Welcome to My Homepage

   Lei Yang

      Research Fellow
      
Institute of Operations Research and Analytics
      National University of Singapore
      Singapore
      
      Office: Blk S17, 823
      Telephone: (+65) 9896 7821
      Email:
  orayl@nus.edu.sg
                   lei.yang@connect.polyu.hk


Background

I received my B.Sc (2011.07) and M.Sc degrees (supervisor: Prof. Zheng-Hai Huang, 2014.07in Applied Mathematics at Tianjin University. I started my PhD study in 2014.08 in Department of Applied Mathematics at Hong Kong Polytechnic University under supervision of my Chief-supervisor: Prof. Xiaojun Chen and my Co-supervisor: Prof. Ting Kei Pong. I got my Ph.D. degree in 2017.09. I was a Postdoctoral Fellow from 2017.10 to 2017.12 in Department of Applied Mathematics at Hong Kong Polytechnic University hosted by Prof. Xiaojun ChenI am now a Research Fellow in Institute of Operations Research and Analytics at National University of Singapore hosted by Prof. Kim Chuan Toh.

This is my CV.


Research Interests

Algorithmic design, theory and application.


Preprints
  1. Lei Yang. Proximal gradient method with extrapolation and line search for a class of nonconvex and nonsmooth problems. Submitted, Nov 2017. [codes]
  2. Lei Yang, Ting Kei Pong and Xiaojun Chen. A non-monotone alternating updating method for a class of matrix factorization problems. Submitted, May 2017. [codes]


Publications
  1. Lei Yang, Ting Kei Pong and Xiaojun Chen. Alternating direction method of multipliers for a class of nonconvex and nonsmooth problems with applications to background/foreground extraction. SIAM Journal on Imaging Science, 10(1): 74--110, 2017. [arXiv] [local pdf file]
  2. Lei Yang, Zheng-Hai Huang, Shenglong Hu and Jiye Han. An iterative algorithm for third-order tensor multi-rank minimization. Computational Optimization and Applications, 63(1): 169--202, 2016. [local pdf file]
  3. Xian-Jun Shi, Lei Yang and Zheng-Hai Huang. A fixed point method for the linear complementarity problem arising from American option pricing. Acta Mathematicae Applicatae Sinica, English Series, 32(4): 921--932, 2016. [local pdf file]
  4. Min Zhang, Lei Yang and Zheng-Hai Huang. Minimum n-rank approximation via iterative hard thresholding. Applied Mathematics and Computation, 256: 860--875, 2015. [arXiv[local pdf file]
  5. Lei Yang, Zheng-Hai Huang and Yu-Fan Li. A splitting augmented Lagrangian method for low multilinear-rank tensor recovery. Asia-Pacific Journal of Operational Research, 32(1): 1540008 (25p), 2015. [arXiv[local pdf file]
  6. Lei Yang, Zheng-Hai Huang and XianJun Shi. A fixed point iterative method for low n-rank tensor pursuit. IEEE Transactions on Signal Processing, 61(11): 2952--2962, 2013. [local pdf file]



Talks
  1. Workshop on New Optimization Methods, A non-monotone alternating updating method for a class of matrix factorization problems, Hong Kong, November 2017.
  2. 2017 Imaging Science Camp, A non-monotone alternating updating method for a class of matrix factorization problems, Shenzhen, March 2017.
  3. ICCOPT 2016, ADMM for a class of nonconvex and nonsmooth problems with applications to background/foreground extraction, Tokyo, August 2016.
  4. SIAM Annual Meeting 2016 (Student Discuss Section), ADMM for a class of nonconvex and nonsmooth problems with applications to background/foreground extraction, Boston, July 2016.
  5. HKMS Annual General Meeting 2015, Alternating direction method of multipliers for nonconvex background/foreground extraction, Hong Kong, May 2015.
  6. SIAM-IS 2014, Minimum n-rank approximation via iterative hard thresholding, Hong Kong, May 2014.



Visits
  1. 2016.03 -- 2016.07, University of California, Davis (UCD), hosted by Prof. Michael P. Friedlander.
  2. 2017.10 -- 2017.12, The Hong Kong Polytechnic University, hosted by Prof. Xiaojun Chen.


Links