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教授、博士生导师
工业工程与管理系系主任
电子邮箱:wenzw@pku.edu.cn
工作经历:
2021.12 – 至今 北京大学 | 工学院|工业工程与管理系 ,系主任
2021.08 – 至今 北京大学 | 北京国际数学研究中心,教授、博导
2013.08 – 2021.07 北京大学 | 北京国际数学研究中心,副教授、博导
2010.08 – 2013.07 上海交通大学|自然科学研究院,特别研究员
2012.08 – 2013.07 德国慕尼黑工业大|数学系,洪堡基金会Experienced Researcher
2009.10 – 2011.02 美国加州大学洛杉矶分校/莱斯大学|纯数学与应用数学研究所/计算与应用数学系,博士后
教育经历:
2004.09 – 2009.09 美国哥伦比亚大学 | 工业工程与运筹学,博士
2001.09 – 2004.07 中国科学院数学与系统科学研究院| 计算数学,硕士
1997.09 – 2001.07 上海交通大学| 数学,学士
学术荣誉与奖励:
2020 年北京市杰出青年中关村奖
2020年 国家万人计划科技创新领军人才
2016年第14届中国青年科技奖
2015年中组部青年拔尖人才计划
2013年国家自然科学基金优秀青年基金
主要发表成果:
教材
1. 刘浩洋, 户将, 李勇锋,文再文,最优化:模型、算法和理论,高教出版社,书号978-7-04-055035-1
2. 刘浩洋, 户将, 李勇锋,文再文,最优化计算方法,高教出版社,书号978-7-04-055841-8
部分论文列表:

1.      Zhang Haixiang, Andre Milzarek, Wen Zaiwen*, Yin Wotao; On the geometric analysis of a quartic-quadratic optimization problem under a spherical constraint, Mathematical Programming, accepted, 2021

2.      Yang Minghan, Andre Milzarek, Wen Zaiwen, Zhang Tong; A Stochastic Extra-Step Quasi-Newton Method for Nonsmooth Nonconvex Optimization, Mathematical Programming, accepted, 2021

3.      Wang Yifei, Jia Zeyu, Wen Zaiwen*, Search direction Correction with normalized gradient makes first-order methods faster, SIAM Journal on Scientific Computing, Vol. 43, No. 5, A3184–A3211, 2021

4.      Li Yongfeng, Liu Haoyang, Wen Zaiwen*, and Yuan Yaxiang, Low-rank Matrix Optimization Using Polynomial-filtered Subspace Extraction, SIAM Journal on Scientific Computing, Vol 42, No. 3, A1686–A1713, 2020

5.      Duan Yaqi, Wang Mengdi, Wen Zaiwen*, Yuan Yaxiang; Adaptive Low Rank Approximation for State Aggregation of Markov Chain, SIAM Journal on Matrix Analysis and Applications, Vol 41, No. 1, pp. 244-278, 2020

6.      Tian Tonghua, Cai Yongyong, Wu Xinming, Wen Zaiwen*, Ground States of Spin-F Bose–Einstein Condensates, SIAM Journal on Scientific Computing, Vol 42, No. 4, B983–B1013, 2020

7.      Andre Milzarek, Xiao Xiantao, Cen Sicong, Wen Zaiwen*, Michael Ulbrich; A stochastic semi-smooth Newton method for nonsmooth nonconvex optimization, SIAM Journal on Optimization, Vol 29, No. 4, pp. 2916–2948, 2019

8.      Hu Jiang, Jiang Bo, Lin Lin, Wen Zaiwen*, Yuan Yaxiang, Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints, SIAM Journal on Scientific Computing, Vol. 41, No. 4, pp. A2239-A2269, 2019

9.      Li Yongfeng, Wen Zaiwen*, Yang Chao, Yuan Yaxiang; A Semi-smooth Newton Method For semidefinite programs and its applications in electronic structure calculations; SIAM Journal on Scientific Computing; Vol 40, No. 6, 2018, A4131–A4157

10.  Hu Jiang, Wen Zaiwen*, Andre Milzarek, Yuan Yaxiang; Adaptive Quadratically Regularized Newton Method for Riemannian Optimization; SIAM Journal on Matrix Analysis and Applications; Vol 39, No. 3, 2018, pp 1181-1207

11.  Wen Zaiwen*, Zhang Yin; Accelerating Convergence by Augmented Rayleigh-Ritz Projections For Large-Scale Eigenpair Computation; SIAM Journal on Matrix Analysis and Applications; Vol 38, No. 2 (2017), pp. 273-296

12.  Jiang Bo, Liu Yafeng, Wen Zaiwen*; Lp-norm regularization algorithms for optimization over permutation matrices; SIAM Journal on Optimization; Vol 26, No. 4(2016), pp. 2284-2313

13.  Michael Ulbrich, Wen Zaiwen*, Yang Chao, Dennis Klockner, Lu Zhaosong; A Proximal Gradient Method for Ensemble Density Functional Theory; SIAM Journal on Scientific Computing; Vol 37, No. 4 (2015), A1975–A2002

14.  Liu Xin, Wen Zaiwen, Wang Xiao, Michael Ulbrich, Yuan Yaxiang; On the Analysis of the Discretized Kohn-Sham Density Functional Theory; SIAM Journal on Numerical Analysis; Vol 53, No. 4 (2015), 1758–1785

15.  Liu Xin, Wen Zaiwen, Zhang Yin; An Efficient Gauss-Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations; SIAM Journal on Optimization; Vol. 25, No. 3 (2015), 1571–1608

16.  Liu Xin, Wang Xiao, Wen Zaiwen, Yuan Yaxiang; On the Convergence of the Self-Consistent Field Iteration in Kohn-Sham Density Functional Theory; SIAM Journal on Matrix Analysis and Applications; Vol. 35, No. 2(2014), pp. 546–558

17.  Zhang Xin, Zhu Jinwei, Wen Zaiwen*, Zhou Aihui; Gradient-type Optimization Methods for Electronic Structure Calculation; SIAM Journal on Scientific Computing; Vol. 36, No. 3 (2014), pp. C265–C289

18.  Wang Lanhui, Amit Singer, Wen Zaiwen; Orientation Determination from Cryo-EM images Using Least Unsquared Deviation; SIAM Journal on Imaging Sciences; vol. 6, no. 4(2013), 2450–2483

19.  Wen Zaiwen*, Michael Ulbrich, Andre Milzarek, Zhang Hongchao; Adaptive Regularized Self-Consistent Field Iteration with Exact Hessian for Electronic Structure Calculation; SIAM Journal on Scientific Computing; Vol 35, No. 3 (2013) A1299–A1324

20.  Liu Xin, Wen Zaiwen, Zhang Yin; Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions; SIAM Journal on Scientific Computing; 35 (2013) A1641–A1668

21.  Wen Zaiwen*, Yin Wotao; A Feasible method for Optimization with Orthogonality Constraints; Mathematical Programming; 142(2013), 397-434

22.  Wen Zaiwen*, Yin Wotao, Donald Goldfarb, Zhang Yin; A fast algorithm for sparse reconstruction based on shrinkage, subspace optimization and continuation; SIAM Journal on Scientific Computing; 32 (2010) 1832-1857.

23.  Wen Zaiwen*, Donald Goldfarb; A Line search Multigrid Method for Large-Scale Nonlinear Optimization; SIAM Journal on Optimization; 20 (2010) 1478-1503.

24.  Donald Goldfarb, Wen Zaiwen*, Yin Wotao; A Curvilinear Search Method for the p-Harmonic Flow on Spheres; SIAM Journal on Imaging Sciences; 2 (2009) 84-109.