Convex Optimization theory and algorithms with specific interests in:
- Investigating complexity and developing efficient algorithms for Stochastic and Nonlinear Programming
- Statistical Inference via Convex Optimization
More recently, I have also been actively involved in the following projects,
- First-order methods for large-scale sparse linear programming
- Algorithms for bicriterion traffic assignment
- Methods for Convex/Nonconvex QCQPs and SDPs (with Dr. Weijun Xie and Dr. Santanu Dey)