List of faculty
members

TOH, Kim Chuan( TOH, Kim Chuan ) / Guest Professor

Faculty , Department

Institute of Mathematics for Industry : Visitors Section

Keywords

Design, Analysis, and Implementation of Algorithms for Convex Programming, in particular, Linear and Convex Quadratic Semidefinite Programming and their Applications.

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.