领域:高端装备制造产业 学校:南京大学职称:副教授
1 最优化理论、算法与应用
2 高维数据分析
3 计算管理科学/金融
4.机器学习/在线学习
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2018年起主持科研项目
1.国家自然科学基金面上项目,11871269,大规模非凸优化问题的分裂算法及应用,2019/01-2022/12, 50万元,在研,主持。
2.江苏省自然科学基金面上项目,BK20181259,数据驱动的优化理论、模型与算法,2018/07-2021/06, 10万元,在研,主持。
3.南京大学仲英学者人才培养经费,2018/01-2020/12, 20万元,在研,主持。
Selected Publication
1.C.H. Chen,M. Li, X. Liu and Y.Y. Ye. Extended ADMM and BCD for Nonseparable Convex Minimization Models with Quadratic Coupling Terms: Convergence Analysis and Insights. Mathematical Programming, Ser. A,online published, 2017.[南大SCI-A类期刊].
2.C.H. Chen, B.S. He, Y.Y. Ye and X.M. Yuan. The direct extension of ADMM for multi-block convexminimization problems is not necessarily convergent.MathematicalProgramming, Ser. A,155:57-79, 2016. [ESI高被引论文,南大SCI-A类期刊,2018年华人数学家联盟杰出论文奖].
3.C.H. Chen, Y. J. Liu, D. F. Sun and K. C. Toh. A SemismoothNewton-CG Based Dual PPA for Matrix Spectral Norm Approximation Problems. Mathematical Programming, Ser. A,155:435-470,2016. [南大SCI-A类期刊].
4.C.H. Chen, S. Q. Ma and J. F. Yang. A general inertial proximal point method formixed variational inequality problem. SIAM Journal on Optimization, 25(4):2120-2142, 2015. [南大SCI-A类期刊].
5.C.H. Chen, R. Chan, S. Q. Ma and J. F. Yang . Inertial proximal alternating directionmethod of multipliers for linearly constrained separable convex optimization. SIAM Journal on Imaging Science,2015, 8(4), 2239-2267, 2015 .[南大SCI-B类期刊,2017年华人数学家联盟杰出论文奖].
6.C.H. Chen, R. Y. Sun and Y. Y. Ye. On convergence of themulti-block alternating direction method of multipliers, The 8th International Congress on Industrial and Applied Mathematics, Beijing, China,10-14, August 2015. [Invited Lecture Paper at ICIAM-8].
7.C.H.Chen, B.S. He, and X.M. Yuan. Matrix completion via an alternatingdirection method. IMA Journal of Numerical Analysis,32(1):227–245, 2012. [ESI高被引论文]
Working Manuscript
1. C.H. Chen, X.D. Li, C. Tolman, S.Y. Wang and Y.Y. Ye. Sparse portfolio selection via quasi-norm regularization, 2016.
2. X.H. Ding, C.H. Chen, C.S. Li and A. Lim. Product demand and substitution estimation with lost-sales data, 2019.
3. Y.W. Wu, C.H. Chen, C.S. Li and A.Lim. An alternating direction method of multipliers for Markov Decision Process, 2019.
4. H.W. Zhang, C.H. Chen, S.H. Dong and L.B. Zhang. Generalized additive model (GAM) based crossion growth prediction models using mass in-line inspection data, 2019.
5. Y. Zhao, Y.W. Wu,C.H. Chen and A. Lim. On ismometry robustness of deep 3D point clound models under adversarial attacks, 2019.
6. Q. Zhang, C.H. Chen, H.K Liu, A.M.C. So and Z.R. Zhou. On the linear convergence of ADMM for low-rank matrix recovery, 2018.
7. C.H. Chen, X.M. Yuan, J. Zhang and S.Z. Zeng.Splitting augmented lagraingian methods for mathematical programs with equilibrium constraints, 2019.