My research focuses on the design, analysis and implementation of robust and efficient algorithms for convex programming, particularly large scale linear and convex quadratic semidefinite programming and their generalizations. Together with M.J. Todd and R.H. Tutuncu, I have developed the general purpose software, SDPT3, for solving medium scale SDP. SDPT3 is currently used as the computational engine in the convex optimization modeling language CVX. I have also worked on designing efficient preconditioned iterative methods for large scale linear systems arising from finite element discretization of soil-structure interaction problems.

キーワード	Design, analysis, and implementation of algorithms for convex programming, in particular, linear and convex quadratic semidefinite programming and their applications.
部門	MI研究所： 客員部門
リンク	Website