Postdoctoral Fellow Department of Combinatorics and Optimization University of Waterloo Waterloo, Ontario, Canada N2L 3G1 Office: MC 4011 Telephone: 519-888-4567 ext. 37211 Email: ptingkei@math.uwaterloo.ca

I am currently a postdoctoral fellow at University of Waterloo. My research area is Optimization. My mentors are Professor Stephen Vavasis and Professor Henry Wolkowicz. This is my CV.
I am on the job market this year.

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.

Research Interest

Broadly speaking: Convex optimization
Current focus:

• Convex relaxations (e.g., for sensor network localization);
• First-order methods for large-scale problems;
• Matrix rank minimization.

• Constraint qualifications for convex optimization.
• Statistical computation;
• Robust optimization.

Preprints

• The proximal-proximal gradient algorithm Submitted May 2013. code
• The generalized trust region subproblem (with Henry Wolkowicz) Submitted Nov 2012. code
• Robust least square semidefinite programming with applications to correlation stress testing (with Guoyin Li and Alfred Ka Chun Ma) Submitted Nov 2012. code
• Computing optimal experimental designs via interior point method (with Zhaosong Lu) Submitted Jan 2012. Revised Oct 2012. Revised Mar 2013. code

Publications

• Hankel matrix rank minimization with applications in system identification and realization (with Maryam Fazel, Defeng Sun and Paul Tseng) to appear in SIAM J. Matrix Anal. A. code
• 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
• Edge-based semidefinite programming relaxation of sensor network localization with lower bound constraints Comput. Optim. & Appl. 53, 2012, pp. 23-44. code
• Comparing SOS and SDP relaxations of sensor network localization (with Joao Gouveia) Comput. Optim. & Appl. 52, 2012, pp. 609-627. code
• Minimizing condition number via convex programming (with Zhaosong Lu) SIAM J. Matrix Anal. A. 32, 2011, pp. 1193-1211. code
• (Robust) Edge-based semidefinite programming relaxation of sensor network localization (with Paul Tseng) Math. Program. 130, 2011, pp. 321-358. code
• 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
• 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.
• 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.

Talks

• Optimization Days (May 6-8, 2013), Generalized Trust Region Subproblem: Analysis and Algorithm.
• UW Optimization Seminar (Nov 20, 2012), Generalized Trust Region Subproblem.
• ISMP 2012 (Aug 19-24, 2012), Generalized Trust Region Subproblem: Analysis and Algorithm.
• Tutte Seminar (Nov 4, 2011), Convex Relaxations of Sensor Network Localization.
• Mid-west Optimization Meeting 2011 (Oct 14-15, 2011), Efficient Solutions for Large-scale Trust Region Subproblem.
• Thesis defense (May 10, 2011), Convex Optimization in Sensor Network Localization and Multi-task Learning.
• SFU Optimization Seminar (Nov 4, 2010), SOS and SDP Relaxations of Sensor Network Localization.
• WCOM 2010 (May 9, 2010), ESDP Relaxation of Sensor Network Localization: Analysis, Extensions and Algorithm.
• Talk at MIT (Nov 19, 2009), ESDP Relaxation of Sensor Network Localization: Analysis, Extensions and Algorithm.
• ISMP 2009 (Aug 23-28, 2009), ESDP Relaxation of Sensor Network Localization: Analysis, Extensions and Algorithm.
• MOPTA 2008 (Aug 18-20, 2008), ESDP Relaxation of Sensor Network Localization.
• UW Optimization Seminar (June 3, 2008), ESDP Relaxation of Sensor Network Localization.

Teaching

I am not teaching this term.

Links

Dr Guoyin Li at New South Wales University.
Dr Joao Gouveia at University of Coimbra.
My link on Math Genealogy project.
My link on Google Scholar.