My research focuses on optimization, and its applications in operations research and machine learning. My recent research interests include
Huge-scale linear programming
First-order methods for optimization, and
applications in data science and statistical machine learning.
Improving the Geometry of Primal-Dual Level Sets in the Restarted PDHG for Linear and Conic Optimization Problems
Zikai Xiong and Robert M. Freund
In preparation
On the Relation Between LP Sharpness and Limiting Error Ratio and Complexity Implications for Restarted PDHG
Computational Guarantees for Restarted PDHG for LP based on "Limiting Error Ratios" and LP Sharpness
Fair Coresets via Optimal Transport
FairWASP: Fast and Optimal Fair Wasserstein Pre-processing
Using Taylor-Approximated Gradients to Improve the Frank-Wolfe Method for Empirical Risk Minimization
From an Interior Point to a Corner Point: Smart Crossover
Interior-Point Methods Strike Back: Solving the Wasserstein Barycenter Problem
Low-rank Traffic Matrix Completion with Marginal Information
Learning from Multiple Annotator Noisy Labels via Sample-wise Label Fusion
Research Intern, Summer 2023
Optimization in fairness and machine learning.
Research Assistant, 2020 - present
Supervisor: Robert M. Freund
Huge-scale LP and first-order methods for optimization
Research Assistant, 2018 - 2020
Supervisors: Yinyu Ye (Stanford University), Dongdong Ge
Fall 2023: 15.081 Introduction to Mathematical Programming
Fall 2022: 15.081 Introduction to Mathematical Programming
Summer 2022: 15.077 Statistical Machine Learning and Data Science
Spring 2022: 15.071 The Analytics Edge
Summer 2019: Stochastic Modeling (graduate course); From Machine Learning to Decision-making: Bandit Learning and Reinforcement Learning (graduate course); Stochastic Process and Financial Risk Analysis (graduate course)
Journal: SIAM Journal on Optimization (SIOPT)
Conference: ICML (2021,2022), NeurIPS (2022)
Improving the Geometry of (Conic) Linear Optimization Problems for the Primal-Dual Hybrid Gradient Method (PDHG)
Workshop on Modern Continuous Optimization (in honor of Robert M. Freund's 70th Birthday), Cambridge, MA, Aug. 2023
INFORMS Annual Meeting, Phoenix, AZ, Oct. 2023
Shanghai University of Finance and Economics, Shanghai, China, Sep. 2023
INFORMS Optimization Society Conference, Houston, TX, Mar. 2024
Geometric Condition Measures in the Primal-Dual Hybrid Gradient Method for Linear Programming
SIAMOP 2023, Seattle, WA, Jun. 2023
ORC Student Seminar, MIT, Cambridge, MA, Mar. 2023
Shanghai University of Finance and Economics, Shanghai, China, Jan. 2023
Using Taylor-Approximated Gradients to Improve the Frank-Wolfe Method for Empirical Risk Minimization
ICCOPT 2022, Lehigh University, Bethlehem, PA, Jul. 2022
ORC Student Seminar, MIT, Cambridge, MA, Oct. 2022
INFORMS Annual Meeting, Indianapolis, IN, Oct. 2022
From an Interior Point to A Corner Point: Smart Crossover
INFORMS Annual Meeting, Indianapolis, IN, Oct. 2022
Interior-Point Methods Strike Back: Solving the Wasserstein Barycenter Problem
INFORMS Annual Meeting, Seattle, WA, Oct. 2019
Computing Wasserstein Barycenter Efficiently: A Structured Linear System and Customized Algorithms
Seminar of New Advances in Theory and Application of ADMM, Shanghai, China, Mar. 2019