Yangyang Xu

About

Dr. Yangyang Xu earned a bachelor degree in Computational Mathematics from Nanjing University, a master degree from the Institute of Applied Mathematics at Chinese Academy of Sciences, and his Ph.D from the Department of Computational and Applied Mathematics at Rice University in 2014. Before joining RPI, Dr. Xu was an assistant professor at University of Alabama. He also spent one year as a postdoctoral fellow at University of Waterloo and another year as an NSF postdoc at University of Minnesota. 
Dr. Xu's broad research interests are optimization theory and methods and their applications such as in machine learning, statistics, and signal processing. He worked on developing algorithms for compressed sensing, matrix completion, and tensor factorization and learning. Recently, his research focuses on first-order methods, operator splitting, stochastic optimization methods, and high performance parallel computing. These works are motivated by very "big" problems arising in machine learning and image processing.

Research

Optimization has played a significant role in many areas such as engineering, sciences, health care. My research focuses on continuous optimization and is mainly motivated by “big” problems arising from image processing, machine learning, statistics, finance, and so on. Currently, we work on first-order optimization methods for solving constrained nonlinear programs and stochastic optimization with applications in deep learning.

Primary Research Focus
Optimization, Parallel computing, Compressed sensing, Matrix completion, tensor factorization and learning

Teaching

Office Hours

3:50pm - 4:50pm on Tuesday and Friday

Current Courses

MATP6960: Stochastic Optimization and Reinforcement Learning

Publications

The following is a selection of recent publications in Scopus. Yangyang Xu has 36 indexed publications in the subjects of Mathematics, Computer Science, and Engineering.

Yonggui Yan, Yangyang Xu
Mathematical Programming Computation
, 14
, 2022
, pp.319-363
.
Qihang Lin, Runchao Ma, Yangyang Xu
Computational Optimization and Applications
, 82
, 2022
, pp.175-224
.
Nan Zhou, Kup Sze Choi, Badong Chen, Yuanhua Du, Jun Liu, Yangyang Xu
IEEE Transactions on Neural Networks and Learning Systems
, 2022
.
Yuyuan Ouyang, Yangyang Xu
Mathematical Programming
, 185
, 2021
, pp.1-35
.
Chenyu Wu, Yangyang Xu
Proceedings of the IEEE Sensor Array and Multichannel Signal Processing Workshop
, 2020-June
, 2020
.
Yangyang Xu
SIAM Journal on Optimization
, 30
, 2020
, pp.1664-1692
.
Nan Zhou, Badong Chen, Yuanhua Du, Tao Jiang, Jun Liu, Yangyang Xu
IEEE Transactions on Neural Networks and Learning Systems
, 31
, 2020
, pp.3877-3891
.
Tao Sun, Yuejiao Sun, Yangyang Xu, Wotao Yin
Computational Optimization and Applications
, 75
, 2020
, pp.35-61
.

View All Scopus Publications

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