My current research interests include:
- Journal publications:
- S. Gaubert and Z. Qu. Dobrushin ergodicity coefficient for Markov operators on cones, Integral Equations and Operator Theory, pp.1-24, 2014. DOI: 10.1007/s00020-014-2193-2.
- Z. Qu. Contraction of Riccati flows applied to the convergence analysis of a max-plus curse of dimensionality free method, SIAM Journal on Control and Optimization, 52(5):2677-2706, 2014. DOI: 10.1137/130906702.
- S. Gaubert and Z. Qu. The contraction rate in Thompson metric of order-preserving flows on a cone - application to generalized Riccati equations, Journal of Differential Equations, 256(8):2902-2948, 2014. DOI: 10.1016/j.jde.2014.01.024.
- D. Csiba, Z. Qu and P. Richtárik. Stochastic dual coordinate ascent with adaptive probabilities, ICML, 2015
- Z. Qu, P. Richtárik, M. Takáč and O. Fercoq. SDNA: stochastic dual newton ascent for empirical risk minization, submitted, 2015
- Z. Qu and P. Richtárik. Coordinate descent with arbitrary sampling I: algorithms and complexity, submitted, 2014
- Z. Qu and P. Richtárik. Coordinate descent with arbitrary sampling II: expected separable overapproximation, submitted, 2014
- Z. Qu, P. Richtárik and T. Zhang. Randomized dual coordinate ascent with arbitrary Sampling, submitted, 2014.
- J. Konečný, Z. Qu and P. Richtárik. S2CD: semi-stochastic coordinate descent, poster presented at the 7th NIPS Workshop on Optimization for Machine Learning, 2014.
- O. Fercoq, Z. Qu. and P. Richtárik. Accelerated proximal parallel coordinate descent for strongly convex functions, in preparation.
- S. Gaubert and Z. Qu. Checking the strict positivity of Kraus maps is NP-hard, submitted, 2013.
- Conference Proceedings (refereed):
- O. Fercoq, Z. Qu, P. Richtárik and M. Takáč. Fast distributed coordinate descent for non-strongly convex losses, in Proc. of the 24th IEEE International Workshop on Machine Learning for Signal Processing, Reims, 2014.
- Z. Qu. A max-plus based randomized algorithm for solving a class of HJB PDEs, to appear in Proc. of the 53rd IEEE Conference on Decision and Control, Los Angeles, 2014.
- S. Gaubert, Z. Qu and S. Sridharan. Bundle-based pruning in the max-plus curse of dimensionality free method, in Proc. of the 21st International Symposium on Mathematical Theory of Networks and Systems, Groningen, 2014.
- S. Gaubert and Z. Qu. Markov operators on cones and non-commutative consensus, in Proc. of the 12th biannual European Control Conference, pp 2693-2700, Zurich, 2013.
- Z. Qu. Contraction of Riccati flows applied to the convergence analysis of the max-plus curse of dimensionality free method, in Proc. of the 12th biannual European Control Conference, pp.2226-2231, Zurich, 2013.
- S. Gaubert, W. McEneaney and Z. Qu. Curse of dimensionality reduction in max-plus based approximation methods: theoretical estimates and improved pruning algorithms, in Proc. of the 50th IEEE Conference on Decision and Control and European Control Conference, pp.1054-1061, Orlando, 2014. DOI:10.1109/CDC.2011.6161386.
- Teaching: University of Edinburgh course CORF, course title "Computing for Operational Research and Finance", in charge of 5 lectures and 5 lab sessions for 70 postgraduate students, Sep. to Oct. 2014
- Teaching assistant: ENSTA course AO102, course title "Dynamical systems", in charge of 14h practical work sessions for 18 3rd year undergraduate students, Sep. to Nov. 2013
- Teaching assistant: ENSTA course AO102, course title "Dynamical systems", in charge of 14h practical work sessions for 18 3rd year undergraduate students, Sep. to Nov. 2012
- 22nd International Symposium on Mathematical Programming, Pittsburgh, USA, July 2015. slides
- 32nd International Conference on Machine Learning, Lille, France, July 2015. slides
- 3rd Optimization and Big Data Workshop, Edinburgh, UK, May 2015. . slides
- 53rd Conference on Decision and Control, Los Angeles, USA, December 2014. slides
- 4th IMA conference on numerical algebra and optimisation, Birmingham, UK, September, 2014.
- 12th European Control Conference, Zurich, Switzerland, July, 2013.
- SIAM annual meeting, San Diego, California, U.S.A., July, 2013.
- SMAI 2013, Seignosse, France, May, 2013.
- PGMO (Program Gaspard Monge pour l'Optimisation et la recherche opérationnelle), monthly seminar, France, Feb., 2013.
- Seminar Digiteo, Ecole Polytechnique, France, Mar., 2012.
- 50th IEEE Conference on Decision and Control, Orlando, U.S.A., Dec., 2011.
- Second Monterey Workshop on Computational Issues in Nonlinear Control, Monterey, U.S.A., Nov., 2011.
School of Mathematics,
University of Edinburgh
EH9 3FD Edinburgh, UK
Phone: +44 131 650 5074
Email: zheng.qu at ed.ac.uk