The LEAVES international parallel computing optimization lab(LEAVES), which was founded in October 2015, is a joint research lab directed by both the research center for management science and information analytics(RCMSIA) in Shanghai University of Finance and Economics(SHUFE) and Stanford Financial and Risk Management Institute(FARM).
The goal of the lab is to explore the possible parallel optimization algorithms with GPU/CUDA architecture for general convex/nonconvex programming problems and further investigate its applications in machine learning/deep learning. By doing that we try to address computational challenges arising from different fields with large-scale volumes at the big data era. Currently we focus on developing the first optimization solver in China for general mathematical programs.
The lab is advised by Prof. Yinyu Ye from Stanford University and is co-advised by Prof. Guanghui Lan from Georgia Institute of Technology and Prof. Dongdong Ge from SHUFE.