Yinyu Ye
K. T. Li Professor of Engineering (Emeritus)
Management Science & Engineering and Institute of Computational & Mathematical Engineering
Huang Engineering Center 308
475 Via Ortega
School of Engineering
Stanford University, CA 94305-4121
Phone: 650 723-7262
Fax: 650 723-1614
Education
Ph.D. Engineering Economic Systems and Operations Research , Stanford University
, 1988.
M.S. Engineering Economic Systems , Stanford University
, 1983.
B.S. Systems and Control,
Huazhong University of Science and Technology , Wuhan, China, 1982.
Research Interests/Selected-Work
Linear and Mathematical Programming: including
Predictor-Corrector IPM and
Homogeneous and Self-Dual Algorithm that are implementaed in all Linear Programming Commercial Solvers, and Convex Relaxation for Non-convex Optimization
Optimization Algorithm Design and Analysis: including
Statistical Ranking & Hodge Theory and
Near-Optimal Sample Complexities for Solving Generative MDPs in Machine Learning, and
LP-IPM with Runing Time Depending only on A
Operations Research Models and their Applications: including
Distributionally Robust Optimization/Decision Making underData Uncertainty, where we created the name DRO first time, and
Online Linear Programming as a general model for dynamic resource allocations, both are populary applied in business and industries; and
Disciplined Convex Programming & Earlier Development of CVX
Computational Complexity and Algorithmic Game Theory: including
Computational Complexity of Simplex and Policy-Iteration Methods and Convergence of Multi-Block ADMM
where we settled long-time open questions, and
Computation of Linear Market Equilibria can be done in polynomial time
Optimization Solvers on GPU: including
cuPDLP-C: A Strengthened Implementation of cuPDLP for Linear Programming by C language 2023,
Accelerating Low-Rank Factorization-Based Semidefinite Programming Algorithms on GPU and
PDHCG: A Restarted Primal-Dual Hybrid Conjugate Gradient Method for Large-Scale Quadratic Programming
Here are a few Talks I made most recently
Here are Courses I was teaching
The fifth Edition of BOOK Linear and Nonlinear Programming by David G. Luenberger and Yinyu Ye has been published.
Click here for information .
Also see Table of Contents , Lecture Slides in various courses I am teaching, Chapter-by-Chapter Matlab Demonstration Codes/Scripts , and 5thErrata ; Solution Manual is also avaiable for intructors upon request.
The BOOK Interior-Point Algorithms: Theory and Analysis has been published.
Click here for information and related software .
Yinyu Ye
K.T. Li Professor of Engineering (Emeritus)
Department of Management Science and Engineering
School of Engineering
Stanford University
Stanford, CA 94305
email: yinyu-ye@stanford.edu