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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
About me
About me
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Posts
Future Blog Post
Published:
This post will show up by default. To disable scheduling of future posts, edit config.yml and set future: false.
Blog Post number 4
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 3
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 2
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 1
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
portfolio
Portfolio item number 1
Short description of portfolio item number 1
Portfolio item number 2
Short description of portfolio item number 2
publications
Paper Title Number 1
Published in Journal 1, 2009
This paper is about the number 1. The number 2 is left for future work.
Recommended citation: Your Name, You. (2009). "Paper Title Number 1." Journal 1. 1(1). http://academicpages.github.io/files/paper1.pdf
Paper Title Number 2
Published in Journal 1, 2010
This paper is about the number 2. The number 3 is left for future work.
Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2). http://academicpages.github.io/files/paper2.pdf
Paper Title Number 3
Published in Journal 1, 2015
This paper is about the number 3. The number 4 is left for future work.
Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3). http://academicpages.github.io/files/paper3.pdf
talks
SAGA: Introduction to Variance Reduction
Published:
This seminar is about a recursive framework for improving convergence performance in expectation on convex stochastic optimization. By replacing the gradient of the reference point with the last iterate, the stochastic average gradient algorithm (SAGA) saves more computational resource with linear convergence, and supports for composite objectives where a proximal operator is used on the regularizer, compared with stochastic variance reduced gradients (SVRG).
Convex-Concave Minmax Optimization: Applications and Methods
Published:
In this seminar, I first introduced the smooth convex-concave saddle point problem and its intuitions. To solve such problem, I intuitively showed an algorithm called gradient descent-ascent (GDA) that theoretically feasible but practically diverged, and further showing its converged variant, proximal point algorithm (PPA). Given the intractability of PPA’s future step gradient $\nabla f(x_{k+1},y_{k+1})$, I provided the optimistic gradient descent-ascent algorithm (OGDA) and the extragradient (EG) algorithm, and highlighted how gradients used in OGDA and EG approximate the gradient of the PPA. Then, I exploit this interpretation to show that the primal-dual gap of the averaged iterates generated by both algorithms converge with a rate of $O(1/k)$. Ultimately, I analyzed the last iterate convergence properties of both algorithms, and showed that the last iterate of both algorithms converge at a rate of $O(1/\sqrt{k})$, which is slower than the averaged iterate in smooth convex-concave saddle point problem.
teaching
Global Management Challenge Workshop, 19 & 20 Fall
Instructor, School of Business, Macau University of Science and Technology, 2019
The Global Management Challenge (GMC) is a global strategic operations management competition that runs with a complex computer simulation system, in which each team runs different virtual company in the same market environment, and competes by developing and producing products that can better meet customer needs to maximize their investment performance. Since 2019, I have become the instructor for this workshop and take in charge of the graduate and undergraduate instruction for two semesters (2019 & 2020 Fall).