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Ernest K. Ryu

Assistant Adjunct Professor
UCLA Department of Mathematics

7324 Mathematical Sciences,
Los Angeles, CA 90095

My email address.


Current Teaching

Computing (COMPTNG) 10A,
Introduction to Programming,
Lecture 1 (8:00–8:50am).

Interests and Current Research

Stochastic Optimization
Convex Analysis
Numerical Analysis
Scientific Computing


Publications

Uniqueness of DRS as the 2 Operator Resolvent-Splitting and Impossibility of 3 Operator Resolvent-Splitting. E. K. Ryu, Manuscript. Code.

Douglas-Rachford Splitting for Pathological Convex Optimization. E. K. Ryu, W. Liu, and W. Yin, Manuscript. Code.

Vector and Matrix Optimal Mass Transport: Theory, Algorithm, and Applications. E. K. Ryu, Y. Chen, W. Li, and S. Osher, Manuscript. Code.

Proximal-Proximal-Gradient Method. E. K. Ryu and W. Yin, Manuscript. Code, Slides.

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.

Cosmic Divergence, Weak Cosmic Convergence, and Fixed Points at Infinity. E. K. Ryu, Manuscript.

A Parallel Method for Earth Mover's Distance. W. Li, E. K. Ryu, S. Osher, W. Yin, and W. Gangbo, Journal of Scientific Computing, 75(1), 2018. Code.

A New Use of Douglas-Rachford Splitting and ADMM 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.


Education

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.


Other Stuff I Have Done

MIT, Imaging and Computing Group, visiting student, Summer 2011.
Caltech, Biophotonics Laboratory, research assistant, Summer 2010.
JPL NASA, internship, Summer 2007, 2008, and 2009.


Awards

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.