文再文 - 北京大学 - 北京国际数学研究中心

个人简介

Professor (2021.8 -) Associate Professor (2013.8 - 2021.7)Beijing International Center for Mathematical Research, Peking University Associate Professor (2010.8 - 2013.7)Department of Mathematics and Institute of Natural Sciences, Shanghai Jiaotong University NSF Math Institutes’ Postdoc (2009.10 - 2011.2) Institute for Pure and Applied Mathematics, UCLA, and Rice University (2009.10 - 2010.9) Institute for Pure and Applied Mathematics, UCLA (2010.9 - 2011.2) Ph.D in Operations Research (2009.9)Department of Industrial Engineering and Operations Research, Columbia University M.S in Computational Mathematics (2004.6)Institute of Computational Mathematics, Chinese Academy of Sciences B.S in Applied Mathematics (2001.6)Department of Mathematics, Shanghai Jiaotong University

研究领域

My research interest lies in the broad field of large scale computational optimization with applications in science and engineering. The size and complexity of these problems have posed significant challenges to high performance computing. My research focuses on the study of the theoretical and computational aspects of both general optimization algorithms and special purpose methods that take advantage of problem structure.

近期论文

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T. Li, F. Chen, H. Chen, Z. Wen, Provable Convergence of Variational Monte Carlo Methods Z. Ke, Z. Wen, J. Zhang, Provably Efficient Gauss-Newton Temporal Difference Learning Method with Function Approximation J. Hu, T. Tian, S. Pan, Z. Wen, On the local convergence of the semismooth Newton method for composite optimization, L. Cao, Z. Wen, Y. Yuan, Some Sharp Error Bounds for Multivariate Linear Interpolation and Extrapolation, Z. Zhu, F. Chen, J. Zhang, Z. Wen, A Unified Primal-Dual Algorithm Framework for Inequality Constrained Problems, J. Hu, R. Ao, A. So, M. Yang, Z. Wen, Riemannian Natural Gradient Methods, Y. Liu, H. Liu, H. Nie, Z. Wen, A DRS-based Path-following Algorithm for Linear Programming F. Chen, J. Zhang, Z. Wen, A Near-Optimal Primal-Dual Method for Off-Policy Learning in CMDP, NeurIPS 2022, Y. Wang, K. Deng, H. Liu, Z. Wen, A Decomposition Augmented Lagrangian Method for Low-rank Semidefinite Programming, SIAM Journal on Optimization, H. Liu, K. Deng, H. Liu, Z. Wen, An Entropy-Regularized ADMM For Binary Quadratic Programming, Journal of Global Optimization J. Zhang, Z. Jin, B. Jiang, Z. Wen, Stochastic Augmented Projected Gradient Methods for the Large-Scale Precoding Matrix Indicator Selection Problem, IEEE Transactions on Wireless Communications M. Yang, D. Xu, Q. Cui, Z. Wen, P. Xu, NG+ : A Multi-Step Matrix-Product Natural Gradient Method for Deep Learning, IEEE Transactions on Pattern Analysis and Machine Intelligence, (code) Y. Liu, Z. Wen, W. Yin, A multiscale semi-smooth Newton method for Optimal Transport, Journal of Scientific Computing Y. Li, M. Zhao, W. Chen, Z. Wen, A Stochastic Composite Augmented Lagrangian Method For Reinforcement Learning, SIAM Journal on Optimization, Z. Jin, J. Schmitt, Z. Wen, On the Analysis of Model-free Methods for the Linear Quadratic Regulator M. Yang, D. Xu, Y. Li, Z. Wen, M. Chen, Sketchy Empirical Natural Gradient Methods for Deep Learning, Journal of Scientific Computing M. Yang, D. Xu, H. Chen, Z. Wen, M. Chen, Enhance Curvature Information by Structured Stochastic Quasi-Newton Methods, CVPR 2021 Z. Chen, A. Milzarek, Z. Wen, A Trust-Region Method For Nonsmooth Nonconvex Optimization, Journal of Computational Mathematics M. Zhao, Y. Li, Z.Wen, A Stochastic Trust-Region Framework for Policy Optimization, Journal of Computational Mathematics M. Yang, A. Milzarek, Z. Wen, T. Zhang, A Stochastic Extra-Step Quasi-Newton Method for Nonsmooth Nonconvex Optimization, Mathematical Programming H. Zhang, A. Milzarek, Z. Wen, W. Yin, On the geometric analysis of a quartic-quadratic optimization problem under a spherical constraint, Mathematical Programming L. Wu, X. Liu, Z. Wen, Symmetric rank-1 approximation of symmetric high-order tensors, Optimization Methods and Software B. Jiang, X. Meng, Z. Wen, X. Chen, An exact penalty approach for optimization with nonnegative orthogonality constraints, Mathematical Programming T. Tian, Y. Cai, X. Wu, Z. Wen, Ground states and their characterization of spin-F Bose-Einstein condensates, SIAM Journal on Scientific Computing Z. Jia, Z. Wen, Y. Ye, Toward Solving 2-TBSG Efficiently, Optimization Methods and Software, Y. Wang, Z. Jia, Z. Wen, The Search direction Correction makes first-order methods faster, SIAM Journal on Scientific Computing Y. Li, H. Liu, Z. Wen, Y, Yuan, Low-rank Matrix Optimization Using Polynomial-filtered Subspace Extraction, SIAM Journal on Scientific Computing , (code) Y. Duan, M. Wang, Z. Wen, Y. Yuan, Adaptive Low-Nonnegative-Rank Approximation for State Aggregation of Markov Chains, SIAM Journal on Matrix Analysis and Applications, J. Hu, B. Jiang, L. Lin, Z. Wen, Y. Yuan, Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints, SIAM Journal on Scientific Computing A. Milzarek, X. Xiao, S. Cen, Z. Wen, M. Ulbrich, A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization, SIAM Journal on Optimization, J. Hu, Z. Wen, A. Milzarek, Y. Yuan, Adaptive Regularized Newton Method for Riemannian Optimization, SIAM Journal on Matrix Analysis and Applications Y. Li, Z. Wen, C. Yang, Y. Yuan, A Semi-smooth Newton Method For semidefinite programs and its applications in electronic structure calculations, SIAM Journal on Scientific Computing J. Zhang, H. Liu, Z. Wen, S. Zhang, A Sparse Completely Positive Relaxation of the Modularity Maximization for Community Detection, SIAM Journal on Scientific Computing H. Yuan, X. Gu, R. Lai, Z. Wen, Global optimization with orthogonality constraints via stochastic diffusion, Journal of Scientific Computing T. Pang, Q. Li, Z. Wen, Z. Shen, Phase retrieval, a data-driven wavelet frame based approach, Applied and Computational Harmonic Analysis C. Ma, X. Liu, Z. Wen, Globally Convergent Levenberg-Marquardt Method For Phase Retrieval, IEEE Transactions on Information Theory C. Chen, Z. Wen, Y. Yuan, A general two-level subspace method for nonlinear optimization, Journal of Computational Mathematics X. Xiao, Y. Li, Z. Wen, L. Zhang, Semi-Smooth Second-order Type Methods for Composite Convex Programs, Journal of Scientific Computing Y. Yang, B. Dong, Z. Wen, Randomized Algorithms For High Quality Treatment Planning in Volumetric Modulated Arc Therapy, Inverse Problems, J. Zhang, Z. Wen, Y. Zhang, Subspace Methods With Local Refinements for Eigenvalue Computation Using Low-Rank Tensor-Train Format, Journal of Scientific Computing, J. Hu, B. Jiang, X. Liu, Z. Wen, A Note on Semidefinite Programming Relaxations For Polynomial Optimization Over a Single Sphere, Science in China, Mathematics, B. Jiang, Y. Liu, Z. Wen, L_p-norm regularization algorithms for optimization over permutation matrices, SIAM Journal on Optimization, Z. Wen, Y. Zhang, Block algorithms with augmented Rayleigh-Ritz projections for large-scale eigenpair computation, SIAM Journal on Matrix Analysis and Applications X. Wu, Z. Wen, W. Bao, A regularized Newton method for computing ground states of Bose-Einstein condensates, Journal of Scientific Computing, P. Qian, Z. Wang, Z. Wen, A Composite Risk Measure Framework for Decision Making under Uncertainty, Journal of Operations Research Society of China M, Ulbrich, Z. Wen, C. Yang, D, Klockner, Z. Lu, A proximal gradient method for ensemble density functional theory, SIAM Journal on Scientific Computing, Q. Dong, X. Liu, Z. Wen, Y. Yuan, A Parallel Line Search Subspace Correction Method for Composite Convex Optimization, Journal of Operations Research Society of China X. Liu, Z. Wen, Y. Zhang, An Efficient Gauss-Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations, SIAM Journal on Optimization, X. Liu, Z. Wen, X. Wang, M. Ulbrich, Y. Yuan, On the Analysis of the Discretized Kohn-Sham Density Functional Theory, SIAM Journal on Numerical Analysis, X. Zhang, J. Zhu, Z. Wen, A. Zhou, Gradient type optimization methods for electronic structure calculations, SIAM Journal on Scientific Computing Z. Wen, C. Yang, X. Liu, and Y. Zhang, Trace-Penalty Minimization for Large-scale Eigenspace Computation, Journal of Scientific Computing, X. Liu, X. Wang, Z. Wen, Y. Yuan, On the Convergence of the Self-Consistent Field Iteration in Kohn-Sham Density Functional Theory, SIAM Journal on Matrix Analysis and Applications L. Wang, A. Singer, Z. Wen, Orientation Determination from Cryo-EM images Using Least Unsquared Deviation, SIAM Journal on Imaging Sciences Z. Wen, X. Peng, X. Liu, X. Bai and X. Sun, Asset Allocation under the Basel Accord Risk Measures Z. Wen, A. Milzarek, and M. Ulbrich, and H. Zhang, Adaptive regularized self-consistent field iteration with exact Hessian for electronic structure calculation, SIAM Journal on Scientific Computing X. Liu, Z. Wen, Y. Zhang, Limited memory block Krylov subspace optimization for computing dominant singular value decompositions, SIAM Journal on Scientific Computing (code: “LMSVD”) Z. Wen, C. Yang, X. Liu and S. Marchesini, Alternating direction methods for classical and ptychographic phase retrieval, Inverse Problems Q. Ling, Y. Xu, W. Yin, and Z. Wen, Decentralized low-rank matrix completion, ICASSP 2012 (blog) R. Lai, Z. Wen, W. Yin, X. Gu and L. Lui, Folding-free global conformal mapping for genus-0 surfaces by Harmonic energy minimization, Journal of Scientific Computing