I am an assistant professor at the Department of Statistics and Operations Research, which I joined in July 2015. I was a postdoctoral researcher at Laboratory for Information and Inference Systems, LIONS, École Polytechnique Fédérale de Lausanne, EPFL, Switzerland from November 2012 to June 2015. I completed my Ph.D. in Optimization in Engineering in November 2012 at the Department of Electrical Engineering, ESAT, and Optimization in Engineering Center, OPTEC, under the supervision of Professor Moritz Diehl.
Numerical Optimization: Theory and Algorithms for Convex Optimization and Non-convex Continuous Optimization
My research is on numerical optimization: theory, algorithms, and applications. I have been working on equilibrium problems and variational inequalities, Sequential Convex Programming, SCP, for nonlinear optimization and applications in model predictive control, optimal control, and static output feedback control. Also I have dobe work on first order and second order decomposition methods for, large-scale, convex optimization. My current research focuses on efficient methods for convex optimization and matrix optimization, with applications in signal/image processing, statistics, and machine learning.