Yuying Li

Senior Research Associate
yuying@cs.cornell.edu http://www.cs.cornell.edu/home/yuying/yuying.html
Ph.D. Waterloo University, 1988

My general research interests include numerical optimization and scientific computation. In addition, I am interested in the application of optimization methods to medical, engineering, and financial problems. My current interests focus on solving nonlinear constrained problems

for which the gradient computation is expensive and inexact. These problems arise from many financial application problems.

Lectures

Affine Scaling Interior Point Methods Without Perturbation. The 1st European Workshop on Nonlinear Optimization, October 1999.

Pricing American Options With An Interior Point Method. The Special Session on Linear Algebra and Optimization, Joint meeting of AMS/MAA/SIAM, Washington DC, January 1999.

Publications

A subspace, interior, and conjugate gradient method for large-scale bound-constrained minimization problems. SIAM Journal on Scientific Computing 21 (1999), 123 (with M.A. Branch).