Yuying Li head shot

Yuying Li

Professor, School of Computer Science

Yuying Li

Professor Yuying Li's research interests include the design, analysis and application of computational algorithms for continuous optimization problems and, more generally, problems in scientific computing. She has been working on developing efficient and robust algorithms for various mathematical programming problems. Specifically she has focused on designing methods for solving large scale constrained optimization problems using interior point and trust region approaches. This work includes analysis of theoretical algorithmic properties and development of efficient and robust software. She has also developed algorithms for solving piecewise differentiable optimization problems using an affine scaling approach.

In addition, Yuying is interested in applying computational methods to practical applications. In recent years, she has been focusing on financial applications.

For the past five years, Yuying has been an active member of a Cornell-based (now a joint Waterloo / Cornell) finance industry outreach office in lower Manhattan. This group has worked on computational/modeling issues with many companies in the financial services industry (based in New York, Toronto, Tokyo, Hong Kong, and Seoul).