Douglas-Rachford Splitting and ADMM for Pathological Convex Optimization. E. K. Ryu, W. Liu, and W. Yin, Manuscript. Code. Slides.
Vector and Matrix Optimal Mass Transport: Theory, Algorithm, and Applications. E. K. Ryu, Y. Chen, W. Li, and S. Osher, SIAM Journal on Scientific Computing, 2018. Code.
Cosmic Divergence, Weak Cosmic Convergence, and Fixed Points at Infinity. E. K. Ryu, Journal of Fixed Point Theory and Applications, 2018.
Unbalanced and Partial L1 Monge-Kontorovich Problem: A Scalable Parallel First-Order Method. E. K. Ryu, W. Li, P. Yin, and S. Osher, To appear on Journal of Scientific Computing, 2017, Slides.
A New Use of Douglas-Rachford Splitting for Identifying Infeasible, Unbounded, and Pathological Conic Programs. Y. Liu, E. K. Ryu, and W. Yin, Mathematical Programming Series A, 2018.
Convex Optimization for Monte Carlo: Stochastic Optimization for Importance Sampling. E. K. Ryu, Stanford University PhD thesis, Advisor: Stephen P. Boyd, 2016.
Adaptive Importance Sampling via Stochastic Convex Programming. E. K. Ryu and S. Boyd, Manuscript.
Stochastic Proximal Iteration: A Non-Asymptotic Improvement Upon Stochastic Gradient Descent. E. K. Ryu and S. Boyd, working draft.
A Primer on Monotone Operator Methods. E. K. Ryu and S. Boyd, Applied and Computational Mathematics an International Journal, 15(1), 2016.
Risk-Constrained Kelly Gambling. E. Busseti, E. K. Ryu, and S. Boyd, Journal of Investing, 25(3), 2016.
Extensions of Gauss Quadrature via Linear Programming. E. K. Ryu and S. Boyd, Foundations of Computational Mathematics, 15(4):953–971, 2015.
Computing Reaction Rates in Bio-molecular Systems Using Discrete Macro-states. E. Darve and E. K. Ryu. In T. Schlick, editor, Innovations in Biomolecular Modeling and Simulations. Royal Society of Chemistry, 2012.
Structural Characterization of Unsaturated Phosphatidylcholines Using Traveling Wave Ion Mobility Spectrometry. H. Kim, H. Kim, E. Pang, E. K. Ryu, L. Beegle, J. Loo, W. Goddard, and I. Kanik. Analytical Chemistry, 2009.
PhD, Computational and Mathematical Engineering, Stanford, 2010–2016.
Advisor: Stephen P. Boyd
MS, Statistics, Stanford, 2010–2016.
BS with Honor, Physics and Electrical Engineering, Caltech, 2010.
Gene Golub Best Thesis Award, 2016.
Simons Math+X Graduate Fellowship, 2012–13, 14–15, and 15–16.
DOE Office of Science Graduate Fellowship (SCGF), 2010–13.
NASA Tech Brief Award, 2011.
Caltech Upper Class Merit Award, 2008.