刘勇进

发布日期:2021-08-24    浏览次数:

基本信息

刘勇进,英国威廉希尔体育公司教授、博士生导师,福建省百千万人才工程省级人才。现任任英国威廉希尔体育公司经理、福建省应用数学中心(威廉希尔中文网站)主任。其研究方向主要集中在最优化理论、方法及其应用,统计优化,大规模数值计算等,研究成果在Mathematical Programming (Series A),SIAM Journal on Optimization,SIAM Journal on Scientific Computing,Journal of Scientific Computing,Computational Optimization and Applications,Journal of Optimization Theory and Applications,Set-Valued and Variational Analysis等优化和计算领域重要学术期刊上发表,发表论文已被引400余次。

教育及工作经历:

 2018.02-现在,威廉希尔中文网站,英国威廉希尔体育公司,教授

 2020.11-2021.05,华为香港研究所理论部,高级研究人员

 2016.06-2016.08,北京大学北京国际数学研究中心,访问学者

 2015.07-2015.09,香港浸会大学,理学院数学系,访问教授

 2007.05-2018.01,沈阳航空航天大学,理学院,副教授、教授

 2011.03-2011.04,Department of MathematicsNational University of Singapore访问学者

 2006.07-2010.01,Singapore-MIT AllianceNational University of SingaporeResearch Fellow

 2004.08-2006.07,汕头大学,数学系,博士后

 2002.03-2002.05,2002.10-2002.11,香港城市大学,管理科学系,研究助理

 1999.09-2004.07,大连理工大学,应用数学系,运筹学与控制论专业(硕博连读),博士

⟡ 1995.09-1999.07,赣南师范大学,数学教育学专业,学士

术任职

 中国运筹学会学术交流委员会委员(2021-至今)

 中国运筹学会青年工作委员会委员(2017-至今)

 中国运筹学会数学规划分会理事(2014-至今)

 中国运筹学会智能工业数据解析化分会理事(2015-至今)

研项目:

1)大规模密度矩阵优化问题的高效算法及其应用,国家自然科学基金面上项目,项目编号:12271097,直接经费:45万,2023.01-2026.12,主持

2)高维数据驱动稀疏低秩优化问题有效算法的研究及其应用,国家自然科学基金面上项目,项目编号:11871153,项目经费:61.8万,2019.01-2022.12,主持

3)基于统计学习的超大规模稀疏优化问题算法的研究及其应用,项目编号:2019J01644,福建省自然科学基金面上项目,项目经费:5万,2019 .06-2022.05,主持

4)超大规模Lasso类统计模型高效算法的研究及其实现,威廉希尔中文网站引进人才科研启动基金,项目经费:60万,2018.09-2021.08,主持

5)非对称矩阵优化问题的灵敏度分析、算法及其应用,国家自然科学基金面上项目,项目编号:11371255,项目经费:70万,2014.01-2017.12,主持

6)两类大规模矩阵优化问题的算法研究与软件设计,国家自然科学基金青年基金项目,项目编号:11001180,项目经费:18万,2011.01-2013.12,主持

7)大规模核范数优化问题理论、算法及其应用研究,教育部留学回国人员科研启动基金,项目编号:JYB201302,项目经费:3万,2012.12-2015.11,主持

8)辽宁省高等学校优秀科技人才支持计划,项目编号:LR2015047,辽宁省教育厅人才项目,项目经费:20万,2015.07-2018.01,主持

9)矩阵优化问题数值方法的研究及其实现,项目编号:辽百千万立项【2015】51号,辽宁省“百千万人才工程”资助项目,项目经费:2万,2015.11-2018.10,主持

10)辽宁省高等学校杰出青年学者成长计划,项目编号:LJQ2012012,辽宁省教育厅人才项目,项目经费:12万,2012.07-2014.06,主持

主要代表性论著:

25. Meixia Lin, Yong-Jin Liu*, Defeng Sun and Kim-Chuan Toh, Efficient sparse semismooth Newton methods for the clustered Lasso problem, SIAM Journal on Optimization, 29:3 (2019), pp. 2026–2052. 

24. Caihua Chen*, Yong-Jin Liu, Defeng Sun and Kim-Chuan Toh, A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems, Mathematical Programming, Series A, 155:1 (2016), pp. 435–470. 

23. Yong-Jin Liu, Defeng Sun* and Kim-Chuan Toh, An implementable proximal point algorithmic framework for nuclear norm minimization, Mathematical Programming, Series A, 133 (2012), pp. 399–436.

22. Sheng Fang, Yong-Jin Liu* and Xianzhu Xiong, Efficient sparse Hessian based semismooth Newton algorithms for Dantzig selector, SIAM Journal on Scientific Computing, 202143:6 (2021)pp. A4347–A4371.

21. Yong-Jin Liu*, Jing Yu, A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems, Journal of Optimization Theory and Applications, 195:3 (2022), pp. 749–779.

20. Yong-Jin Liu*, Jiajing Xu, Lanyu Lin, An easily implementable algorithm for efficient projection onto the ordered weighted L1 norm ball, Journal of the Operations Research Society of China, 2022, https://doi.org/10.1007/s40305-022-00414-8.

19. Yong-Jin Liu*, Qinxin Zhu, A semismooth Newton based augmented Lagrangian algorithm for Weber problem, Pacific Journal of Optimization18:2 (2022), pp. 299–315.

18. Yong-Jin Liu*, Tiqi Zhang, Sparse Hessian based semismooth Newton augmented Lagrangian algorithm for general L1trend filtering, to appear in Pacific Journal of Optimization.

17. Bo Wang, Lanyu Lin and Yong-Jin Liu*, Efficient projection onto the intersection of a half-space and a box-like set and its generalized Jacobian, Optimization, 71:4 (2022), pp. 1073–1096.

16. Lanyu Lin, Yong-Jin Liu*, An efficient Hessian based algorithm for singly linearly and box constrained least squares regression, Journal of Scientific Computing, 88:26 (2021), https://doi.org/10.1007/s10915-021-01541-9. 

15. Sheng Fang, Yong-Jin Liu*, The generalized Jacobian of the projection onto the intersection of a half-space and a variable box, Annals of Applied Mathematics, 36:4 (2020), pp. 379–390.

14. Yong-Jin Liu*, Ruonan Li and Bo Wang, On the characterizations of solutions to perturbed L1 conic optimization problem, Optimization, 68:6 (2019), pp. 1157–1186. 

13. Meijiao Liu, Yong-Jin Liu*, Fast algorithm for singly linearly constrained quadratic programs with box-like constraints, Computational Optimization and Applications, 66:2 (2017), pp. 309–326.

12. Yong-Jin Liu*, Yanan Wen, A linear time algorithm for the continuous quadratic knapsack problem with L1 regularization, Pacific Journal of Optimization, 13:2 (2017), pp. 301–313.

11. Yong-Jin Liu*, Li Wang, Properties associated with the epigraph of the L1 norm function of projection onto the nonnegative orthant, Mathematical Methods of Operations Research, 84:1 (2016), pp. 205–221.

10. Yong-Jin Liu, Ning Han, Shiyun Wang and Caihua Chen*, Differential properties of the metric projectors over the epigraph of the weighted L1 and L_∞ norms, Pacific Journal of Optimization, 11:4 (2015), pp. 737–749.

9. Yong Jiang, Yong-Jin Liu and Li-Wei Zhang*, Variational geometry of the complementarity set for second order cone, Set Valued and Variational Analysis, 23 (2015), pp. 399–414.

8. Shiyun Wang, Yong-Jin Liu* and Yong Jiang, A majorized penalty approach to inverse linear second order cone programming problems, Journal of Industrial and Management Optimization, 10:3 (2014), pp. 965–976.

7. Yong-Jin Liu*, Shiyun Wang and Juhe Sun, Finding the projection onto the intersection of a closed half-space and a variable box, Operations Research Letters, 41 (2013), pp. 259–264.

6. Yidi Chen, Yan Gao* and Yong-Jin Liu, An inexact SQP Newton method for convex SC1 minimization problems, Journal of Optimization Theory and Applications, 146:1 (2010), pp. 33–49.

5. Yong-Jin Liu*, Li-Wei Zhang, Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones, Journal of Optimization Theory and Applications, 139:3 (2008), pp. 557–575.

4. Yong-Jin Liu*, Li-Wei Zhang, On the approximate augmented Lagrangian for nonlinear symmetric cone programming, Nonlinear Analysis: Theory, Methods & Applications, 68:5 (2008), pp. 1210–1225.

3. Yong-Jin Liu*, Li-Wei Zhang, Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems, Nonlinear Analysis: Theory, Methods & Applications, 67:5 (2007), pp. 1359–1373.

2. Yue Wu, Kin Keung Lai* and Yong-Jin Liu, Deterministic global optimization approach to steady-state distribution gas pipeline networks, Optimization and Engineering, 8:3 (2007), pp. 259–275.

1. Yong-Jin Liu*, Li-Wei Zhang and Yin-He Wang, Some properties of a class of merit functions for symmetric cone complementarity problems, Asia-Pacific Journal of Operational Research, 23:4 (2006), pp. 473–495.

员工培养:

博士研究生周玮蜜(2022 赵璐璐(2022,副导师) 方升(2021 林蓝玉(2020 余静(2019

硕士研究生侯丹丹(2022 徐燕梅(2022 郭汉文(2022 黄鑫(2022 黄若晗(2022 毛金阳(2022 陈苏愉(2021 万玉奇(2021 张文文(2021 罗曦(2020,副导师) 汤婉红(2020 杨子斌(2020 周玮蜜(2020 许嘉警(2019 张体琪(2019 祝勤鑫(2019 方升(2018,副导师) 林蓝玉(2018 李若男(2015 彭君君(2015 温亚楠(2015 张伟伟(2015 刘娟(2013 赵敬红(2013 韩宁(2011 胡旭(2011