DEPARTMENT OF APPLIED MATHEMATICS 96 Email defeng.sun@polyu.edu.hk Qualification BSc (Nanjing University) MSc (Nanjing University) PhD (Chinese Academy of Sciences) ORCID ID 0000-0003-0481-272X Prof. SUN Defeng Chair Professor of Applied Optimization and Operations Research Head of Department Co-Director of The PolyU-SDU Joint Research Centre on Financial Mathematics Research Areas • Sparse Newton methods with low complexities • Matrix Optimisation (MatOpt): theory, algorithms, software and applications • High-dimensional statistical optimisation • Second-order variational analysis • Risk management and computational finance Representative Publications • Math. Oper. Res., 47 (2022), no. 3, 2219–2239 • SIAM J. Imaging Sci. 15 (2022), no. 2, 625–669 • Math. Program. Comput., 14 (2022), no. 2, 223–270 • SIAM J. Math. Data Sci. 3 (2021), no. 2, 524–543 • J. Mach. Learn. Res. 22 (2021), Paper No. 22(21):1−37 • Math. Program. 185 (2021), no. 1-2, Ser. A, 111–161 Awards and Achievements • SIAM Fellow • CSIAM Fellow • RGC Senior Research Fellow, 2022/2023 • Plenary speaker at "The Seventh International Conference on Continuous Optimization", 2022 • Distinguished Collaborator Award, from both the Hong Kong Research Center and Huawei Noah's Ark Lab, Huawei Technologies Co. Ltd., 2021 • Plenary speaker at "SIAM Conference on Computational Science and Engineering", 2021 • Beale – Orchard-Hays Prize, 2018 • Plenary speaker at "SIAM Conference on Optimization", 2011
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