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 Semi-smooth 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 data-driven wavelet frame based approach (paper)

  • C. Ma, X. Liu, Z. Wen, Globally Convergent Levenberg-Marquardt Method For Phase Retrieval, (paper)

  • X. Xiao, Y. Li, Z. Wen, L. Zhang, Semi-Smooth Second-order 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 Low-Rank Tensor-Train 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_p-norm regularization algorithms for optimization over permutation matrices, (pdf)

  • Z. Wen, Y. Zhang, Block algorithms with augmented Rayleigh-Ritz projections for large-scale eigenpair computation, (pdf)

  • X. Wu, Z. Wen, W. Bao, A regularized Newton method for computing ground states of Bose-Einstein 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 Gauss-Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations, SIAM Journal on Optimization, (pdf)

  • X. Liu, Z. Wen, X. Wang, M. Ulbrich, Y. Yuan, On the Analysis of the Discretized Kohn-Sham 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, Trace-Penalty Minimization for Large-scale Eigenspace Computation, Journal of Scientific Computing, (pdf)

  • X. Liu, X. Wang, Z. Wen, Y. Yuan, On the Convergence of the Self-Consistent Field Iteration in Kohn-Sham Density Functional Theory, SIAM Journal on Matrix Analysis and Applications (pdf)

  • L. Wang, A. Singer, Z. Wen, Orientation Determination from Cryo-EM 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 self-consistent 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 low-rank matrix completion, ICASSP 2012 (pdf) (blog)

  • R. Lai, Z. Wen, W. Yin, X. Gu and L. Lui, Folding-free global conformal mapping for genus-0 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. 365-384 (pdf)

  • S. Yuan, Z. Wen and Y. Zhang, Augmented Lagrangian alternating direction method for matrix separation based on low-rank 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 1-bit compressive measurements, IEEE Transactions on Signal Processing (pdf)

  • Z. Wen, W. Yin and Y. Zhang, Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation 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. 1832-1857 (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 low-rank 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 large-scale nonconvex optimization, SIAM Journal on Optimization, Vol. 20, No. 3, pp. 1478-1503 (pdf) (code)

  • D. Goldfarb, Z. Wen and W. Yin, A curvilinear search method for the p-Harmonic flow on sphere, SIAM Journal on Imaging Sciences, Vol. 2, No. 1, pp. 84-109 (pdf) (code)

  • Y. Wang, Z. Wen, Z. Nashed and Q. Sun, Direct fast method for time-limited signal reconstruction, Applied Optics, Vol. 45, No. 13, pp. 3111-3126 (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 large-scale unconstrained optimization, in Y.Yuan, editor, Numerical Linear Algebra and Optimization (Science Press)

Thesis

  • Z. Wen, First-order methods for semidefinite-programming, 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. Ya-xiang Yuan, 2004 (pdf (in Chinese))