About me
I am Lexiao Lai 赖乐潇, an Assistant Professor in the Department of Mathematics at the University of Hong Kong. My research is in nonconvex optimization, applied semialgebraic geometry, and data science. I received my Ph.D. degree from Columbia University in May 2024.
[Curriculum Vitae] [Google Scholar]
Email: Lai dot Lexiao at hku dot hk
Prospective Students: I am actively looking for a self-motivated Ph.D. student who is interested in the theory of optimization and data science. Ideal candidates will have a solid background in mathematics, with proficiency in programming being highly desirable. If you are interested in working with me, please email me your CV and transcripts.
Preprints and Publications
- (with Cédric Josz and Xiaopeng Li) Proximal random reshuffling under local Lipschitz continuity, arXiv preprint, 2024 [preprint]
- (with Cédric Josz) Sufficient conditions for instability of the subgradient method with constant step size, SIAM Journal on Optimization, 2024 [doi] [preprint]
- (with Cédric Josz and Xiaopeng Li) Convergence of the momentum method for semialgebraic functions with locally Lipschitz gradients, SIAM Journal on Optimization, 2023 [doi] [preprint]
- (with Cédric Josz) Global stability of first-order methods for coercive tame functions, Mathematical Programming, 2023 [doi] [preprint]
- (with Cédric Josz) Lyapunov stability of the subgradient method with constant step size, Mathematical Programming, 2023 [doi] [preprint]
- (with Cédric Josz) Nonsmooth rank-one matrix factorization landscape, Optimization Letters, 2021 [doi] [preprint]
- (with Elliot Cartee, Qianli Song, and Alexander Vladimirsky) Time-dependent surveillance-evasion games, 58th IEEE Conference on Decision and Control, 2019 [website] [doi] [preprint]