Publications
Selected papers
J. Hu, Z. Wen, A. Milzarek, Y. Yuan, Adaptive Regularized Newton Method for Riemannian Optimization, (paper)
Y. Li, Z. Wen, C. Yang, Y. Yuan, A Semismooth Newton Method for Solving Semidefinite Programs in Electronic Structure Calculations, (paper)
J. Zhang, H. Liu, Z. Wen, S. Zhang, A Sparse Completely Positive Relaxation of the Modularity Maximization for Community Detection, (paper)
H. Yuan, X. Gu, R. Lai, Z. Wen, Global optimization with orthogonality constraints via stochastic diffusion, (paper)
T. Pang, Q. Li, Z. Wen, Z. Shen, Phase retrieval, a datadriven wavelet frame based approach (paper)
C. Ma, X. Liu, Z. Wen, Globally Convergent LevenbergMarquardt Method For Phase Retrieval, (paper)
X. Xiao, Y. Li, Z. Wen, L. Zhang, SemiSmooth Secondorder Type Methods for Composite Convex Programs, (paper)
Y. Yang, B. Dong, Z. Wen, Randomized Algorithms For High Quality Treatment Planning in Volumetric Modulated Arc Therapy, (paper)
J. Zhang, Z. Wen, Y. Zhang, Subspace Methods With Local Refinements for Eigenvalue Computation Using LowRank TensorTrain Format, (pdf)
J. Hu, B. Jiang, X. Liu, Z. Wen, A Note on Semidefinite Programming Relaxations For Polynomial
Optimization Over a Single Sphere, (pdf)
B. Jiang, Y. Liu, Z. Wen, L_pnorm regularization algorithms for optimization over permutation matrices, (pdf)
Z. Wen, Y. Zhang, Block algorithms with augmented RayleighRitz projections
for largescale eigenpair computation, (pdf)
X. Wu, Z. Wen, W. Bao, A regularized Newton method for computing ground states of BoseEinstein condensates, (pdf)
P. Qian, Z. Wang, Z. Wen, A Composite Risk Measure Framework for Decision Making under Uncertainty, (pdf)
M, Ulbrich, Z. Wen, C. Yang, D, Klockner, Z. Lu, A proximal gradient method for ensemble density functional theory, SIAM Journal on Scientific Computing, (pdf)
Q. Dong, X. Liu, Z. Wen, Y. Yuan, A Parallel Line Search Subspace Correction Method for Composite Convex Optimization, Journal of Operations Research Society of China (pdf)
X. Liu, Z. Wen, Y. Zhang, An Efficient GaussNewton Algorithm for Symmetric LowRank Product Matrix Approximations, SIAM Journal on Optimization, (pdf)
X. Liu, Z. Wen, X. Wang, M. Ulbrich, Y. Yuan, On the Analysis of the Discretized KohnSham Density Functional Theory, SIAM Journal on Numerical Analysis, (pdf)
X. Zhang, J. Zhu, Z. Wen, A. Zhou, Gradient type optimization methods for electronic structure calculations, SIAM Journal on Scientific Computing (pdf)
Z. Wen, C. Yang, X. Liu, and Y. Zhang, TracePenalty Minimization for Largescale Eigenspace Computation, Journal of Scientific Computing, (pdf)
X. Liu, X. Wang, Z. Wen, Y. Yuan, On the Convergence of the SelfConsistent Field Iteration in KohnSham Density Functional Theory, SIAM Journal on Matrix Analysis and Applications (pdf)
L. Wang, A. Singer, Z. Wen, Orientation Determination from CryoEM images Using Least Unsquared Deviation, SIAM Journal on Imaging Sciences (pdf)
Z. Wen, X. Peng, X. Liu, X. Bai and X. Sun, Asset Allocation under the Basel Accord Risk Measures (pdf)
Z. Wen, A. Milzarek, and M. Ulbrich, and H. Zhang, Adaptive regularized selfconsistent field iteration with exact Hessian
for electronic structure calculation, SIAM Journal on Scientific Computing (pdf)
X. Liu, Z. Wen, Y. Zhang, Limited memory block Krylov subspace optimization for computing dominant singular value decompositions, SIAM Journal on Scientific Computing (pdf) (code: “LMSVD”)
Z. Wen, C. Yang, X. Liu and S. Marchesini, Alternating direction methods for classical and ptychographic phase retrieval, Inverse Problems (pdf)
Q. Ling, Y. Xu, W. Yin, and Z. Wen, Decentralized lowrank matrix completion, ICASSP 2012 (pdf) (blog)
R. Lai, Z. Wen, W. Yin, X. Gu and L. Lui, Foldingfree global conformal mapping for genus0 surfaces by Harmonic energy minimization, Journal of Scientific Computing (pdf)
Q. Ling, W. Yin and Z. Wen, Decentralized jointly sparse signal recovery by reweighted lq minimization, IEEE Transactions on Signal Processing (pdf) (blog)
Y. Xu, W. Yin, Z. Wen and Y. Zhang, An alternating direction algorithm for matrix completion with nonnegative factors, Frontiers of Mathematics in China, Vol. 7, No. 2, pp. 365384 (pdf)
S. Yuan, Z. Wen and Y. Zhang, Augmented Lagrangian alternating direction method for matrix separation based on lowrank factorization, Optimization Methods and Software (pdf)
Z. Wen and W. Yin, A feasible method for optimization with orthogonality constraints, Mathematical Programming (pdf) (code)
J. Laska, Z. Wen, W. Yin and R. Baraniuk, Fast and accurate signal recovery from 1bit compressive measurements, IEEE Transactions on Signal Processing (pdf)
Z. Wen, W. Yin and Y. Zhang, Solving a lowrank factorization model for matrix completion by a nonlinear successive overrelaxation algorithm, Mathematical Programming Computation (pdf) (code: “LMaFit”)
Z. Wen, D. Goldfarb and W. Yin, Alternating direction augmented Lagrangian methods for semidefinite programming, Mathematical Programming Computation (pdf) (code: “SDPAD”, beta1, Sept. 2009) (code: “SDPAD”, beta2, Dec. 2012) (data)
Z. Wen, D. Goldfarb and K. Scheinberg, Block coordinate descent methods for semidefinite programming, Handbook on Semidefinite, Cone and Polynomial Optimization (pdf)
Previous version: Row by row methods for semidefinite programming (with D. Goldfarb, S. Ma and K. Scheinberg)
Z. Wen, W. Yin, D. Goldfarb and Y. Zhang, A fast algorithm for sparse reconstruction based on shrinkage, subspace optimization and continuation, SIAM Journal on Scientific Computing, Vol 32, No. 4, pp. 18321857 (pdf) (code: “FPC_AS”)
Z. Wen and W. Yin, H. Zhang and D. Goldfarb, On the convergence of an active set method for l_1 minimization, Optimization Methods and Software (pdf)
D. Goldfarb, S. Ma, Z. Wen, Solving lowrank matrix completion problems efficiently, Allerton’09 Proceedings of the 47th annual Allerton conference on Communication, control, and computing
Z. Wen and D. Goldfarb, Line search multigrid methods for largescale nonconvex optimization, SIAM Journal on Optimization, Vol. 20, No. 3, pp. 14781503 (pdf) (code)
D. Goldfarb, Z. Wen and W. Yin, A curvilinear search method for the pHarmonic flow on sphere, SIAM Journal on Imaging Sciences, Vol. 2, No. 1, pp. 84109 (pdf) (code)
Y. Wang, Z. Wen, Z. Nashed and Q. Sun, Direct fast method for timelimited signal reconstruction, Applied Optics, Vol. 45, No. 13, pp. 31113126 (pdf)
Z. Wen, Y. Wang, A new trust region algorithm for image restoration, Science in China Series A, Vol. 48, No. 2
Z. Wang, Y. Yuan, Z. Wen, A subspace trust region method for largescale unconstrained optimization, in Y.Yuan, editor, Numerical Linear Algebra and Optimization (Science Press)
Thesis
Z. Wen, Firstorder methods for semidefiniteprogramming, Ph.D Thesis, Columbia University, Advisor: Prof. Donald Goldfarb, 2009 (pdf)
Z. Wen, Least squares and their applications, M.S. Thesis, Institute of Computational Mathematics, Chinese Academy of Sciences, Advisor: Prof. Yaxiang Yuan, 2004 (pdf (in Chinese))
