalities”, December
2008.
- Qian Li, Binyan Jiang, and Defeng Sun,“MARS: A second-order
reduction algorithm for high-dimensional sparse precision matrices
estimation,” June 2021. “R” package here.
- Guojun Zhang, Yancheng
Yuan, and Defeng Sun, “An Efficient HPR Algorithm for the
Wasserstein Barycenter Problem with $ O ({Dim (P)}/\varepsilon)
$ Computational Complexity”.
arXiv:2211.14881 (2022).
- Ziwen Wang, Yancheng
Yuan, Jiaming Ma, Tieyong Zeng, and Defeng Sun,
“Randomly projected convex clustering
model: Motivation, realization, and cluster recovery guarantees”.
arXiv:2303.16841 (2023; Revised February 2024).
- Xijun Li, Fangzhou Zhu, Hui-Ling Zhen, Weilin
Luo, Meng Lu, Yimin Huang, Zhenan Fan, Zirui
Zhou, Yufei Kuang, Zhihai Wang, Zijie Geng,
Yang Li, Haoyang Liu, Zhiwu
An, Muming Yang, Jianshu
Li, Jie Wang, Junchi Yan, Defeng Sun, Tao Zhong, Yong Zhang, Jia Zeng, Mingxuan Yuan, Jianye Hao, Jun Yao, and Kun
Mao, “Machine Learning Insides OptVerse AI Solver: Design Principles and Applications”,
arXiv:2401.05960 (2024).
- Yan Li, Defeng Sun, and Liping Zhang, “Unsupervised feature selection via
nonnegative orthogonal constrained regularized minimization”,
arXiv:2403.16966 (2024).
- Zhenting Luan, Defeng Sun, Haoning Wang, and
Liping Zhang, “Efficient Online
Prediction for High-Dimensional Time Series via Joint Tensor Tucker
Decomposition”, arXiv:2403.18320 (March 2024).
- Liang Chen,
Defeng Sun, and Wangyongquan Zhang, “Two typical implementable
semismooth* Newton methods for generalized equations are G-semismooth
Newton methods”, arXiv:2407.14215 (July 2024; Revised in March 2025).
- Maojun Sun,
Ruijian Han, Binyan Jiang, Houduo Qi, Defeng Sun, Yancheng
Yuan and Jian Huang, “LAMBDA:
A Large Model Based Data Agent”, arXiv
2407.17535 (July 2024; in Revision).
- Kaihuang Chen, Defeng Sun, Yancheng
Yuan, Guojun Zhang, and Xinyuan
Zhao, “HPR-LP: An
implementation of an HPR method for solving linear programming”,
arXiv:2408.12179 (August 2024).
- Ying Cui, Tim Hoheisel, Tran TA Nghia, and
Defeng Sun, “Lipschitz stability of
least-squares problems regularized by functions with $C^2$-cone reducible
conjugates”, arXiv:2409.13118 (September 2024).
- Xiaoyu Zhang, Di Wang,
Guodong Li, and Defeng Sun, “Robust and optimal tensor
estimation via robust gradient descent”, (November 2024).
- Can Wu, Dong-Hui Li, Defeng
Sun, “Support
matrix machine: exploring sample sparsity, low rank, and adaptive sieving
in high-performance computing”, arXiv:2412.08023 (December 2024).
- Guojun Zhang, Kaihuang
Chen, Yancheng
Yuan, Xinyuan
Zhao, and Defeng Sun, “Peaceman-Rachford splitting method
converges ergodically for solving convex optimization problems”,
arXiv:2501.07807 (January 2025).
- Yuling Jiao, Wensen Ma, Defeng Sun, Hansheng Wang, and Yang Wang, “Distribution Matching for
Self-Supervised Transfer Learning”, arXiv:2502.14424 (February 2025).
2025 –-
·
Liang Chen, Ruoning Chen, Defeng Sun, and Liping
Zhang, “Equivalent
characterizations of the Aubin property for nonlinear semidefinite programming”,
Mathematical
Programming (2025), in print.
arXiv:2408.08232 (August 2024). A Road Map on the Proof.
·
Guojun Zhang, Zhexuan Gu, Yancheng
Yuan, and Defeng Sun, “HOT: An Efficient Halpern Accelerating
Algorithm for Optimal Transport Problems”, IEEE Transactions on Pattern Analysis and Machine
Intelligence (2025), in
print. arXiv:2408.00598 (August 2024).
·
Yancheng
Yuan, Meixia Lin,
Defeng Sun, and Kim-Chuan
Toh, “Adaptive
sieving: A dimension reduction technique for sparse optimization problems”, Mathematical Programming
Computation (2025), in print. arXiv:2306.17369 (2023; Revised
September 2024).
·
Zhenzhi Qin, Zhenyu Ming, Defeng Sun, and Liping
Zhang, “Low-rank quaternion
tensor completion for color video inpainting via a novel factorization strategy”,
Mathematics
of Computation (2025), in print.
arXiv:2403.16480.
·
Defeng Sun, Yancheng
Yuan, Guojun Zhang, and Xinyuan
Zhao, “Accelerating
preconditioned ADMM via degenerate proximal point mappings”, SIAM
Journal on Optimization 35 (2025), in print. arXiv:2403.18618 (March 2024; Revised
December 2024).
·
Liang Chen, Ruoning
Chen, Defeng Sun, and Junyuan
Zhu, “Aubin property and strong regularity are
equivalent for nonlinear second-order cone programming”, SIAM
Journal on Optimization 35:2
(2025) 712--738. See the
Flowchart of the Proof.
·
Ling
Liang, D.F. Sun, and Kim-Chuan Toh, “A
squared smoothing Newton method for semidefinite programming”, Mathematics
of Operations Research (2025),
in print. arXiv:2303.05825.
·
Shenglong
Hu, D.F. Sun, and Kim-Chuan Toh, “Quantifying low rank approximations of third
order symmetric tensors”, Mathematical
Programming (2025), in
print. arXiv:2307.10855 (2023).
·
Jiawang
Nie, Defeng Sun, Xindong Tang, and Min Zhang, “Solving polynomial variational
inequality problems via Lagrange multiplier expressions and Moment-SOS
relaxations”, Computation al Optimization and
Applications 90 (2025) 361--394.
·
Bo Yang, Xinyuan Zhao, Xudong Li, and D.F. Sun, “An accelerated
proximal alternating direction method of multipliers for optimal decentralized
control of uncertain systems”, Journal of
Optimization Theory and Applications 204.1
(2025):9.
·
Shulan Zhu, Chenglong Bao,
Defeng Sun, and Yancheng
Yuan, “A tight
convergence analysis of inexact stochastic proximal point algorithm for
stochastic composite optimization problems”, ICLR
2025.
2024
·
Xixi Jia, Fangchen Feng, Deyu Meng,
and Defeng Sun, “Globally
Q-linear Gauss-Newton method for overparameterized non-convex matrix sensing”,
Advances in Neural Information Processing Systems
37 (NeurIPS
2024), 20428-20459.
·
Meixia Lin, D.F. Sun, Kim-Chuan
Toh, and C.J. Wang, “Estimation of
sparse Gaussian graphical models with hidden clustering structure”, Journal of Machine Learning
Research 25(256): 1--36, 2024.
·
Qian Li, D.F. Sun, and
Y.C.
Yuan, “An efficient sieving based
secant method for sparse optimization problems with least-squares constraints”,
SIAM
Journal on Optimization 34:2
(2024) 2038–-2066.
·
Meixia Lin, Yancheng
Yuan, Defeng Sun,
and Kim-Chuan Toh, “A
highly efficient algorithm for solving exclusive Lasso problems”, Optimization
Methods and Software 39: 3 (2024)
489--518.
·
Yangjing
Zhang, Kim-Chuan Toh, and
D.F. Sun, “Learning graph
Laplacian with MCP”, Optimization Methods and
Software 39:3 (2024) 569--600.
2023
·
D. Zhang, Shaohua
Pan, S. Bi, and D.F. Sun, “Zero-norm regularized problems: equivalent
surrogates, proximal MM method and statistical error bound”, Computational Optimization and Applications 86:2
(2023) 627–-667.
·
S. Wang, Y. Xu, Z. Wang, T.-H. Chang, T. QS
Quek, and D.F. Sun, “Beyond
ADMM: A unified client-variance-reduced adaptive federated learning framework”.
In Proceedings of the AAAI Conference on Artificial
Intelligence, vol. 37, no. 8, pp. 10175-10183. 2023.
·
Can Wu, Ying Cui, D.H. Li, and
D.F. Sun, “Convex
and nonconvex risk-based linear regression at scale”, INFORMS
Journal on Computing 35 (4): 797-816, 2023.
·
Qian Li, Binyan Jiang, and D.F. Sun, “MARS: a
second-order reduction algorithm for high-dimensional sparse precision matrices
estimation”, Journal
of Machine Learning Research 24
(134):1−44, 2023.
·
L.P.
Zhang, D.F. Sun, and Z.T. Luan, “Solvability of monotone tensor
complementarity problems”, SCIENCE CHINA
Mathematics 66 (2023) 647–-664.
2022
·
Y.C. Yuan, T.-H.
Chang, D.F. Sun, and Kim-Chuan
Toh, “A dimension reduction technique for
structured sparse optimization problems with application to convex clustering”,
SIAM Journal on Optimization 32 (2022) 2294--2318.
·
Ling Liang, X.D.
Li, D.F. Sun, and Kim-Chuan
Toh, “QPPAL: A two-phase proximal augmented Lagrangian method for high dimensional convex quadratic
programming problems”, ACM Transactions
on Mathematical Software 48 (2022), no. 3, Art. 33, 27 pp.
·
Xueying Zhao, Minru
Bai, Defeng Sun, and Libin
Zheng “Robust tensor completion: Equivalent surrogates, error bounds and
algorithms”, SIAM Journal on Imaging Sciences
15 (2022) 625–-669.
·
Ying Cui, Ling Liang, Defeng Sun,
and Kim Chuan Toh, “On degenerate doubly nonnegative projection problems”,
Mathematics
of Operations Research 47
(2022) 2219—2239.
· Meixia Lin,
Defeng Sun, and Kim
Chuan Toh, “An augmented Lagrangian
method with constraint generations for shape-constrained convex regression
problems”, Mathematical
Programming Computation 14 (2022) 223–-270.
2021
·
Ling
Liang, Defeng Sun, and Kim Chuan Toh, “An inexact augmented Lagrangian
method for second-order cone programming with applications”, SIAM
Journal on Optimization 31:3
(2021) 1748--1773.
·
Xin Yee Lam, Defeng
Sun, and Kim
Chuan Toh, “A
semi-proximal augmented Lagrangian based
decomposition method for primal block angular convex composite quadratic conic
programming problems”, INFORMS Journal on
Optimization 3:3 (2021) 254--277.
arXiv:1812.04941
·
Ran Yan, Shuaian
Wang, Jiannong Cao,
and Defeng Sun, “ Shipping Domain Knowledge Informed Prediction and Optimziation
in Port State Control”, Transportation
Research Part B 149
(2021) 52--78.
·
Lei
Yang, Jia Li, Defeng Sun, and Kim
Chuan Toh, “A fast globally
linearly convergent algorithm for the computation of Wasserstein barycenters”, Journal of Machine Learning Research 22(21):1−37, 2021.
·
Defeng Sun, Kim
Chuan Toh, and Yancheng
Yuan, “Convex clustering: Model, theoretical guarantee and
efficient algorithm”, Journal of Machine Learning Research
22(9):1−32, 2021.
·
Ning
Zhang, Yangjing
Zhang, Defeng Sun, and Kim Chuan Toh,
“An efficient linearly
convergent regularized proximal point algorithm for fused multiple graphical
Lasso problems”,
SIAM
Journal on Mathematics of Data Science 3:2
(2021)
524--543.
·
Liang
Chen, Xudong
Li, Defeng Sun, and
Kim Chuan Toh,
“On the equivalence
of inexact proximal ALM and ADMM for a class of convex composite programming”, Mathematical
Programming 185 (2021) 111—161 [Correction to the Proof of Lemma 3.3].
2020
·
Peipei Tang, Chengjing
Wang, Defeng Sun, and Kim Chuan Toh, “A sparse semismooth Newton based proximal
majorization-minimization algorithm for nonconvex square-root-loss regression
problems”, Journal of Machine Learning
Research 21(226):1--38, 2020. [See the software package square_root_PMM]
·
Shujun Bi, Shaohua
Pan, and Defeng Sun, “A multi-stage
convex relaxation approach to noisy
structured low-rank matrix recovery”, Mathematical Programming
Computation 12 (2020) 569--602.
·
Xudong Li, Defeng Sun, and Kim Chuan Toh,
“An
asymptotically superlinearly convergent semismooth
Newton augmented Lagrangian method for linear
programming”,
SIAM
Journal on Optimization 30 (2020) 2410--2440.
·
Yangjing
Zhang, Ning
Zhang, Defeng Sun, and Kim
Chuan Toh, “A proximal point dual
Newton algorithm for solving group graphical Lasso problems”, SIAM
Journal on Optimization 30 (2020) 2197--2220.
·
Chao Ding,
Defeng Sun, Jie Sun,
and Kim Chuan Toh,
“Spectral operators of
matrices: semismoothness and characterizations of the generalized Jacobian”, SIAM
Journal on Optimization 30 (2020) 630--659. [Revised from the second part of https://arxiv.org/abs/1401.2269,
January 2014.]
·
Xudong
Li, Defeng Sun, and Kim Chuan Toh,
“On the efficient
computation of a generalized Jacobian of the projector over the Birkhoff polytope”, Mathematical
Programming
179 (2020)
419—446.
·
Yangjing
Zhang, Ning
Zhang, Defeng Sun, and
Kim Chuan Toh,
“An efficient
Hessian based algorithm for solving large-scale sparse group Lasso problems”, Mathematical
Programming
179 (2020) 223--263 [DOI:10.1007/s10107-018-1329-6] https://arxiv.org/pdf/1712.05910.pdf
·
Defeng Sun, Kim Chuan Toh, Yancheng
Yuan, Xin-Yuan
Zhao, “SDPNAL+:
A Matlab software for semidefinite programming with
bound constraints (version 1.0)”, Optimization
Methods and Software 35 (2020) 87--115.
2019
·
Ziyan
Luo, Defeng Sun, Kim Chuan Toh, Naihua Xiu, “Solving the OSCAR and SLOPE
models using a semismooth Newton-based augmented Lagrangian
method”, Journal of Machine Learning Research 20(106):1--25,
2019.
·
Liang
Chen, Defeng Sun, Kim Chuan Toh, Ning
Zhang, “A unified algorithmic framework of
symmetric Gauss-Seidel decomposition based proximal ADMMs for convex composite
programming”, Journal of
Computational Mathematics 37 (2019) 739--757.
·
Shenglong Hu, Defeng Sun,
Kim Chuan Toh, “Best
nonnegative rank-one approximations of tensors”, SIAM Journal on Matrix Analysis and Applications 40 (2019)
1527--1554.
·
Ying Cui, Defeng Sun,
Kim Chuan Toh, “Computing
the best approximation over the intersection of a polyhedral set and the doubly
nonnegative cone”, SIAM
Journal on Optimization 29 (2019) 2785--2813.
·
Meixia Lin, Yong-Jin
Liu, Defeng Sun, Kim Chuan Toh, “Efficient sparse semismooth Newton methods
for the clustered lasso problem”, SIAM
Journal on Optimization 29 (2019) 2026--2052.
·
Liang
Chen, Defeng Sun, Kim Chuan Toh, “Some problems on the Gauss-Seidel
iteration method in degenerate cases”, Journal
on Numerical Methods and Computer Applications, 40 (2019) 98--110 (in Chinese)
·
Ying Cui, Defeng Sun, and Kim
Chuan Toh, “On the R-superlinear
convergence of the KKT residuals
generated by the augmented Lagrangian method for convex
composite conic programming”, Mathematical Programming 178 (2019) 381—415.
·
Xudong Li, Defeng Sun,
and Kim Chuan Toh, “A block symmetric
Gauss-Seidel decomposition theorem for convex composite quadratic programming
and its applications”, Mathematical Programming
175 (2019) 395--418. arXiv:1703.06629
Theses of Students:
2018
·
Yancheng Yuan, Defeng Sun and Kim Chuan Toh, “An
efficient semismooth Newton based algorithm for convex clustering”, Proceedings of the 35-th International
Conference on Machine Learning (ICML), Stockholm, Sweden, PMLR 80, 2018.
·
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 27 (2018) 368--379. arXiv:1604.05473.
·
Xudong Li, Defeng Sun,
and Kim Chuan Toh, “QSDPNAL: A
two-phase augmented Lagrangian method for convex quadratic semidefinite
programming”, Mathematical Programming Computation,
10 (2018) 703--743. https://arxiv.org/pdf/1512.08872.pdf
·
Xudong Li, Defeng Sun,
and Kim Chuan Toh, “On efficiently solving the subproblems of a
level-set method for fused lasso problems”, SIAM Journal on Optimization 28 (2018) 1842--1862. https://arxiv.org/abs/1512.08872
·
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 43 (2018) 622--637. [Revised from the first part of arXiv:1508.02134, August 2015.]
·
Chao Ding, Defeng Sun,
Jie Sun,
and Kim Chuan Toh, “Spectral
operators of matrices”, Mathematical Programming 168 (2018)
509--531. [Revised from the first part of https://arxiv.org/abs/1401.2269,
January 2014.]
·
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 36(3) (2018) 441--458.
·
Xudong Li, Defeng Sun,
and Kim Chuan Toh, “A highly efficient semismooth Newton augmented
Lagrangian method for solving Lasso problems’’, SIAM Journal on Optimization 28 (2018)
433--458.
[
This paper brought Xudong Li the Best Paper Prize for Young Researchers in
Continuous Optimization announced in the ICCOPT 2019 held in Berlin, August 3-8,
2019. This is the only prize given in the flagship international conference on
continuous optimization held every three years].
Theses of Students:
2017
·
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 comprehensive proof is supplied to clarify
many ambiguities/incorrect proofs in the literature].
·
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.
Theses of Students:
2016
- Ying Cui, Chenlei
Leng, and Defeng Sun, “Sparse
estimation of high-dimensional correlation matrices”, Computational Statistics & Data
Analysis Vol. 93 (2016) 390–403.
- Defeng Sun,
Kim Chuan Toh, and Liuqin
Yang, “An efficient inexact ABCD method for
least squares semidefinite programming”, May 2015, SIAM Journal on Optimization 26
(2016) 1072--1100. Detailed computational
results for over 600 problems tested in the paper.
- Jin
Qi, Melvyn
Sim, Defeng Sun, and Xiaoming Yuan, “Preferences for travel time
under risk and ambiguity: Implications in path selection and network
equilibrium”, September 2010, Transportation
Research Part B 94 (2016) 264--284.
- Ying Cui, Xudong Li, Defeng Sun,
and Kim Chuan Toh, “On the convergence properties of a
majorized ADMM for linearly constrained convex optimization problems with
coupled objective functions”( Dedicated to Professor Lucien Polak on the occasion of his 85th birthday), February 2015, Journal of Optimization Theory and Applications 169 (2016)
1013--1041.
- Min Li, Defeng Sun, and Kim
Chuan Toh, “A majorized ADMM with
indefinite proximal terms for linearly constrained convex composite
optimization”, December 2014, SIAM
Journal on Optimization 26 (2016) 922--950.
- Weimin
Miao, Shaohua Pan, and Defeng Sun,
“A rank-corrected procedure for
matrix completion with fixed basis coefficients’’, Mathematical Programming 159
(2016) 289--338.
- Caihua Chen, Yong-Jin
Liu, Defeng Sun, and Kim Chuan Toh, “A semismooth Newton-CG dual proximal point algorithm
for matrix spectral norm approximation problems’’, November 2012, Mathematical Programming 155
(2016) 435–470.
- Xudong Li, Defeng Sun,
and Kim Chuan Toh, “A Schur
complement based semi-proximal ADMM for convex quadratic conic programming
and extensions’’, arXiv:1409.2679,
arXiv:1409.2679, Mathematical Programming 155
(2016) 333-373. You may find the
detailed comparisons here.
Theses of Students:
2015
- 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 Vol. 7, Issue 3 (2015) 331–366. Detailed computational results for over 500
problems tested in the paper. [This paper together with the accompany
software was awarded the triennial Beale–Orchard-Hays Prize for
Excellence in Computational Mathematical Programming by the Mathematical Optimization Society at
Bordeaux, France, July 2-6, 2018. See Picture 1, Picture 2, and Picture
3.]
- Min Li, Defeng Sun, and Kim
Chuan Toh, “A convergent
3-block semi-proximal ADMM for convex minimization problems with one
strongly convex block’’, arXiv:1410.7933, arXiv:1410.7933, Asia-Pacific Journal of Operational
Research 32 (2015) 1550024 (19 pages).
- Defeng Sun,
Kim Chuan Toh, and Liuqin
Yang, “A convergent
3-block semi-proximal alternating direction method of multipliers for
conic programming with 4-type constraints”, SIAM Journal on Optimization Vol. 25, No. 2 (2015) 882–915. Detailed computational results for over 400
problems tested in the paper. You may also find a supplementary note here on more
detailed comparisons between the performance of our proposed algorithm and
various variants of ADMMs.
Theses of Students:
2014
- Kaifeng Jiang, Defeng Sun,
and Kim Chuan Toh, “A partial proximal point
algorithm for nuclear norm regularized matrix least squares problems”, PDF version Mathematical Programming Computation 6 (2014) 281--325.
- Chao Ding,
Defeng Sun, and Jane Ye, “First order optimality conditions for mathematical
programs with semidefinite cone complementarity constraints”, November
2010, PDF version SDCMPCC-Nov-15.pdf;
Revised in May 2012; PDF version
SDCMPCC_Revised_May16_12; online version SDCMPCC_online.pdf
Mathematical Programming 147 (2014) 539-579.
- Bin Wu, Chao Ding,
Defeng Sun, and Kim Chuan Toh, “On the Moreau-Yosida regularization of the vector k-norm related
functions”, PDF
version SIAM Journal on Optimization 24 (2014) 766--794.
- Chao Ding,
Defeng Sun, and Kim Chuan Toh, “An introduction to a
class of matrix cone programming”, PDF
version. Mathematical Programming 144 (2014) 141-179.
Theses of Students:
- “A General Framework for Structure Decomposition in
High-Dimensional Problems”, Thesis_YangJing.pdf
(Master thesis of YANG Jing) August 2014.
- “Sparse Coding Based Image Restoration and Recognition:
Algorithms and Analysis”, Thesis_BaoChenglong.pdf
(PhD thesis of BAO Chenglong) August 2014.
- “High-Dimensional Analysis on Matrix Decomposition with
Application to Correlation Matrix Estimation in Factor Models”, Thesis_WuBin.pdf (PhD thesis of WU Bin) January
2014.
2013
- Maryam
Fazel, Ting Kei
Pong, Defeng Sun, and Paul Tseng, “Hankel
matrix rank minimization with applications to system identification and
realization”, Hankel-Matrix-semi-Proximal-ADMM
SIAM Journal on Matrix Analysis and Applications 34 (2013) 946-977.
- Junfeng Yang, Defeng Sun,
and Kim Chuan Toh, “A proximal point algorithm
for log-determinant optimization with group lasso regularization”, GROUP LASSO REGULARIZATION.pdf
SIAM Journal on Optimization 23 (2013) 857--893.
- Kaifeng Jiang, Defeng Sun,
and Kim Chuan Toh, “Solving nuclear norm
regularized and semidefinite matrix least squares problems with linear
equality constraints”, PDF version
PPA_Semismooth-Revision.pdf. Fields Institute Communications Series
on Discrete Geometry and Optimization, K. Bezdek,
Y. Ye, and A. Deza eds., 2013.
Theses of Students:
- “Matrix Completion Models with Fixed Basis Coefficients
and Rank Regularized Problems with Hard Constraints”, PhDThesis_Miao_Final.pdf (PhD
thesis of MIAO Weimin) January 2013.
2012
- Kaifeng Jiang, Defeng Sun,
and Kim Chuan Toh, “An inexact accelerated
proximal gradient method for large scale linearly constrained convex SDP”,
iAPG_QSDP.pdf SIAM Journal on Optimization
22 (2012) 1042--1064. [The
algorithm is used in NAG’s nearest correlation library]
- Yong-Jin Liu, Defeng Sun, and
Kim Chuan Toh, “An implementable
proximal point algorithmic framework for nuclear norm minimization”,
July 2009, PDF version Nucnorm_July13.pdf;Revised
in March 2010, PDF version
Nucnorm-16Mar10.pdf; Revised in October 2010, PDF version Nucnorm-02Oct10.pdf; Mathematical
Programming 133 (2012) 399-436. See the "MATLAB Codes"
section for codes in Matlab.
Theses of Students:
2011
- Houduo Qi
and Defeng Sun, “An augmented Lagrangian dual approach for the H-weighted nearest
correlation matrix problem”, PDF version
CorrMatHnorm.pdf; IMA Journal of Numerical Analysis 31 (2011)
491--511. See the "MATLAB Codes" section for codes in Matlab.
2010
- Chengjing Wang, Defeng Sun,
and Kim Chuan Toh, “Solving
log-determinant optimization problems by a Newton-CG proximal point
algorithm”, September 2009, PDF
version logdet-NAL-29Sep09.pdf; Revised in March 2010, PDF version logdet-NAL-12Mar10.pdf; SIAM
Journal on Optimization 20 (2010) 2994--3013. See the "MATLAB
Codes" section for codes in Matlab.
- Xinyuan
Zhao, Defeng Sun, and Kim Chuan Toh, “A Newton-CG augmented Lagrangian method for semidefinite programming”, PDF version NewtonCGAugLag.pdf ; SIAM
Journal on Optimization 20 (2010) 1737--1765. See the "MATLAB
Codes" section for codes in Matlab.
- Houduo Qi
and Defeng Sun, “Correlation stress testing for
value-at-risk: an unconstrained convex optimization approach”, PDF version stress_test.pdf; Computational
Optimization and Applications 45 (2010) 427--462. See the "MATLAB
Codes" section for codes in Matlab.
Theses of Students:
- “Structured Low Rank Matrix Optimization Problems: A
Penalized Approach” PDF version main_gy.pdf (PhD
thesis of GAO Yan) August 2010.
2009
- Yan Gao and Defeng Sun, “Calibrating
least squares covariance matrix problems with equality and inequality
constraints”, PDF version CaliMat.pdf; SIAM
Journal on Matrix Analysis and Applications 31 (2009) 1432--1457. See
the "MATLAB Codes" section for codes in Matlab.
Theses of Students:
- “A Semismooth Newton-CG Augmented Lagrangian
Method for Large Scale Linear and Convex Quadratic SDPs” PDF version main_xyz.pdf (PhD thesis of ZHAO
Xinyuan) August 2009. [See the "MATLAB Codes" section
for the software for solving linear SDPs.]
- “A Study on Nonsymmetric Matrix-Valued Functions” PDF version Main_YZ.pdf (Master thesis of YANG Zhe) August 2009.
2008
- Jiri Outrata and Defeng Sun,
“On the coderivative of the
projection operator onto the second order cone”, Set-Valued Analysis
16 (2008) 999--1014.
- Zi Xian Chan and Defeng Sun,
“Constraint nondegeneracy, strong regularity, and nonsingularity
in semidefinite programming”. Final PDF version
SiamCS07.pdf SIAM Journal on Optimization 19 (2008)
370--396. [This project brought the inaugural outstanding undergraduate
researcher prize at National University of Singapore in AY 2006/07 to
Zi Xian]
- J.-S. Chen, Defeng Sun, and Jie Sun, “The SC^1 property
of the squared norm of the SOC Fischer-Burmeister function”. PDF file lipschitz_ORL_10_07.pdf Operations
Research Letters 36 (2008) 385--392.
- Defeng Sun and Jie Sun, “Loewner's operator and spectral functions in Euclidean
Jordan algebras”. Final PDF version MOR_SS4.pdf Mathematics
of Operations Research 33 (2008) 421--445.
- 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.
2007
2006
2005
- Fanwen Meng, D.F. Sun and Gongyun
Zhao, “Semismoothness
of solutions to generalized equations and the Moreau-Yosida regularization”,
Mathematical Programming 104 (2005) 561--581.
- D.F. Sun and Jie Sun, “Nonsmooth
Matrix Valued Functions Defined by Singular Values”, December
2002. PDF version SS3.pdf. Revised with the new
title as “Strong semismoothness of
Fischer-Burmeister SDC and SOC functions”, Final PDF
version SS3_Rev.pdf Mathematical Programming 103 (2005)
575--581.
- D. Han, Xun Li, D.F. Sun, and
Jie Sun, “Bounding option
prices of multi-assets: a semidefinite programming approach”, PDF version HLSS.pdf Pacific Journal of
Optimization 1 (2005) 59--79. (Special issue in honor of the 70th
birthday of R Tyrrell Rockafellar).
Theses of Students:
2004
- Z. Huang, L. Qi and D.F. Sun,
“Sub-Quadratic
Convergence of a Smoothing Newton Algorithm for the P_0-- and Monotone LCP”, PDF
version hqs_revised_Feb20.pdf Mathematical Programming, 99
(2004), 423--441.
- Jie Sun, D.F. Sun and L. Qi,
“A Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in
Semidefinite Optimization Problems”, SIAM Journal on Optimization, 14
(2004), 783--806.
Theses of Students:
2003
- H.-D. Qi,
L. Qi and D.F. Sun, “Solving
KKT Systems via the Trust Region and the Conjugate Gradient Methods,” SIAM
Journal on Optimization, 14 (2003) 439--463.
- J.S. Pang, D.F. Sun and Jie Sun, “Semismooth
Homeomorphisms and Strong Stability of Semidefinite and Lorentz Cone
Complementarity Problems,” PDF version PSS_03.pdf
Mathematics of Operations Research, 28 (2003) 39-63.
- X.D. Chen, D. Sun and Jie Sun, “Complementarity
Functions and Numerical Experiments for Second-Order-Cone Complementarity
Problems,” PDF version coap_03.pdf Computational
Optimization and Applications, 25 (2003) 39 -- 56.
- G. Zhou, Kim Chuan Toh, and Defeng Sun, “Semismooth
Newton methods for minimizing a sum of Euclidean norms with linear
constraints,” Postscript version zts.ps
PDF version
zts.pdf. Journal of Optimization Theory and Applications, 119
(2003), 357--377.
- D.F. Sun and Jie Sun, “Strong Semismoothness of
Eigenvalues of Symmetric Matrices and Its Application to Inverse Eigenvalue
Problems,” SIAM Journal on Numerical Analysis, 40 (2003)
2352--2367.
2002
- D.F. Sun, R.S. Womersley and H.-D. Qi,
“A feasible semismooth asymptotically Newton method for mixed
complementarity problems”, PDF version SWQ_02.pdf
Mathematical Programming, 94 (2002) 167--187.
- D.F. Sun and Jie Sun, “Semismooth Matrix
Valued Functions”, PDF version SS_02.pdf Mathematics
of Operations Research, 27 (2002) 150--169.
- L. Qi and D. Sun, “Smoothing Functions and a Smoothing Newton Method
for Complementarity and Variational Inequality Problems”, Journal
of Optimization Theory and Applications, 113 (2002) 121--147.
- L. Qi, D. Sun and G. Zhou, ``A
primal-dual algorithm for minimizing a sum of Euclidean norms'', Journal
of Computational and Applied Mathematics, 138 (2002) 127--150.
2001
- D. Sun, “A
further result on an implicit function theorem for locally Lipschitz
functions”, Operations
Research Letters, 28 (2001) 193--198.
- D. Sun and L. Qi, “Solving
variational inequality problems via smoothing-nonsmooth
reformulations”,
Journal of Computational and Applied Mathematics,
129 (2001) 37--62.
- Y.B. Zhao and D. Sun, “Alternative
theorems for nonlinear projection equations and their applications to
generalized complementarity problems”, Nonlinear Analysis: Theory,
Methods and Applications. 46 (2001) 853--868.
- L. Qi and D. Sun, “Nonsmooth & Smoothing Methods for NCP & VI”, the
Encyclopedia of Optimization , C. Floudas and P. Pardalos (editors), (Kluwer Academic Publisher,
Nowell, MA. USA, 2001) 100-104.
- E. Polak, L. Qi and D. Sun, "Second-Order
Algorithms for Generalized Finite and Semi-Infinite Min-Max Problems,"
SIAM Journal on Optimization 11 (2001) 937--961.
2000
- L. Qi, D. Sun and G. Zhou, “A new
look at smoothing Newton methods for nonlinear complementarity problems
and box constrained variational inequalities,” Mathematical
Programming, 87 (2000), 1--35.
- L. Qi and D. Sun, ``Improving the convergence of non-interior point
algorithms for nonlinear complementarity problems'', Mathematics of
Computation, 69 (2000), 283--304.
- Y. Dai, J. Han, G. Liu, D. Sun,
H. Yin and Y. Yuan, “Convergence properties of
nonlinear conjugate gradient methods,” SIAM Journal on
Optimization, 10 (2000), 345--358.
- L. Qi and D. Sun, “Polyhedral
methods for solving three index assignment problems,” Nonlinear
Assignment Problems: Algorithms and Applications, P.M. Pardalos and L. Pitsoulis,
eds., (Kluwer Academic Publisher, Nowell, MA, USA, 2000), 91--107.
1999
- R. Mifflin, L. Qi and D. Sun,
“Properties of Moreau-Yosida
regularization of a piecewise $C^2$ convex function,” Mathematical
Programming, Vol. 84, 1999, 269--281.
- D. Sun and R. S. Womersley, “A New Unconstrained Differentiable
Merit Function for Box Constrained Variational Inequality Problems and a
Damped Gauss-Newton Method,” PDF version
Sun_Womersley_99.pdf SIAM Journal on Optimization, Vol. 9,
1999, pp. 409--434.
- E. Polak, L. Qi and D. Sun, “First-Order
Algorithms for Generalized Finite and Semi-Infinite Min-Max Problems,”
Computational Optimization and Applications, Vol. 13, pp. 137-161,
1999.
- D. Sun and L. Qi, “On NCP functions,” PDF
version ncp.pdf Computational Optimization and Applications, Vol.
13, 1999, 201--220.
- D. Sun, “A regularization
Newton method for solving nonlinear complementarity problems,” PDF version AMO_99.pdf Applied Mathematics and
Optimization, 40 (1999), 315-339.
- L. Qi and D. Sun, “A survey
of some nonsmooth equations and smoothing Newton
methods,” PDF version qsreview1.pdf in Andrew Eberhard,
Barney Glover, Robin Hill and Daniel Ralph eds., Progress in
optimization, 121--146, Appl. Optim., 30,
Kluwer Acad. Publ., Dordrecht, 1999.
- G. Zhou, D. Sun and L. Qi, “Numerical experiments for a
class of squared smoothing Newton methods for complementarity and
variational inequality problems,” PDF version
zsq_99.pdf in Reformulation: Nonsmooth,
Piecewise Smooth, Semismooth and Smoothing Methods, M. Fukushima and
L. Qi (eds.), Kluwer Academic Publishers B.V., 421--441, 1999.
1998
- F. Potra, L. Qi and D. Sun, “Secant methods for
semismooth equations,” Numerische
Mathematik, Vol. 80, 1998, 305--324.
- X. Chen, L. Qi and D. Sun, “Global and superlinear
convergence of the smoothing Newton method and its application to general
box constrained variational inequalities,” Mathematics of
Computation, 67 (1998), pp. 519-540.
- R. Mifflin, D. Sun and L. Qi, “Quasi-Newton
bundle-type methods for nondifferentiable convex optimization,” SIAM
Journal on Optimization, Vol. 8, 1998, 583 - 603.
- H. Jiang, M. Fukushima, L. Qi and D. Sun, “A trust region method
for solving generalized complementarity problems,” SIAM Journal on
Optimization, Vol. 8, 1998, pp. 140-157.
- J. Han and D.F. Sun, “Newton-Type methods for variational inequalities,” Advances
in Nonlinear Programming, Y. Yuan eds, Klumer,
Boston, 1998, pp. 105 -- 118.
- D.F. Sun and J. Han and Y.B. Zhao, “On the finite termination of the
damped-Newton algorithm for the linear complementarity problem,” Acta
Mathematica Numerica Applicatae,
Vol. 21:1, 1998, 148--154.
1997
- D. Sun and J. Han, “Newton and quasi-Newton methods for
a class of nonsmooth equations and related
problems,” PDF version Sun_Han_97.pdf SIAM
Journal on Optimization, 7 (1997) 463--480.
- D. Sun, M. Fukushima and L.
Qi, “A computable generalized Hessian of the D-gap function and
Newton-type methods for variational inequality problem,” PDF version SFQ_97.pdf in: M.C. Ferris and J.-S.
Pang, eds., Complementarity and Variational Problems -- State of the
Art, SIAM Publications, Philadelphia, 1997, pp. 452-473.
- J. Han and D. Sun, “Newton and quasi-Newton methods for normal maps with
polyhedral sets,” Journal of Optimization Theory and Applications, Vol.
94, No. 3, pp. 659-676, September 1997.
- D. Sun and J. Han, “On
a conjecture in Moreau-Yosida approximation of a
nonsmooth convex function”, Chinese Science
Bulletin 42 (1997) 1423--1426.
1996
- D. Sun, “A class of iterative methods for solving nonlinear
projection equations”, Journal of Optimization Theory and
Applications, Vol. 91, No.1, 1996, pp. 123--140.
- H. Jiang, L. Qi, X. Chen and D. Sun,
``Semismoothness and Superlinear
Convergence in Nonsmooth Optimization and Nonsmooth Equations'', Nonlinear Optimization and
Applications, G. Di Pillo and F. Giannessi eds., (Plenum Publishing Corporation, New
York), 1996, 197--212.
1995
1994
1993
D.F. 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, Faculty of Computer and
Mathematical Sciences, The Hong Kong
Polytechnic University

Last Modified: April 8, 2025
Defeng Sun, Department of Applied Mathematics,
Faculty of Computer and Mathematical Sciences, The Hong Kong Polytechnic
University