Yuekai Sun

Yuekai Sun PhD candidate Institute for Computational and Mathematical Engineering (ICME) Systems Optimization Laboratory (SOL) Stanford University

Contact

Huang Engineering Center Suite 060
475 Via Ortega
Stanford University
Stanford, CA 94305

yuekai@stanford.edu

Research

• High-dimensional statistics

• Mathematical optimzation

• Matrix analysis

Software

• PNOPT, a MATLAB package for minimizing composite functions

Papers

• Proximal Newton-type methods for minimizing composite functions, J. Lee, Y. Sun, and M. Saunders, Technical report SOL 2013-1, 27 pages.
  Conference version:

  • Ditto, Advances in Neural Information Processing Systems 25, pages 827–835, 2012.

Teaching

Instructor for:

• ICME Refresher Course, Stanford University, September 2012.

• 6th Systems Biology Short Course, University of Iceland, June 2012.

Course assistant at Stanford University for:

• Large-scale Numerical Optimization (CME 338/MS&E 318), Spring 2012.

Education

• BA (magna cum laude) Computational and Applied Mathematics, Rice University, May 2010.