Yinyu Ye

Professor
Management Science and Engineering

Office: Terman 316
Phone: 650.723.7262
Fax: 650.723.1614
Email: yyye @ stanford.edu

Publications

• The new working paper: Universal Rigidity: Towards Accurate and Efficient Localization of Wireless Networks is available. Click PDF file . (Posted July 29, 2009.)
• The new working paper: Lower Bound Theory of Nonzero Entries in Solutions of L2-Lp Minimization is available. Click PDF file . (Posted June 10, 2009; revised July 29, 2009.)
• My OR Seminar Talk at MS&E: A Unified Framework for Dynamic Pari-mutuel Information Market. (Posted May 14, 2009.)
• The new working paper: Fast and Near--Optimal Matrix Completion via Randomized Basis Pursuit is available. Click PDF file . (Posted May 10, updated June 4, 2009.)
• The new working paper: A Unified Framework for Dynamic Prediction Market Design is available. Click PDF file . (Posted February 9, revised June 15, 2009, appeared in EC2009; research supported by NSF DMS-0604513.)
• My Tutte Seminar Talk at Waterloo: A Unified Theorem on SDP Rank Reduction and its Applications . (Posted March 7, 2009.)
• The new working paper: A FPTAS for Computing a Symmetric Leontief Competitive Economy Equilibrium is available. Click PDF file . (Posted February 18, 2008; Updated March 18, 2009; research supported in part by NSF DMS-0604513; extended abstract appeared in WINE2008.)
• The new working paper: Optimality principles in nonequilibrium biochemical networks is available. Click PDF file . (Posted February 9, revised August 12, 2009; research supported by NSF DMS-0604513.)
• The new working paper: Dynamic Spectrum Management with the Competitive Market Model is available. Click PDF file . (Posted February 2, Updated August 22, 2009; research supported by NSF DMS-0604513 and Boeing.)
• My two talks at WINE2008: Computational Economy Equilibrium and its Application: Progresses on computing Arrow-Debreu-Leontief Competitive Equilibria and Dynamic Spectrum Management: Optimization, game and equilibrium . (Posted December 20, 2008.)
• The new working paper: Distributionally Robust Optimization under Moment Uncertainty with Application to Data-Driven Problems is available. Click PDF file . (Posted February 20, 2008; Revised September 17, 2008; to appear in Operations Research, research supported by Boeing.)
• The new working paper: Bi-Quadratic Optimization over Unit Spheres and Semidefinite Programming Relaxations is available. Click PDF file . (Posted July 15, 2008; to appear in Math Programming.)
• The new working paper: Pari-mutuel Markets: Mechanisms and Performance is available. Click PDF file . (Posted May 9, 2008; research supported by NSF DMS-0604513.)
• The new working paper: Geometric Rounding: A Dependent Rounding Scheme for Allocation Problems is available. Click for a on-line copy. (Posted April 18, 2008; research supported by Boeing and NSF GOALI 0800151.)
• The new working paper: Parimutuel Betting on Permutations is available. Click for a on-line copy. (Posted April 15, 2008; research supported by NSF DMS-0604513.)
• The new working paper: An interior-point path-following algorithm for computing a Leontief economy equilibrium is available. Click PDF file . (Posted March 11, 2008; research supported by NSF DMS-0604513.)
• The new working paper: Competitive Communication Spectrum Economy and Equilibrium is available. Click PDF file . (Posted October 22, 2007, Revised May 30, 2008; research supported by NSF DMS-0604513.)
• The new working paper: Further Relaxations of the SDP Approach to Sensor Network Localization is available. Click PDF file; and click for the following suite of Matlab codes Readme File, and Dual ESDP Matlab Code, or ESDP Matlab Code, or generateD Matlab Code, or ESDPD Matlab Code, or Dual ESDPD Matlab Code, compare them to full SDP relaxation and other approaches Full SDP Matlab Code (all need to use SDP solver Sedumi in order to run).
  Sensor network data files: A sample problem of 500 sensors and A sample problem of 1000 sensors.
  Also try our new sensor network localization and tracking system ESDP Matlab Tracking Code. This code simultaneously localizes and tracks a mass of randomly moving sensors in 2D based on their local distance information. (Posted November 17, 2007; and updated May 2, 2009.)
• The new working paper: A Note on Equilibrium Pricing as Convex Optimization is available. Click a journal version . (Appeared in WINE'07; research supported by NSF DMS-0604513.)
• The new working paper: The Fixed-Hub Single Allocation Problem: A Geometric Rounding Approach is available. Click PDF file . (Posted October 22, 2007; research supported by Boeing and NSF GOALI 0800151.)
• The working paper: Newsvendor Optimization with Limited Distribution Information is available. Click PDF file . (Posted November 18, 2006; research sypported by the Boeing company.)
• My talk at the Plenary Memorial Session of George Dantzig of ISMP 2006, Rio de Janeiro: Recent Applications of Linear Programming--in Memory of George Dantzig . (Posted August 7, 2006.)
• My talk at the HPOPT 2006, Delft and MOPTA 2006, Waterloo: A Semidefinite Programming Approach to Tensegrity Theory and Graph Realization . (Posted August 11, 2006.)
• Unpublished working paper Solving Sparse Semidefinite Programs Using the Dual Scaling Algorithm with an Iterative Solver . (Posted 2000; this work was supported by NSF grants DMI-9908077 and DMS-9703490.)
• Unpublished working note Convergence behavior of the central path for homogeneous and self-dual cones . (Department of Management Sciences, The University of Iowa, December 1995.)
• Unpublished working paper Further development of the interior algorithm for convex quadratic programming. (Stanford University and Integrated Systems Inc., Stanford, CA 1987.)
• The third Edition of BOOK Linear and Nonlinear Programming by David G. Luenberger and Yinyu Ye has been published. Click here for information .
• The BOOK Interior-Point Algorithms: Theory and Analysis has been published. Click here for information and related software .

Education

Ph.D. Engineering Economic Systems and Operations Research , Stanford University , 1988.
M.S. Engineering Economic Systems , Stanford University , 1983.
B.S. Systems and Control, Huazhong University of Science and Technology , Wuhan, China, 1982.

Research Interest

Mathematical Programming
Optimization Algorithm Design and Analysis
Computational Complexity
Operations Research and Its Applications

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