Ting Kei Pong (T. K. Pong)

Professor
Department of Applied Mathematics
the Hong Kong Polytechnic University
Hong Kong

Office: TU 803
Telephone: (852) 3400 3330
Email: tk.pong@polyu.edu.hk
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I am currently a professor at Department of Applied Mathematics, the Hong Kong Polytechnic University. This is my CV.

Background

I received my Bachelor degree in 2004 from the Chinese University of Hong Kong, Department of Mathematics. I got my MPhil degree in 2006 in the same department under the supervision of Professor Kung Fu Ng. I started my PhD study in 2006 in Department of Mathematics of University of Washington, under the supervision of Professor Paul Tseng. After the disappearance of Professor Tseng, I was coadvised by Professor Maryam Fazel and Professor Rekha Thomas. I was in Simon Fraser University from July 2010 to March 2011 working with Professor Zhaosong Lu as a visiting researcher. I got my PhD degree in June 2011. From June 2011 to July 2013, I was a postdoctoral fellow at University of Waterloo, under the mentorship of Professor Stephen Vavasis and Professor Henry Wolkowicz. From July 2013 to July 2014, I was a PIMS postdoctoral fellow at University of British Columbia, working with Professor Michael Friedlander. I joined the Hong Kong Polytechnic University on Aug 1st, 2014.

Teaching

I am teaching AMA505 in semester 1, 2024-25.

Current Students and Postdocs: Former Students and Postdocs:

Research Interest

Broadly speaking: Continuous optimization
Current focus:

Other interests:

Preprints

  1. Break recovery in graphical networks with D-trace loss (with Ying Lin, Benjamin Poignard and Akiko Takeda) Submitted Oct 2024. Codes available at Github page hosted by Ying Lin.
  2. A single-loop proximal-conditional-gradient penalty method (with Liaoyuan Zeng and Hao Zhang) Submitted Sep 2024. Codes available at Github page hosted by Liaoyuan Zeng.
  3. Subdifferentially polynomially bounded functions and Gaussian smoothing-based zeroth-order optimization (with Ming Lei, Shuqin Sun and Man-Chung Yue) Submitted May 2024.
  4. Tight error bounds for log-determinant cones without constraint qualifications (with Ying Lin, Scott B. Lindstrom and Bruno F. Lourenço) Submitted March 2024.
  5. An extended sequential quadratic method with extrapolation (with Shiqi Xu and Yongle Zhang) Submitted December 2023. Codes available at code

Publications

  1. Kurdyka-Łojasiewicz exponent via Hadamard parametrization (with Yuncheng Liu, Wenqing Ouyang and Hao Wang) To appear in SIAM J. Optim.
  2. Optimal error bounds in the absence of constraint qualifications with applications to the p-cones and beyond (with Scott B. Lindstrom and Bruno F. Lourenço) To appear in Math. Oper. Res.
  3. Frank-Wolfe-type methods for a class of nonconvex inequality-constrained problems (with Guoyin Li, Xiaozhou Wang, Liaoyuan Zeng and Yongle Zhang) Math. Program. 208, 2024, pp. 717-761. Codes available at Github page hosted by Liaoyuan Zeng.
  4. Generalized power cones: optimal error bounds and automorphisms (with Ying Lin, Scott B. Lindstrom and Bruno F. Lourenço) SIAM J. Optim. 34, 2024, pp. 1316-1340.
  5. Convergence rate analysis of a Dykstra-type projection algorithm (with Xiaozhou Wang) SIAM J. Optim. 34, 2024, pp. 563-589.
  6. Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints (with Tianxiang Liu and Akiko Takeda) Comput. Optim. Appl. 86, 2023, pp. 521-553. Codes available at the webpage of Tianxiang Liu.
  7. Doubly iteratively reweighted algorithm for constrained compressed sensing models (with Shuqin Sun) Comput. Optim. Appl. 85, 2023, pp. 583-619. Equation (4.5a) in the published version is messed up. Please refer to (4.5) in the ArXiv version. code
  8. A Newton-CG based augmented Lagrangian method for finding a second-order stationary point of nonconvex equality constrained optimization with complexity guarantees (with Chuan He and Zhaosong Lu) SIAM J. Optim. 33, 2023, pp. 1734-1766. Negative signs are unfortunately missing in Algorithm 3.1 in the published version. Please refer to Algorithm 1 in the ArXiv version instead.
  9. Retraction-based first-order feasible methods for difference-of-convex programs with smooth inequality and simple geometric constraints (with Guoyin Li, Shiqi Xu and Yongle Zhang) Adv. Comput. Math. 49, 2023, Article number: 8. Codes available at code
  10. Error bounds, facial residual functions and applications to the exponential cone (with Scott B. Lindstrom and Bruno F. Lourenço) Math. Program. 200, 2023, pp. 229-278.
  11. ρ-regularization subproblems: Strong duality and an eigensolver-based algorithm (with Liaoyuan Zeng) Comput. Optim. Appl. 81, 2022, pp. 337-368. Codes available at Github page hosted by Liaoyuan Zeng.
  12. Kurdyka-Łojasiewicz exponent via inf-projection (with Guoyin Li and Peiran Yu) Found. Comput. Math. 22, 2022, pp. 1171-1217.
  13. Convergence rate analysis of a sequential convex programming method with line search for a class of constrained difference-of-convex optimization problems (with Zhaosong Lu and Peiran Yu) SIAM J. Optim. 31, 2021, pp. 2024-2054.
  14. Analysis and algorithms for some compressed sensing models based on L1/L2 minimization (with Peiran Yu and Liaoyuan Zeng) SIAM J. Optim. 31, 2021, pp. 1576-1603. code
  15. A strictly contractive Peaceman-Rachford splitting method for the doubly nonnegative relaxation of the minimum cut problem (with Xinxin Li, Hao Sun and Henry Wolkowicz) Comput. Optim. Appl. 78, 2021, pp. 853-891.
  16. A hybrid penalty method for a class of optimization problems with multiple rank constraints (with Tianxiang Liu, Ivan Markovsky and Akiko Takeda) SIAM J. Matrix Anal. A. 41, 2020, pp. 1260-1283.
  17. A difference-of-convex approach for split feasibility with applications to matrix factorizations and outlier detection (with Chen Chen, Lulin Tan and Liaoyuan Zeng) J. Global Optim. 78, 2020, pp. 107-136. See the ArXiv version for a fix of an error in Lemma 4 and Proposition 5: changed full rank to rank r in the former, and added compactness assumption to the latter. code
  18. A subgradient-based approach for finding the maximum feasible subsystem with respect to a set (with Minglu Ye) SIAM J. Optim. 30, 2020, pp. 1274-1299. code
  19. Inner approximating the completely positive cone via the cone of scaled diagonally dominant matrices (with Mina Saee and João Gouveia) J. Global Optim. 76, 2020, pp. 383-405.
  20. Polar convolution (with Michael Friedlander and Ives Macêdo) SIAM J. Optim. 29, 2019, pp. 1366-1391.
  21. Iteratively reweighted l1 algorithms with extrapolation (with Peiran Yu) Comput. Optim. Appl. 73, 2019, pp. 353-386. code Updated on Nov 18, 2017: fixing bugs in termination criteria.
  22. A refined convergence analysis of pDCAe with applications to simultaneous sparse recovery and outlier detection (with Tianxiang Liu and Akiko Takeda) Comput. Optim. Appl. 73, 2019, pp. 69-100. code
  23. A nonmonotone alternating updating method for a class of matrix factorization problems (with Xiaojun Chen and Lei Yang) SIAM J. Optim. 28, 2018, pp. 3402-3430. Codes available at Lei Yang's webpage
  24. 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. DOI:10.1007/s10107-018-1327-8. code
  25. A proximal difference-of-convex algorithm with extrapolation (with Xiaojun Chen and Bo Wen) Comput. Optim. Appl. 69, 2018, pp. 297-324. code.
  26. Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods (with Guoyin Li) Found. Comput. Math. 18, 2018, pp. 1199-1232. See also the ArXiv version for more details to the proof of Theorem 4.1; domains and ranges are added to the statement of Theorem 3.5 to remove ambiguity.
  27. Peaceman-Rachford splitting for a class of nonconvex optimization problems (with Guoyin Li and Tianxiang Liu) Comput. Optim. Appl. 68, 2017, pp. 407-436. code
  28. Two-stage stochastic variational inequalities: an ERM-solution procedure (with Xiaojun Chen and Roger Wets) Math. Program. 165, 2017, pp. 71-111.
  29. Further properties of the forward-backward envelope with applications to difference-of-convex programming (with Tianxiang Liu) Comput. Optim. Appl. 67, 2017, pp. 489-520. code Codes further optimized and updated on June 26, 2016.
  30. Linear convergence of proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth minimization problems (with Xiaojun Chen and Bo Wen) SIAM J. Optim. 27, 2017, pp. 124-145.
  31. Alternating direction method of multipliers for a class of nonconvex and nonsmooth problems with applications to background/foreground extraction (with Xiaojun Chen and Lei Yang) SIAM J. Imaging Sci. 10, 2017, pp. 74-110.
  32. Penalty methods for a class of non-Lipschitz optimization problems (with Xiaojun Chen and Zhaosong Lu) SIAM J. Optim. 26, 2016, pp. 1465-1492. code A bug in the code Lp_proj is fixed on March 6, 2017.
  33. Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems (with Guoyin Li) Math. Program. 159, 2016, pp. 371-401. code
  34. Eigenvalue, quadratic programming, and semidefinite programming relaxations for a cut minimization problem (with Hao Sun, Ningchuan Wang and Henry Wolkowicz) Comput. Optim. & Appl. 63, 2016, pp. 333-364. code
  35. Global convergence of splitting methods for nonconvex composite optimization (with Guoyin Li) SIAM J. Optim. 25, 2015, pp. 2434-2460.
  36. Gauge optimization and duality (with Michael Friedlander and Ives Macêdo) SIAM J. Optim. 24, 2014 pp. 1999-2022.
  37. The generalized trust region subproblem (with Henry Wolkowicz) Comput. Optim. & Appl. 58, 2014, pp. 273-322. code Note: Section 2.2.2 requires additionally b = 0. The general case is recently considered in Section 3.1 of Taati and Salahi.
  38. Robust least square semidefinite programming with applications (with Guoyin Li and Alfred Ka Chun Ma) Comput. Optim. & Appl. 58, 2014, pp. 347-379. code
  39. Computing optimal experimental designs via interior point method (with Zhaosong Lu) SIAM J. Matrix Anal. A. 34, 2013, pp. 1556-1580. code
  40. 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. code
  41. An alternating direction method for finding Dantzig selectors (with Zhaosong Lu and Yong Zhang) Comput. Stat. Data An. 56, 2012, pp. 4037-4946. ADMDS package is available at Yong Zhang's homepage.
  42. Edge-based semidefinite programming relaxation of sensor network localization with lower bound constraints Comput. Optim. & Appl. 53, 2012, pp. 23-44. code
  43. Comparing SOS and SDP relaxations of sensor network localization (with João Gouveia) Comput. Optim. & Appl. 52, 2012, pp. 609-627. code
  44. Minimizing condition number via convex programming (with Zhaosong Lu) SIAM J. Matrix Anal. A. 32, 2011, pp. 1193-1211. code
  45. (Robust) Edge-based semidefinite programming relaxation of sensor network localization (with Paul Tseng) Math. Program. 130, 2011, pp. 321-358. code
  46. Trace norm regularization: reformulations, algorithms, and multi-task learning (with Paul Tseng, Shuiwang Ji and Jieping Ye) SIAM J. Optim. 20, 2010, pp. 3465-3489. code
  47. Constraint qualifications for convex inequality systems with applications in constrained optimization (with Chong Li and K. F. Ng) SIAM J. Optim. 19, 2008, pp. 163-187.
  48. The SECQ, linear regularity, and the strong CHIP for an infinite system of closed convex sets in normed linear spaces (with Chong Li and K. F. Ng) SIAM J. Optim. 18, 2007, pp. 643-665.

Education Related Papers

  1. Social resistance (with Michael Friedlander and Nathan Krislock) Comput. Sci. Eng. 18(2), 2016, pp. 98-103.

Journal Editorship

  1. Associate Editor of Mathematics of Operations Research, Jan 2019 to present.
  2. Editorial Board Member of Computational Optimization and Applications, May 2022 to present.
  3. Editorial Board Member of Pacific Journal of Optimization, May 2022 to present.
  4. Associate Editor of Open Journal of Mathematical Optimization, Feb 2023 to present.

Talks

  1. ISMP 2024 (July 21-26, 2024), Kurdyka-Łojasiewicz exponent for a class of Hadamard-difference-parameterized models.
  2. DOML 2024 (July 8-10, 2024), Kurdyka-Łojasiewicz exponent for a class of Hadamard-difference-parameterized models.
  3. One World Optimization Seminar in Vienna (June 3-7, 2024), Kurdyka-Łojasiewicz exponent for a class of Hadamard-difference-parameterized models.
  4. ICIAM 2023 (Aug 20-25, 2023), Convergence rate analysis of a Dykstra-type projection algorithm.
  5. Workshop on Optimization, Equilibrium and Complementarity (Aug 16-19, 2023), Frank-Wolfe type methods for nonconvex inequality-constrained problems.
  6. IAM seminar (Jun 28, 2023), Error bound for conic feasibility problems: case studies on the exponential cone.
  7. Tutte seminar (Jun 17, 2023), Error bound for conic feasibility problems: case studies on the exponential cone.
  8. UW Distinguished Seminar in Optimization & Data (Jun 3, 2023), Error bound for conic feasibility problems: case studies on the exponential cone.
  9. SIAM Conference of Optimization (OP23) (May 31-Jun 3, 2023), Frank-Wolfe type methods for nonconvex inequality-constrained problems.
  10. Pre-SIAM Optimization workshop (Dima's workshop) (May 30, 2023), Convergence rate analysis of a Dykstra-type projection algorithm.
  11. International Workshop on Continuous Optimization (Dec 3-4, 2022), Frank-Wolfe type methods for nonconvex inequality-constrained problems.
  12. Math seminar at Nanjing University (Sep 23, 2022), Error bound for conic feasibility problems: Case studies on Exponential cone and p-cones.
  13. One World Optimization Seminar (Nov 15, 2021), Analysis and algorithms for some compressed sensing models based on the ratio of the l1 and l2 norms.
  14. International Conference on Nonconvex and Distributed Optimization: Theory, Algorithm and Applications (May 29-30, 2021), Analysis and algorithms for some compressed sensing models based on the ratio of the l1 and l2 norms.
  15. The 64th Annual Meeting of the Australian Mathematical Society (Dec 8-10, 2020), Convergence rate analysis of SCPls for a class of constrained difference-of-convex optimization problems.
  16. The 6th International Conference on Continuous Optimization (Aug 5-8, 2019), Gauge optimization: Duality and polar envelope.
  17. Tutte Seminar (Jun 7, 2019), Deducing Kurdyka-Łojasiewicz exponent of optimization models.
  18. Mini-workshop talk at University of Tokyo (Apr 3, 2019), Gauge optimization: Duality and polar envelope.
  19. Seminar talk at University of Tokyo (Apr 2, 2019), Deducing Kurdyka-Łojasiewicz exponent of optimization models.
  20. The Greater Bay Area workshop on Computational Optimization 2019 (Jan 23-24, 2019), Deducing Kurdyka-Łojasiewicz exponent of optimization models.
  21. EURO 2018 (Jul 8-11, 2018), Iteratively reweighted l1 algorithms with extrapolation.
  22. ISMP 2018 (Jul 1-6, 2018), Iteratively reweighted l1 algorithms with extrapolation.
  23. INFORMS International 2018 (Jun 17-20, 2018), A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems.
  24. SIAM Conference on Applied Linear Algebra (May 4-8, 2018), A non-monotone alternating updating method for a class of matrix factorization problems.
  25. The workshop on Variational Analysis and Stochastic Optimization (Dec 11-12, 2017), Iteratively reweighted l1 algorithms with extrapolation.
  26. The 5th International Conference on Continuous Optimization (Aug 6-11, 2016), Explicit estimation of KL exponent and linear convergence of 1st-order methods.
  27. Trends in Optimization Seminar, UW Seattle (Jun 8, 2016), Explicit estimation of KL exponent and linear convergence of 1st-order methods.
  28. The 5th Workshop on Optimization and Risk Management (Jun 2-3, 2016), Explicit estimation of KL exponent and linear convergence of 1st-order methods.
  29. The 4th Workshop on Optimization and Risk Management (Dec 16-17, 2015), Splitting methods for nonconvex feasibility problems.
  30. ISMP 2015 (Jul 12-17, 2015) Splitting methods for nonconvex feasibility problems.
  31. Tutte Seminar (Jul 10, 2015) Splitting methods for nonconvex feasibility problems.
  32. Workshop on Optimization and Data Analytics (May 13-14, 2015) Douglas-Rachford splitting for nonconvex feasibility problems.
  33. The 3rd Workshop on Optimization and Risk Management (Oct 20-21, 2014), Douglas-Rachford splitting for nonconvex feasibility problems.
  34. WCOM 2014 Spring (May 3, 2014), Gauge optimization and duality.
  35. WCOM 2013 Autumn (Oct 5, 2013), The proximal-proximal gradient algorithm, manuscript, code
  36. Optimization Days (May 6-8, 2013), Generalized trust region subproblem: analysis and algorithm.
  37. UW Optimization Seminar (Nov 20, 2012), Generalized trust region subproblem.
  38. ISMP 2012 (Aug 19-24, 2012), Generalized trust region subproblem: analysis and algorithm.
  39. Tutte Seminar (Nov 4, 2011), Convex relaxations of sensor network localization.
  40. Mid-west Optimization Meeting 2011 (Oct 14-15, 2011), Efficient solutions for large-scale trust region subproblem.
  41. Thesis defense (May 10, 2011), Convex optimization in sensor network localization and multi-task learning.
  42. SFU Optimization Seminar (Nov 4, 2010), SOS and SDP relaxations of sensor network localization.
  43. WCOM 2010 (May 9, 2010), ESDP relaxation of sensor network localization: analysis, extensions and algorithm.
  44. Talk at MIT (Nov 19, 2009), ESDP relaxation of sensor network localization: analysis, extensions and algorithm.
  45. ISMP 2009 (Aug 23-28, 2009), ESDP relaxation of sensor network localization: analysis, extensions and algorithm.
  46. MOPTA 2008 (Aug 18-20, 2008), ESDP relaxation of sensor network localization.
  47. UW Optimization Seminar (Jun 3, 2008), ESDP relaxation of sensor network localization.

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