欢迎来到香港中文大学(深圳)金融工程硕士项目!
0755-84273810
联系方式
地址:广东-深圳市龙岗区龙翔大道2001号
电话:0755-84273810

师资力量

苏文藻 教授

职位:

教授

教育背景:

BSE (Princeton University)
MSc, PhD (Stanford University)

研究领域:

* Algorithm Design
* Data Analytics
* Optimization

Email:

manchoso@se.cuhk.edu.hk

个人简介:

Anthony Man-Cho So received his BSE degree in Computer Science from Princeton University with minors in Applied and Computational Mathematics, Engineering and Management Systems, and German Language and Culture. He then received his MSc degree in Computer Science and his PhD degree in Computer Science with a PhD minor in Mathematics from Stanford University. Dr. So joined The Chinese University of Hong Kong (CUHK) in 2007. He currently serves as Assistant Dean of the Faculty of Engineering and is an Associate Professor in the Department of Systems Engineering and Engineering Management. He  also holds a courtesy appointment as Associate Professor in the CUHK-BGI Innovation Institute of Trans-omics. His recent research focuses on the interplay between optimization theory and various areas of algorithm design, such as computational geometry, machine learning, signal processing, bioinformatics, and algorithmic game theory.

学术著作:
H. Liu, W. Wu, A. M.-C. So, “Quadratic Optimization with Orthogonality Constraints: Explicit Łojasiewicz Exponent and Linear Convergence of Line-Search Methods”, Proceedings of the 33rd International Conference on Machine Learning (ICML 2016), pp. 1158-1167, 2016.

 

G. Wang, A. M.-C. So, Y. Li, “Robust Convex Approximation Methods for TDOA-Based Localization under NLOS Conditions”, IEEE Transactions on Signal Processing 64(13):3281-3296, 2016 

 

A. Lemon, A. M.-C. So, Y. Ye, “Low-Rank Semidefinite Programming: Theory and Applications”, Foundations and Trends in Optimization 2(1-2): 1-156, 2016.

 

K.-Y. Wang, A. M.-C. So, T.-H. Chang, W.-K. Ma, C.-Y. Chi, “Outage Constrained Robust Transmit Optimization for Multiuser MISO Downlinks: Tractable Approximations by Conic Optimization”, IEEE Transactions on Signal Processing 62(21): 5690-5705, 2014.

 

S. X. Wu, W.-K. Ma, A. M.-C. So, “Physical-Layer Multicasting by Stochastic Transmit Beamforming and Alamouti Space-Time Coding”, IEEE Transactions on Signal Processing 61(17): 4230-4245, 2013.

 

S.-S. Cheung, A. M.-C. So, K. Wang, “Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization”, SIAM Journal on Optimization 22(4): 1394-1430, 2012.

 

A. M.-C. So, “Deterministic Approximation Algorithms for Sphere Constrained Homogeneous Polynomial Optimization Problems”, Mathematical Programming, Series B, 129(2): 357-382, 2011.

 

A. M.-C. So, “Moment Inequalities for Sums of Random Matrices and Their Applications in Optimization”, Mathematical Programming, Series A, 130(1): 125-151, 2011.

 

Y. J. Zhang, A. M.-C. So, “Optimal Spectrum Sharing in MIMO Cognitive Radio Networks via Semidefinite Programming”, IEEE Journal on Selected Areas in Communications 29(2): 362-373, 2011.

 

Z.-Q. Luo, W.-K. Ma, A. M.-C. So, Y. Ye, S. Zhang, “Semidefinite Relaxation of Quadratic Optimization Problems”, IEEE Signal Processing Magazine 27(3): 20-34, 2010.

 

A. M.-C. So, Y. Ye, J. Zhang, “A Unified Theorem on SDP Rank Reduction”, Mathematics of Operations Research 33(4): 910-920, 2008.

 

A. M.-C. So, Y. Ye, “Theory of Semidefinite Programming for Sensor Network Localization”, Mathematical Programming, Series B, 109: 367-384, 2007.

A. M.-C. So, “Deterministic Approximation Algorithms for Sphere Constrained Homogeneous Polynomial Optimization Problems”, Mathematical Programming, Series B, 129(2): 357-382, 2011.

A. M.-C. So, “Moment Inequalities for Sums of Random Matrices and Their Applications in Optimization”, Mathematical Programming, Series A, 130(1): 125-151, 2011.

Y. J. Zhang, A. M.-C. So, “Optimal Spectrum Sharing in MIMO Cognitive Radio Networks via Semidefinite Programming”, IEEE Journal on Selected Areas in Communications 29(2): 362-373, 2011.

Z.-Q. Luo, W.-K. Ma, A. M.-C. So, Y. Ye, S. Zhang, “Semidefinite Relaxation of Quadratic Optimization Problems”, IEEE Signal Processing Magazine 27(3): 20-34, 2010.

A. M.-C. So, J. Zhang, Y. Ye, “Stochastic Combinatorial Optimization with Controllable Risk Aversion Level”, Mathematics of Operations Research 34(3): 522-537, 2009.

A. M.-C. So, Y. Ye, J. Zhang, “A Unified Theorem on SDP Rank Reduction”, Mathematics of Operations Research 33(4): 910-920, 2008.

A. M.-C. So, Y. Ye, “Theory of Semidefinite Programming for Sensor Network Localization”, Mathematical Programming,Series B, 109: 367-384, 2007.