Postdoctoral Research Associate
Department of Mathematical Sciences
Rensselaer Polytechnic Institute
Email: liuwei175 art lsec.cc.ac.cn
He received his bachelor's degree in 2017 from the Department of Mathematics at Zhejiang University. He started his Master's study in September 2017 in Academy of Mathematics and Systems Science of Chinese Academy of Sciences, under the supervision of Professor Xin Liu. He then became a PhD candidate there in August 2019. After that, he visited PolyU for two years, sponsored by Xiaojun Chen. He got the Ph.D. degree in June 2022. He was a Postdoctoral Research Associate at the Rensselaer Polytechnic Institute from 2022 to 2025, sponsored by Yangyang Xu. He then joined the AMA, Hong Kong Polytechnic University as a Research Assistant Professor.
My research focuses on the design and analysis of (stochastic) first-order methods for nonlinear optimization problems. I am strive to develop algorithms that are simple yet efficient. Two core ideas I frequently rely on are exact penalization and smoothing. The former reformulates a constrained problem into an unconstrained one, while the latter transforms a nonsmooth objective into a smooth one. These transformations allow us to leverage standard algorithmic frameworks and achieve remarkable theoretical and practical results. I am particularly interested in
First-order methods for large-scale nonconvex (nonsmooth) optimization
Stochastic (sub)gradient methods for statistical and machine learning
Computation complexity analysis
Applications, e.g., fairness-constrained problems, deep neural networks, distributed robust optimization, decentralized distributed learning, semi-supervised learning, bilevel optimization, minimax problems, LLM
Wei Liu, Xin Liu, and Xiaojun Chen, Linearly-constrained nonsmooth optimization for training autoencoders. SIAM Journal on Optimization. 2022. ARXIV Code SIOPT
Wei Liu, Xin Liu, and Xiaojun Chen, An inexact augmented Lagrangian algorithm for training leaky ReLU neural network with group sparsity. Journal of Machine Learning Research. 2023. ARXIV Code JMLR
Wei Liu, Qihang Lin, Yangyang Xu, First-order methods for affinely constrained composite non-convex non-smooth problems: Lower complexity bound and near-optimal methods. Mathematics of Operations Research. ARXIV MOR.
Wei Liu, Yangyang Xu, A single-loop SPIDER-type stochastic subgradient method for expectation-constrained nonconvex nonsmooth optimization. ARXIV
Wei Liu, Muhammad Khan, Gabriel Mancino-Ball, Yangyang Xu, A stochastic smoothing framework for nonconvex-nonconcave min-sum-max problems with applications to Wasserstein distributionally robust optimization. ARXIV
Institute of Computational Mathematics and Scientific/Engineering Computing,
Academy of Mathematics and Systems Science, China (2017 – 2022)
Ph.D. in Computational Mathematics (Advisor: Xin Liu)
Zhejiang University, Zhejiang, China (2013 – 2017)
B.S. in Mathematics Pursuit Science Class, Chu Kochen Honors College (CKC College)
Programming Languages: Matlab, C, Python.
Language: Chinese (Native), English (Professional working proficiency)
Professional Knowledge: Nonsmooth analysis, Convex optimization, Machine learning, First-order methods in optimization.
The Hong Kong Polytechnic University (Aug. 2019 – Aug. 2021)
Research Assistant, hosted by professor Xiaojun Chen, Chair Professor of Applied Mathematics.
Brown University, May. 2023
Workshop Visiting Scholar.
Rensselaer Polytechnic Institute (Aug. 2022 – Now)
Postdoctoral Research Associate, hosted by professor Yangyang Xu.
2022. CAS prize of president scholarship
2017. Outstanding Graduates in Zhejiang University 1st Prize
2014 to 2016. Award Three Times on Basic Disciplines of Top-notch Student Scholarship 1st Prize
Mathematics of Operations Research
Computational Optimization and Applications
Journal of Machine Learning Research
IEEE Transactions on Cybernetics