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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) 20A,
Principles of Java Language with Applications,
Lecture 1 (10:00–10:50am).

Interests and Current Research

Stochastic Optimization
Convex Analysis
Numerical Analysis
Scientific Computing


Douglas-Rachford Splitting for Pathological Convex Optimization. Ernest K. Ryu, Yanli Liu, and Wotao Yin, Manuscript. Code.

Vector and Matrix Optimal Mass Transport: Theory, Algorithm, and Applications. Ernest K. Ryu, Yongxin Chen, Wuchen Li, and Stanley Osher, Manuscript. Code.

Proximal-Proximal-Gradient Method. Ernest K. Ryu and Wotao Yin, Manuscript. Code, Slides.

Unbalanced and Partial L1 Monge-Kontorovich Problem: A Scalable Parallel First-Order Method. Ernest K. Ryu, Wuchen Li, Penghang Yin, and Stanley Osher, To appear on Journal of Scientific Computing, 2017.

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

A Parallel Method for Earth Mover's Distance. Wuchen Li, Ernest K. Ryu, Stanley Osher, Wotao Yin, and Wilfrid Gangbo, To appear on Journal of Scientific Computing, 2017.

A New Use of Douglas-Rachford Splitting and ADMM for Identifying Infeasible, Unbounded, and Pathological Conic Programs. Y. Liu, E. Ryu, and W. Yin, Manuscript.

Convex Optimization for Monte Carlo: Stochastic Optimization for Importance Sampling. E. Ryu, Stanford University PhD thesis, Advisor: Stephen P. Boyd, 2016.

Adaptive Importance Sampling via Stochastic Convex Programming. E. Ryu and S. Boyd, Manuscript.

Stochastic Proximal Iteration: A Non-Asymptotic Improvement Upon Stochastic Gradient Descent. E. Ryu and S. Boyd, working draft.

A Primer on Monotone Operator Methods. E. Ryu and S. Boyd, Applied and Computational Mathematics an International Journal, 15(1), 2016.

Risk-Constrained Kelly Gambling. E. Busseti, E. Ryu, and S. Boyd, Journal of Investing, 25(3), 2016.

Extensions of Gauss Quadrature via Linear Programming. E. 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. 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. 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.

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.


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.