Ting Kei Pong

About

Work

Hong Kong Polytechnic University
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Professor

Hong Kong

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Hong Kong Polytechnic University
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Associate Professor

Hong Kong

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The Hong Kong Polytechnic University
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Assistant Professor

China

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University of British Columbia
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PIMS Postdoctoral Fellow

Canada

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University of Waterloo
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Postdoctoral Fellow

Canada

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Education

University of Washington
United States of America

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PhD

Chinese University of Hong Kong
China

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MPhil

Chinese University of Hong Kong
China

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Bachelor

Publications

An extended sequential quadratic method with extrapolation

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Computational Optimization and Applications

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Optimal Error Bounds in the Absence of Constraint Qualifications with Applications to p-Cones and Beyond

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Mathematics of Operations Research

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Doubly iteratively reweighted algorithm for constrained compressed sensing models

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Computational Optimization and Applications

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$$\rho$$-regularization subproblems: strong duality and an eigensolver-based algorithm

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Computational Optimization and Applications

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Kurdyka–Łojasiewicz Exponent via Inf-projection

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Foundations of Computational Mathematics

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A strictly contractive Peaceman-Rachford splitting method for the doubly nonnegative relaxation of the minimum cut problem

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Computational Optimization and Applications

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Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization

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SIAM Journal on Optimization

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Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems

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SIAM Journal on Optimization

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A Hybrid Penalty Method for a Class of Optimization Problems with Multiple Rank Constraints

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SIAM Journal on Matrix Analysis and Applications

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A difference-of-convex approach for split feasibility with applications to matrix factorizations and outlier detection

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Journal of Global Optimization

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A subgradient-based approach for finding the maximum feasible subsystem with respect to a set

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SIAM Journal on Optimization

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Inner approximating the completely positive cone via the cone of scaled diagonally dominant matrices

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Journal of Global Optimization

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A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems

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Mathematical Programming

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A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems

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Mathematical Programming

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Iteratively reweighted $$\ell _1$$ ℓ 1 algorithms with extrapolation

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Computational Optimization and Applications

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Iteratively reweighted ℓ <inf>1</inf> algorithms with extrapolation

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Computational Optimization and Applications

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A refined convergence analysis of pDCAe with applications to simultaneous sparse recovery and outlier detection $$\hbox {pDCA}_{e}$$ pDCA e with applications to simultaneous sparse recovery and outlier detection

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Computational Optimization and Applications

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A refined convergence analysis of pDCA <inf>e</inf> with applications to simultaneous sparse recovery and outlier detection

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Computational Optimization and Applications

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Polar Convolution

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SIAM Journal on Optimization

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Polar convolution

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SIAM Journal on Optimization

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A Nonmonotone Alternating Updating Method for a Class of Matrix Factorization Problems Read More: https://epubs.siam.org/doi/abs/10.1137/17M1130113

Published by

SIAM Journal on Optimization

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A nonmonotone alternating updating method for a class of matrix factorization problems <sup>∗</sup>

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SIAM Journal on Optimization

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Calculus of the Exponent of Kurdyka–Łojasiewicz Inequality and Its Applications to Linear Convergence of First-Order Methods

Published by

Foundations of Computational Mathematics

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Calculus of the Exponent of Kurdyka–Łojasiewicz Inequality and Its Applications to Linear Convergence of First-Order Methods

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Foundations of Computational Mathematics

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A proximal difference-of-convex algorithm with extrapolation

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Computational Optimization and Applications

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A proximal difference-of-convex algorithm with extrapolation

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Computational Optimization and Applications

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Peaceman-Rachford splitting for a class of nonconvex optimization problems

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Computational Optimization and Applications

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Peaceman–Rachford splitting for a class of nonconvex optimization problems

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Computational Optimization and Applications

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Two-stage stochastic variational inequalities: an ERM-solution procedure

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Mathematical Programming

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Two-stage stochastic variational inequalities: an ERM-solution procedure

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Mathematical Programming

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Further properties of the forward–backward envelope with applications to difference-of-convex programming

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Computational Optimization and Applications

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Further properties of the forward–backward envelope with applications to difference-of-convex programming

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Computational Optimization and Applications

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Alternating direction method of multipliers for a class of nonconvex and nonsmooth problems with applications to background/foreground extraction

Published by

SIAM Journal on Optimization

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Alternating direction method of multipliers for a class of nonconvex and nonsmooth problems with applications to background/foreground extraction

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SIAM Journal on Imaging Sciences

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Linear convergence of proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth minimization problems

Published by

SIAM Journal on Optimization

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Linear convergence of proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth minimization problems

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SIAM Journal on Optimization

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Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems

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Mathematical Programming

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Douglas–Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems

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Mathematical Programming

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Penalty methods for a class of non-Lipschitz optimization problems

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SIAM Journal on Optimization

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Penalty methods for a class of non-lipschitz optimization problems

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SIAM Journal on Optimization

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Eigenvalue, quadratic programming, and semidefinite programming relaxations for a cut minimization problem

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Computational Optimization and Applications

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Eigenvalue, quadratic programming, and semidefinite programming relaxations for a cut minimization problem

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Computational Optimization and Applications

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Social resistance

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Computing in Science and Engineering

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Global convergence of splitting methods for nonconvex composite optimization

Published by

SIAM Journal on Optimization

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Global convergence of splitting methods for nonconvex composite op timization

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SIAM Journal on Optimization

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Gauge Optimization and Duality

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SIAM Journal on Optimization

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Gauge optimization and duality

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SIAM Journal on Optimization

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Robust least square semidefinite programming with applications

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Computational Optimization and Applications

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Robust least square semidefinite programming with applications

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The generalized trust region subproblem

Published by

Computational Optimization and Applications

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The generalized trust region subproblem

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Comput Optim Appl

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The generalized trust region subproblem

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Computational Optimization and Applications

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Computing optimal experimental designs via interior point method

Published by

SIAM Journal on Matrix Analysis and Applications

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Computing optimal experimental designs via interior point method

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Hankel matrix rank minimization with applications to system identification and realization

Published by

SIAM Journal on Matrix Analysis and Applications

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Hankel matrix rank minimization with applications to system identification and realization

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An alternating direction method for finding Dantzig selectors

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Computational Statistics & Data Analysis

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An alternating direction method for finding Dantzig selectors

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Edge-based semidefinite programming relaxation of sensor network localization with lower bound constraints

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Computational Optimization and Applications

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Edge-based semidefinite programming relaxation of sensor network localization with lower bound constraints

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Comparing SOS and SDP relaxations of sensor network localization

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Computational Optimization and Applications

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Comparing SOS and SDP relaxations of sensor network localization

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(Robust) Edge-based semidefinite programming relaxation of sensor network localization

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Mathematical Programming

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(Robust) Edge-based semidefinite programming relaxation of sensor network localization

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Minimizing condition number via convex programming

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SIAM Journal on Matrix Analysis and Applications

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Minimizing condition number via convex programming

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Trace norm regularization: Reformulations, algorithms, and multi-task learning

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SIAM Journal on Optimization

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Trace norm regularization: Reformulations, algorithms, and multi-task learning

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Constraint qualifications for convex inequality systems with applications in constrained optimization

Published by

SIAM Journal on Optimization

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Constraint qualifications for convex inequality systems with applications in constrained optimization

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The SECQ, linear regularity, and the strong chip for an infinite system of closed convex sets in normed linear spaces

Published by

SIAM Journal on Optimization

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The SECQ, linear regularity, and the strong chip for an infinite system of closed convex sets in normed linear spaces

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