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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) 16,
Python with Applications,
Lecture 1 (11:00–11:50am).

Interests and Current Research

Stochastic Optimization
Convex Analysis
Numerical Analysis
Scientific Computing


Publications

ODE Analysis of Stochastic Gradient Methods with Optimism and Anchoring for Minimax Problems and GANs. E. K. Ryu, K. Yuan, and W. Yin, Manuscript.

Plug-and-Play Methods Provably Converge with Properly Trained Denoisers. E. K. Ryu, J. Liu, S. Wang, X. Chen, Z. Wang, and W. Yin, ICML, 2019. Code, Slides, Video.

Finding the Forward-Douglas-Rachford-Forward Method. E. K. Ryu and Vu, Manuscript.

Scaled Relative Graph: Nonexpansive operators via 2D Euclidean Geometry. E. K. Ryu, R. Hannah, and W. Yin, Manuscript.

Operator Splitting Performance Estimation: Tight contraction factors and optimal parameter selection. E. K. Ryu, A. B. Taylor, C. Bergeling, P. Giselsson, Manuscript.

Splitting with Near-Circulant Linear Systems: Applications to Total Variation CT and PET. E. K. Ryu, S. Ko, and J.-H. Won, Manuscript. Code, Slides.

Linear Convergence of Cyclic SAGA. Y. Park, E. K. Ryu, Manuscript.

Uniqueness of DRS as the 2 Operator Resolvent-Splitting and Impossibility of 3 Operator Resolvent-Splitting. E. K. Ryu, Mathematical Programming Series A, 2019. Code, Slides, Video (Overview), Video (Proof of Theorem 1), Video (Proof of Theorem 2), Video (Proof of Theorem 3), Video (Proof of Theorem 4).

Douglas-Rachford Splitting and ADMM for Pathological Convex Optimization. E. K. Ryu, Y. 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, 40(5), 2018. Code.

Cosmic Divergence, Weak Cosmic Convergence, and Fixed Points at Infinity. E. K. Ryu, Journal of Fixed Point Theory and Applications, 20(109), 2018.

Unbalanced and Partial L1 Monge-Kantorovich Problem: A Scalable Parallel First-Order Method. E. K. Ryu, W. Li, P. Yin, and S. Osher, Journal of Scientific Computing, 75(3), 2018, Slides.

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 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.

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.


Code

Code directory

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.


Miscellaneous

Erdös number: 3 (Stephen Boyd → Persi Diaconis → Paul Erdös)