• 刘勇进

  • 职称:

    教授

  • 职务:

    博士生导师

  • 主讲课程:

    运筹学,数值分析,最优化方法

  • 研究方向:

    最优化理论、方法与应用,统计优化,数值计算

  • 办公室:

    88038威尼斯4号楼221

  • 电子邮件:

    yjliu at fzu.edu.cn

基本信息:

刘勇进,威尼斯登录入口welcome嘉锡特聘教授、博士生导师,福建省应用数学中心(威尼斯登录入口welcome)主任,福建省百千万人才工程省级人才。20221月起担任88038威尼斯院长。其研究方向主要集中在最优化理论、方法及其应用,统计优化,大规模数值计算等,研究成果在Mathematical Programming (Series A)SIAM Journal on OptimizationSIAM Journal on Scientific ComputingJournal of Scientific ComputingComputational Optimization and ApplicationsJournal of Optimization Theory and ApplicationsSet-Valued and Variational Analysis等重要优化与计算学术期刊上发表,发表论文已被引400余次。主持完成福建省本科高校教育教学改革研究重大项目1项, 曾获福建省高等教育教学成果一等奖1项(排名第一)。

教育及工作经历:

⟡ 2018.02-现在,威尼斯登录入口welcome,88038威尼斯,教授

⟡ 2020.11-2021.05,华为香港研究所理论部,高级研究人员

⟡ 2016.06-2016.08,北京大学,北京国际数学研究中心,访问学者

⟡ 2015.07-2015.09,香港浸会大学,理学院数学系,访问教授

⟡ 2007.05-2018.01,沈阳航空航天大学,理学院,副教授、教授

⟡ 2011.03-2011.04,Department of Mathematics,National University of Singapore,访问学者

⟡ 2006.07-2010.01,Singapore-MIT Alliance,National University of Singapore,Research Fellow

⟡ 2004.08-2006.07,汕头大学,数学系,博士后

⟡ 2002.03-2002.05,2002.10-2002.11,香港城市大学,管理科学系,研究助理

⟡ 1999.09-2004.07,大连理工大学,应用数学系,运筹学与控制论专业(硕博连读),博士

⟡ 1995.09-1999.07,赣南师范大学,数学教育学专业,学士

学术任职:

⟡ 中国数学会理事(2024-至今)

⟡ 中国运筹学会数学规划分会常务理事(2023-至今)

⟡ 中国运筹学会算法软件与应用分会常务理事(2024-至今)

⟡ 中国统计学会理事(2023.01-至今)

⟡ 中国运筹学会智能工业数据解析与优化分会理事(2015-至今)

科研项目:

12)大规模密度矩阵约束凸优化问题的算法研究,项目编号:2023SXLMMS01,福建省数学学科联盟科研项目,经费:4万,2023.12-2026.11,主持

11)低秩矩阵优化问题理论、算法及其应用研究,项目编号:2023J02007,福建省自然科学基金重点项目,项目经费:30万,2023.08-2022.07,主持

10)大规模密度矩阵优化问题的高效算法及其应用,国家自然科学基金面上项目,项目编号:12271097,直接经费:45万,2023.01-2026.12,主持

9)高维数据驱动稀疏低秩优化问题有效算法的研究及其应用,国家自然科学基金面上项目,项目编号:11871153,项目经费:61.8万,2019.01-2022.12,主持

8)基于统计学习的超大规模稀疏优化问题算法的研究及其应用,项目编号:2019J01644,福建省自然科学基金面上项目,项目经费:5万,2019.06-2022.05,主持

7)超大规模Lasso类统计模型高效算法的研究及其实现,威尼斯登录入口welcome引进人才科研启动基金,项目经费:60万,2018.09-2021.08,主持

6)非对称矩阵优化问题的灵敏度分析、算法及其应用,国家自然科学基金面上项目,项目编号:11371255,项目经费:70万,2014.01-2017.12,主持

5)两类大规模矩阵优化问题的算法研究与软件设计,国家自然科学基金青年基金项目,项目编号:11001180,项目经费:18万,2011.01-2013.12,主持

4)大规模核范数优化问题理论、算法及其应用研究,教育部留学回国人员科研启动基金,项目编号:JYB201302,项目经费:3万,2012.12-2015.11,主持

3)辽宁省高等学校优秀科技人才支持计划,项目编号:LR2015047,辽宁省教育厅人才项目,项目经费:20万,2015.07-2018.01,主持

2)矩阵优化问题数值方法的研究及其实现,项目编号:辽百千万立项【2015】51号,辽宁省“百千万人才工程”资助项目,项目经费:2万,2015.11-2018.10,主持

1)辽宁省高等学校杰出青年学者成长计划,项目编号:LJQ2012012,辽宁省教育厅人才项目,项目经费:12万,2012.07-2014.06,主持

主要代表性论著:

32. Weimi Zhou, Yong-Jin Liu*, On Wasserstein distributionally robust mean semi-absolute deviation portfolio model: robust selection and efficient computation, submitted.

31. Suyu Chen, Yong-Jin Liu*, Jing Yu, Weimi Zhou, A semismooth Newton based augmented Lagrangian algorithm for Lovasz theta SDP problem, submitted.

30. Yong-Jin Liu, Yuqi Wan, Lanyu Lin*, An efficient algorithm for Fantope-constrained sparse principal subspace estimation problem, submitted.

29. Yong-Jin Liu, Weimi Zhou*, Dual Newton proximal point algorithm for solution paths of the L1-regularized logistic regression, submitted.

28. Yong-Jin Liu, Weimi Zhou*, Fast projection onto the intersection of simplex and singly linear constraint and its generalized Jacobian, submitted.

27. Lanyu Lin, Yong-Jin Liu*, An inexact semismooth Newton-based augmented Lagrangian algorithm for multi-task Lasso problems, Asia-Pacific Journal of Operational Research, Doi: 10.1142/S0217595923500276.

26. Yong-Jin Liu*, Jing Yu, A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem, Computational Optimization and Applications, 85 (2023), pp. 547–582.

25. Yong-Jin Liu*, Tiqi Zhang, Sparse Hessian based semismooth Newton augmented Lagrangian algorithm for general L1 trend filtering, Pacific Journal of Optimization, 19:2 (2023), pp. 187–204.

24. Yong-Jin Liu*, Jiajing Xu, Lanyu Lin, An easily implementable algorithm for efficient projection onto the ordered weighted L1 norm ball, Journal of the Operations Research Society of China, 2022, https://doi.org/10.1007/s40305-022-00414-8.

23. Yong-Jin Liu*, Jing Yu, A semismooth Newton-based augmented Lagrangian algorithm for density matrix least squares problems, Journal of Optimization Theory and Applications, 195:3 (2022), pp. 749–779.

22. Yong-Jin Liu*, Qinxin Zhu, A semismooth Newton based augmented Lagrangian algorithm for Weber problem, Pacific Journal of Optimization, 18:2 (2022), pp. 299–315.

21. Bo Wang, Lanyu Lin and Yong-Jin Liu*, Efficient projection onto the intersection of a half-space and a box-like set and its generalized Jacobian, Optimization, 71:4 (2022), pp. 1073–1096.

20. Sheng Fang, Yong-Jin Liu* and Xianzhu Xiong, Efficient sparse Hessian based semismooth Newton algorithms for Dantzig selector, SIAM Journal on Scientific Computing, 202143:6 (2021)pp. A4347–A4371.

19. Lanyu Lin, Yong-Jin Liu*, An efficient Hessian based algorithm for singly linearly and box constrained least squares regression, Journal of Scientific Computing, 88:26 (2021), https://doi.org/10.1007/s10915-021-01541-9.

18. Sheng Fang, Yong-Jin Liu*, The generalized Jacobian of the projection onto the intersection of a half-space and a variable box, Annals of Applied Mathematics, 36:4 (2020), pp. 379–390.

17. Meixia Lin, Yong-Jin Liu*, Defeng Sun and Kim-Chuan Toh, Efficient sparse semismooth Newton methods for the clustered Lasso problem, SIAM Journal on Optimization, 29:3 (2019), pp. 2026–2052.

16. Yong-Jin Liu*, Ruonan Li and Bo Wang, On the characterizations of solutions to perturbed L1 conic optimization problem, Optimization, 68:6 (2019), pp. 1157–1186.

15. Meijiao Liu, Yong-Jin Liu*, Fast algorithm for singly linearly constrained quadratic programs with box-like constraints, Computational Optimization and Applications, 66:2 (2017), pp. 309–326.

14. Yong-Jin Liu*, Yanan Wen, A linear time algorithm for the continuous quadratic knapsack problem with L1 regularization, Pacific Journal of Optimization, 13:2 (2017), pp. 301–313.

13. Caihua Chen*, Yong-Jin Liu, Defeng Sun and Kim-Chuan Toh, A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems, Mathematical Programming, Series A, 155:1 (2016), pp. 435–470.

12. Yong-Jin Liu*, Li Wang, Properties associated with the epigraph of the L1 norm function of projection onto the nonnegative orthant, Mathematical Methods of Operations Research, 84:1 (2016), pp. 205–221.

11. Yong-Jin Liu, Ning Han, Shiyun Wang and Caihua Chen*, Differential properties of the metric projectors over the epigraph of the weighted L1 and L_∞ norms, Pacific Journal of Optimization, 11:4 (2015), pp. 737–749.

10. Yong Jiang, Yong-Jin Liu and Li-Wei Zhang*, Variational geometry of the complementarity set for second order cone, Set Valued and Variational Analysis, 23 (2015), pp. 399–414.

9. Shiyun Wang, Yong-Jin Liu* and Yong Jiang, A majorized penalty approach to inverse linear second order cone programming problems, Journal of Industrial and Management Optimization, 10:3 (2014), pp. 965–976.

8. Yong-Jin Liu*, Shiyun Wang and Juhe Sun, Finding the projection onto the intersection of a closed half-space and a variable box, Operations Research Letters, 41 (2013), pp. 259–264.

7. Yong-Jin Liu, Defeng Sun* and Kim-Chuan Toh, An implementable proximal point algorithmic framework for nuclear norm minimization, Mathematical Programming, Series A, 133 (2012), pp. 399–436.

6. Yidi Chen, Yan Gao* and Yong-Jin Liu, An inexact SQP Newton method for convex SC1 minimization problems, Journal of Optimization Theory and Applications, 146:1 (2010), pp. 33–49.

5. Yong-Jin Liu*, Li-Wei Zhang, Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones, Journal of Optimization Theory and Applications, 139:3 (2008), pp. 557–575.

4. Yong-Jin Liu*, Li-Wei Zhang, On the approximate augmented Lagrangian for nonlinear symmetric cone programming, Nonlinear Analysis: Theory, Methods & Applications, 68:5 (2008), pp. 1210–1225.

3. Yong-Jin Liu*, Li-Wei Zhang, Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems, Nonlinear Analysis: Theory, Methods & Applications, 67:5 (2007), pp. 1359–1373.

2. Yue Wu, Kin Keung Lai* and Yong-Jin Liu, Deterministic global optimization approach to steady-state distribution gas pipeline networks, Optimization and Engineering, 8:3 (2007), pp. 259–275.

1. Yong-Jin Liu*, Li-Wei Zhang and Yin-He Wang, Some properties of a class of merit functions for symmetric cone complementarity problems, Asia-Pacific Journal of Operational Research, 23:4 (2006), pp. 473–495.

学生培养:

博士研 究生:陈晓轩(2023) 王涵(2023,副导师) 周玮蜜(2022) 赵璐璐(2022,副导师) 方升(2021) 林蓝玉(2020) 余静(2019

硕士研究生:李文蓝(2023) 徐龙龙(2023) 刘美阳(2023) 吕家哲(2023) 潘静瑜(2023) 林雅晶(2023) 侯丹丹(2022) 徐燕梅(2022) 郭汉文(2022) 黄鑫(2022) 黄若晗(2022) 毛金阳(2022) 陈苏愉(2021) 万玉奇(2021) 张文文(2021) 罗曦(2020,副导师) 汤婉红(2020) 杨子斌(2020) 周玮蜜(2020) 许嘉警(2019) 张体琪(2019) 祝勤鑫(2019) 方升(2018,副导师) 林蓝玉(2018) 李若男(2015) 彭君君(2015) 温亚楠(2015) 张伟伟(2015) 刘娟(2013) 赵敬红(2013) 韩宁(2011) 胡旭(2011)