PhD or Masters in Continuous Optimization in Combinatorics and Optimization
PhD or Masters in Scientific Computation in Computer Science

Masters Theses/Essays Directed


Ehsan Ganjidoost (Computational Mathematics), Essay: Preconditioning the Linearized Conjugate Gradient method for Sparse Nonlinear Optimization (without computing the Hessian matrix). (August 2015)

Sammy Embaye (Computational Mathematics), Essay: The Determination of Structured Hessian Matrices via Automatic Differentiation. (September 2014)

Simon Fong (Computational Mathematics), Essay: Optimization with Function Values Only. (August 2014)

Yichen Zhang (Computational Mathematics), Essay: Transaction Cost Function Minimization Using Simulated Annealing and Smoothing. (August 2014)

Xin Xiong (Combinatorics and Optimization), Thesis: Efficient Jacobian Determination by Structure-Revealing Automatic Differentiation. (June 2014)

Longji Guo (Combinatorics and Optimization), Essay: Optimization Problems in Container Ports. (June 2014)

Fiona (Xiaoxia) Fan (Computational Mathematics), Essay: Product Selection Using Optimization. (June 2014)

Yu Feng (Combinatorics and Optimization), Essay: A Structural and Efficient Method for Calculating Gradient and Hessian with CVaR Portfolio Optimization Application. (October 2013)

Wanqi Li (Computational Mathematics), Essay: Massively Parallel Jacobian Computation. (October 2013)

Xin Xiong (Computational Mathematics), Essay: Directed Graphs and Automatic Differentiation. (October, 2011)

Hanxing Zhang (Combinatorics and Optimization), Essay: Optimization with Uncertain Parameters. (October, 2009)

Lei Zhu (Computer Science, co-supervised), Thesis: Min-max and CvaR Robust Mean-Variance Portfolio. (June, 2007)


Yvette Hayes (Applied Mathematics), Thesis: A Parameter free Penalty Method for Solving the Linear Programming Problem. (January, 1983)

PhD Students Graduated (Cornell, Waterloo)


Ad Tayal, (Computer Science, Co-supervised), Effective and Efficient Optimization Methods for Kernel Based Classification Problems. (June, 2014)

Somayeh Moazeni, (Computer Science, Co-supervised), Optimal Execution Strategies: Uncertainty and Robustness. (October, 2011)


Dimitriy Levchenkov, Dynamic Strategies: Generation, Properties, and Forecasting Returns. (August, 2007)

Siddharth Alexander, CvaR and VaR for a Portfolio of Derivatives. (January, 2007)

Changhong He, Estimation of Volatilities under a Merton's Jump-Diffusion Model and an Uncertain Volatility Model. (May, 2005)

Katharyn Boyle, Risk Minimization Hedging Methods Using Options, Center for Applied Mathematics (August, 2005)

Jay Henninger, Small Portfolio Selection for Benchmark Tracking and Option Hedging Under Basis Risk, Center for Applied Mathematics (May, 2005)

Cristina Maria Patron, New Hedging Methods and Analysis in Incomplete Markets, Center For Applied Mathematics (August, 2003)

Yohan Kim, Estimation of Smooth Volatility Functions in Option Pricing Models, Center for Applied Mathematics. (May, 2001)

Adrian Mariano, Image Processing with Total Variation Minimization, Center for Applied Mathematics. (May, 1999)

Arun Verma, Structured Automatic Differentiation, Computer Science Department. (May, 1998)

Mary Ann Branch, An Inexact Reflective Newton Method for Large Scale Bound Constrained Minimization, Computer Science Department. (August, 1995)

Wei Yuan, Nonlinear Equality Constrained Minimization via the Quadratic Loss Penalty Function, Center for Applied Mathematics. (August, 1995)

Jianguo Liu, Interior and Exterior Methods for Large Scale Quadratic Programming, Center for Applied Mathematics. (August, 1994)

Bruce Hendrickson, The Molecule Problem: Determining Conformation from Pairwise Distances, Computer Science Department. (January, 1991)

Laurie Hulbert, Solving Large Sparse Quadratic Programs with Simple Bounds, Center for Applied Mathematics. (April, 1990)

Paul Plassmann, Parallel Methods for Nonlinear Least Squares Problems, Center for Applied Mathematics. (January, 1990)

Chris Hempel, Trust Region Methods for the Quadratic Loss Penalty Function, Center for Applied Mathematics. (August, 1989)

Peter Fenyes, Partitioned Quasi Newton Methods for Equality Constrained Optimization, Mechanical and Aerospace Engineering. (February, 1987)

Alex Pothen, Sparse Null Bases and Marriage Theorems, Center for Applied Mathematics (April 1984). Honorable Mention, 1987 Householder Competition.

Currrent Graduate Students (Waterloo)

Edward Cheung (Computer Science, co-supervised)

Ke-Nian (Computer Science, co-supervised)

Undergraduate Research Assistants (Waterloo)

Wai Lung (Nathan) Yeung (Summer 2010, Global Optimization in Finance)

Lena Song (Fall 2012, Systemic Risk Studies)

Yuntao Liu