Dr. YUAN Yancheng

YUAN Yancheng

I am an Assistant Professor in the Department of Applied Mathematics at The Hong Kong Polytechnic University.

I also serve as an Assistant Director of the Research Center for Intelligent Operations Research and an Associate Director of the CITIC-PolyU Interdisciplinary Mathematical Digital AI Joint Laboratory. Previously, I was a research fellow at NUS NExT Center working with Prof. Tat-Seng CHUA.

Google Scholar yancheng.yuan@polyu.edu.hk

Education

Ph.D. Math. National University of Singapore 2015 – 2020
Supervisors: Prof. Kim-Chuan Toh & Prof. Defeng Sun
B.S. Comp. Math. University of Science and Technology of China 2011 – 2015
Supervisor: Prof. Juyong Zhang

Research Interests

  • Optimization Algorithm design, analysis, and solver development.
  • Artificial Intelligence (AI) Foundation models and mathematical foundations for data science.
  • Data-driven Applications Recommendation systems and healthcare analytics.

Selected Open-source Software

HPR-LP

HPR-LP

Solver

A GPU-accelerated solver for large-scale linear programming.

Julia / C / CUDA GitHub →
HPR-QP

HPR-QP

Solver

A GPU-accelerated solver for large-scale convex composite quadratic programming.

Julia / CUDA GitHub →
HOT

HOT

Optimal Transport

A GPU-accelerated solver designed specifically for large-scale 2D optimal transport problems.

Python / CUDA GitHub →
Convex Clustering

Convex Clustering

Efficient solvers for generating high-quality solutions to the convex clustering model path.

Python / MATLAB Python→MATLAB →
Adaptive Sieving

Adaptive Sieving

A MATLAB software designed to use adaptive sieving (a dimension reduction technique) for sparse optimization problems.

MATLAB GitHub →
LAMBDA

LAMBDA

LLM Agent

A coding-free multi-agent data analysis system leveraging the power of large language models.

Python GitHub →