Welcome to Yuan's site! I am a PhD student in Operations Research at Columbia University advised by Prof. Christian Kroer. I also work with Prof. Don Goldfarb. I study optimization models and methods for game theory, market design and machine learning. Previously, I studied at NUS as an undergraduate student and was fortunate enough to work on an honors thesis advised by Prof. Kim-Chuan Toh and Prof. Melvyn Sim.
Email: lastname.firstname@columbia.edu
Research
- Online Market Equilibrium with Application to Fair Division, with Christian Kroer and Alex Peysakhovich. Under Review.
- A distributed, interpretable mechanism for dividing sequentially arriving goods among agents with heterogeneous valuations, arising from solving the Eisenberg-Gale dual using a stochastic optimization algorithm.
- Increasing Iterate Averaging for Solving Saddle-Point Problems, with Christian Kroer and Don Goldfarb. AAAI 2021.
- A simple, highly effective numerical technique for solving zero-sum game and other saddle-point problems, with theoretical guarantees and extensive numerical experiments demonstrating the significant speedup.
- Infinite-Dimensional Fisher Markets and Tractable Fair Division, with Christian Kroer. A short version accepted in AAAI 2021.
- A generalization of the Eisenberg-Gale framework for Fisher market equilibria to a continuum of goods, which leads to a scalable optimization-based method for large-scale fair division.
- First-Order Methods for Large-Scale Market Equilibrium Computation, with Christian Kroer. NeurIPS 2020.
- Convex optimization characterizations and efficient first-order methods for computing Fisher market equilibria, with application to Internet ad auction, resource allocation and fair recommender systems.
- An Improved Analysis of Stochastic Gradient Descent with Momentum, with Yanli Liu and Wotao Yin. NeurIPS 2020.
- Analysis of a multi-stage version of SGD with momentum, a widely used heuristic in deep learning training, with experiments demonstrating its advantage.
- Stochastic Flows and Geometric Optimization on the Orthogonal Group, with Krzysztof Choromanski et al., based on a course project. ICML 2020.
- Accurate Protein Structure Prediction by Embeddings and Deep Learning Representations, with Iddo Drori et al., based on a course project. MLCB 2019.
- A Homogeneous Interior-Point Method for Conic Programming Involving Exponential Cone Constraints. NUS Honors Thesis.
