Address: School of Mathematical Sciences, University of Chinese Academy of Sciences, No. 19A Yuquan Road, Beijing, China
My research interests lie in theories and algorithms of large scale optimization and their applications in various fields such as machine learning, statistics, image processing and so on.
2007.09 - 2012.07 Ph.D. in Computational Mathematicas at Academy of Mathematics and Systems Science, Chinese Academy of Sciences (Supervisor: Prof. Ya-xiang Yuan)
2003.09 - 2007.06 B.S. in Information and Computer Science, School of Mathematics, Shandong University
2017.11- Associate Professor, School of Mathematical Sciences, University of Chinese Academy of Sciences, China
2012.07-2017.11 Assistant Professor, School of Mathematical Sciences, University of Chinese Academy of Sciences, China
2019.02-2020.01 Research Fellow, The Hong Kong Polytechnic University, Hong Kong
2016.04-2017.03. Visiting Scholar, Louisiana State University, US
- L. Jin and X. Wang, A stochastic primal-dual method for a class of nonconvex constrained optimization, submitted, 2021.
- J.N. Wang, X. Wang and L. Zhang, A stochastic Newton method for nonlinear equations, revised, 2021.
- F. He, X. Wang and X. Chen, A penalty relaxation method for image processing using Euler's Elastica model, SIAM Journal on Imaging Sciences, 14(1), 389-417, 2021.
- X. Wang and H. Zhang, Inexact proximal stochastic second-order methods for nonconvex composite optimization, Optimization Methods and Software, 35(4), pp 808-835, 2020.
- Y. Liu, X. Wang and T.D. Guo, A linearly convergent stochastic recursive gradient method for convex optimization, Optimization Letters, 14: 2265-2283, 2020.
- X.Y. Wang, X. Wang and Y. Yuan, Stochastic Proximal Quasi-Newton methods for Nonconvex Composite Optimization, Optimization Methods and Software, 34, pp 922-948, 2019.
- X. Wang, S. Wang and H. Zhang, Inexact proximal stochastic gradient method for convex composite optimization, Computational Optimization and Applications, 68, pp 579-618, 2017.
- X. Wang, S. Ma, D. Goldfarb and W. Liu, Stochastic quasi-Newton methods for nonconvex stochastic optimization, SIAM Journal on Optimization, 27(2), pp 927-956, 2017.
- X. Wang, S. Ma and Y. Yuan, Penalty Methods with Stochastic Approximation for Stochastic Nonlinear Programming, Mathematics of Computation, 86, pp 1793-1820, 2017.
- X. Liu, Z. Wen, X. Wang, M. Ulbrich and Y. Yuan, On the Analysis of the Discretized Kohn-Sham Density Functional Theory, SIAM journal on Numerical Analysis, 53(4), pp 1758-1785, 2015.
- X. Wang, H. Zhang, An augmented Lagrangian affine scaling method for nonlinear programming, published online in Optimization Methods and Software, Optimization Methods and Software, 30(5), 934-964, 2015.
- X. Wang and Y. Yuan, An augmented Lagrangian trust region method for equality constrained optimization, Optimization Methods and Software, 30(3), pp 559-582, 2015.
- X. Liu, X. Wang, Z. Wen and Y. Yuan, On the convergence of the self-consistent field iteration in Kohn-Sham density functional theory, SIAM Journal on Matrix Analysis and Applications, 35-2 (2014), pp. 546-558.
- X. Wang, Y. Yuan, A trust region method based on a new affine scaling technique for simple bounded optimization, Optimization Methods and Software, 28(4), pp 871-888, 2013.
- X. Huang, Z. Lei, M. Fan, X. Wang and S.Z. Li, A Regularized Discriminative Spectral Regression Method for Heterogeneous Face Matching, IEEE Transaction on Image Processing, 22(1), pp 353-362, 2013.
- X. Wang, A trust region affine scaling method for bound constrained optimization, Acta Mathematica Sinica, English Series, 29(1), pp 159-182, 2013.
- X. Wang, An active set trust region method for general bound constrained optimization (in Chinese). Sci Sin Math, 41(4): 377-391, 2011.
- X. Wang, A New Filter Trust Region Method for Nonlinear programming, in Y. Yuan, X. D. Hu and D. G. Liu, eds., Proceedings of the Tenth National Conference of Operation Research Society of China, Global-Link, pp 123-128, Beijing, 2010.
- Fund by Youth Innovation Promotion Association of Chinese Academy of Sciences. (2020.01-2023.21). PI
- NSFC Grant 11871453 (2019.01-2022.12). PI
- Young Elite Scientists Sponsorship Program by China Association for Science and Technology (2018.01-2020.12). PI
- NSFC Grant 11731013 (2018.01-2022.12). Co-I
- NSFC Grant 11301505 (2014.01-2016.12). PI
- UCAS President Grant Y35101AY00 (2013.06-2015.12). PI
- 2014.11-2015.02 Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong
- 2014.07-2014.08 Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong
- 2014.06 Beijing International Center for Mathematical Research, Peking University
- 2013.09-2013.11 Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong
- 2010.12-2011.01 Department of Management Sciences, City University of Hong Kong
Numerical Optimization, Numerical Analysis, Advanced Algorithms for Stochastic Optimization
Honors & Distinctions
- 2020 "Leading Goose" Silver Medal of University of Chinese Academy of Sciences
- 2011 Excellent President Scholarship of Academy of Mathematics and System Sciences, Chinese Academy of Sciences
- 2011 Excellent "Boshi" Scholarship of Chinese Academy of Sciences
- 2019.07.14-07.19 The 9th International Congress on Industrial and Applied Mathematics (ICIAM2019), Valencia, Spain.
- 2018.07.01-07.06 The 23st International Symposium on Mathematical Programming (ISMP2018), Bordeaux, France.
- 2015.08.10-08.15 The 8th International Congress on Industrial and Applied Mathematics (ICIAM2015), Beijing, China.
- 2015.07.12-07.17 The 22st International Symposium on Mathematical Programming (ISMP2015), Pittsburgh, United States.
- 2014.05.19-05.22 SIAM Conference On optimization (OP14), San Diego, United States.
- 2013.07.27-08.01 The 4th International Conference on Continuous Optimization (ICCOPT2013), Lisbon, Portugal.
- 2013.05.30-06.01 The 1st Chongqing Workshop on Applied and Computational Mathematics (CWACM1), Chongqing, China.
- 2012.08.19-08.24 The 21st International Symposium on Mathematical Programming (ISMP2012), Berlin, Germany.
- 2012.05.13-05.17 The 3rd Conference on Optimization Methods and Software (OMS2012), Chania, Crete, Greece.
- 2011.11.07-11.11 The 8th International Conference on Numerical Linear Algebra and Optimization, Xiamen, China.
- 2011.09.26-09.29 The 5th Sino-Japan Optimization Meeting (SJOM5), Beijing, China.
- 2010.12.10-12.13 The 8th International Conference on Optimization: Techniques and Applications (ICOTA8), Shanghai, China
2019.09- Lingzi Jin
2020.09- Wenshen Zhao
2021.09- Dun Ma
1. Reviewer for Mathematical Reviews (2020.12-)
2. Member of Youth Innovation Promotion Association of Chinese Academy of Sciences (2020.1-)
3. Young council member of the mathematical programming branch, The Operations Research Society of China (2019.5-)
4. Council member of the Beijing branch, The Operations Research Society of China (2015.12-)