Education
- Ph.D. in Applied Mathematics, University of California, Berkeley, Sep. 2023 -
- M.S. in Computational and Applied Mathematics, The University of Chicago, Sep. 2021 - Dec. 2022
- B.S. in Statistics, Xiamen University, Sep. 2017 - Jun. 2021
Research Papers
Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models
Yuchen Fang, Sen Na, Michael W. Mahoney and Mladen Kolar
Submitted to Operations Research
Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems
Yuchen Fang, Sen Na, Michael W. Mahoney and Mladen Kolar
Submitted to SIAM Journal on Optimization
Workshop Papers
Trust-Region Sequential Quadratic Programming for Equality-Constrained Stochastic Optimization with Random Models: First-Order Stationarity (workshop version)
Yuchen Fang, Sen Na and Mladen Kolar
Higher-Order Optimization in Machine Learning (HOOML) 2022, NeurIPS Workshop
Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems (workshop version)
Yuchen Fang, Sen Na and Mladen Kolar
Higher-Order Optimization in Machine Learning (HOOML) 2022, NeurIPS Workshop
Presentations
Dec. 2022, “Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models: First-Order Stationarity”, NeurIPS Workshop on Higher-Order Optimization in Machine Learning (HOOML) 2022
Dec. 2022, “Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems”, NeurIPS Workshop on Higher-Order Optimization in Machine Learning (HOOML) 2022
Nov. 2022, “Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems”, Computational and Applied Mathematics (CAM) Student Seminar, the University of Chicago
May 2022, “Trust-Region Stochastic Sequential Quadratic Programming for Constrained Optimization”, ACMNTW Workshop on Optimization and Machine Learning 2022, Northwestern University
Professional Service
- Conference Reviewer:
- International Conference on Artificial Intelligence and Statistics (AISTATS) 2023
- Midwest Machine Learning Symposium 2023
- Grader:
- STAT 37710, the University of Chicago, Autumn 2022
Skills
- Programming Languages: R, Python, MATLAB, Julia, C, LaTeX
- Languages: Native in Mandarin, fluent in English