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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).

Computing (COMPTNG) 20A,
Principles of Java Language with Applications,
Lecture 1 (9:00–9:50am).

Interests and Current Research

Stochastic Optimization
Convex Analysis
Numerical Analysis
Scientific Computing


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, Manuscript.

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, 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, Manuscript.

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.

Past Teaching

Courses taught:

Teaching assistant at Stanford University for:

Teaching assistant at California Institute of Technology for:

Other teaching assistant experience:


PhD, Computational and Mathematical Engineering, Stanford, 2010–2016.
BS with Honor, Electrical Engineering, Caltech, 2010.
BS with Honor, Physics, 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.


Simons Math+X Graduate Fellowship, 2012–13 and 2014–15.
DOE Office of Science Graduate Fellowship (SCGF), 2010–13.
NASA Tech Brief Award, 2011.
Caltech Upper Class Merit Award, 2008.


Some classical papers that are hard to find on the web.