Researcher

Biography

I'm a current PhD student at the School of Maths & Statistics under the supervision of Prof. Jeya Jeyakumar and Prof. Guoyin Li. My research interest is in distributionally robust optimisation. 


My Qualifications

I completed a double degree of Bachelor of Advanced Maths with 1st-class Honours majoring in applied maths and Bachelor of Actuarial Studies at UNSW in 2022. My honours thesis topic was "Feature Selection under Data...view more

I'm a current PhD student at the School of Maths & Statistics under the supervision of Prof. Jeya Jeyakumar and Prof. Guoyin Li. My research interest is in distributionally robust optimisation. 


My Qualifications

I completed a double degree of Bachelor of Advanced Maths with 1st-class Honours majoring in applied maths and Bachelor of Actuarial Studies at UNSW in 2022. My honours thesis topic was "Feature Selection under Data Uncertainty in Machine-Learning via Robust Difference-of-Convex Optimisation" under the supervision of Prof. Jeya Jeyakumar.


My Awards

2024 UNSW Development and Research Training Grant for PhD students. 

2022 Women in Maths & Stats Prize for Honours at UNSW for the top performing female in applied maths.   

2022 Advanced Maths Honours Scholarship for an outstanding female entering the Honours year at UNSW. 

2021 Women in Maths & Stats Prize for 3rd year maths at UNSW for the top performing female in 3rd year applied maths. 

2019 Best Female Pair Award for the Simon Marais Competition. 


My Research Activities

Journal Articles 

Huang, Q.Y., Jeyakumar, V. and Li, G., 2024. Distributionally Robust Piecewise Polynomial Optimization with Hidden Convexity and Exact Sum-of-Squares Programs. INFORMS Journal on Optimization (submitted). 

Huang, Q.Y., Huyen, D.T.K., Jeyakumar, V. and Li, G., 2024. A Minimax S-Lemma and Exact Second-Order Cone Programs for Distributionally Robust Global Optimization Problems with Applications. Journal of Global Optimization (submitted).

Huang, Q.Y., Jeyakumar, V. and Li, G., 2024. Piecewise SOS-Convex Moment Optimization and Applications via Exact Semi-Definite Programs. EURO Journal on Computational Optimization (to appear). arXiv preprint arXiv:2402.07064

Huang, Q.Y. and Jeyakumar, V., 2024. A distributional Farkas’ lemma and moment optimization problems with no-gap dual semi-definite programs. Optimization Letters, pp.1-16.

Jeyakumar, V., Lee, G.M., Lee, J.H. and Huang, Y., 2024. Sum-of-Squares Relaxations in Robust DC Optimization and Feature Selection. Journal of Optimization Theory and Applications200(1), pp.308-343.

 

Conference Presentations 

Jul 2024 - thrilled to be invited to present at the International Symposium on Mathematical Programming in Montreal, Canada 

Dec 2023 - "Second-Order Cone Programs for Distributionally Robust Optimisation and a New Minimax S-Lemma" at the Workshop on Optimisation, Metric Bounds, Approximation and Transversality hosted by the University of Sydney.  

Dec 2023 - "Second-Order Cone Programs for Distributionally Robust Optimisation and a New Minimax S-Lemma" at the Australian Mathematical Society Annual Meeting 2023 hosted by the University of Queensland. 

Dec 2022 - "Feature Selection under Data Uncertainty in Machine-Learning via Robust Difference-of-Convex Programming" at the Australian Mathematical Society Annual Meeting 2022 hosted by UNSW Sydney. This was based on my Honours research project. 


My Engagement

Sept 2023 - Q&A panelist at Advanced Maths Day and at UNSW Open Day. 

June 2023 - demonstrator at Girls Do The Maths event at UNSW. This event aspires to encourage young women to consider studying maths at university


My Teaching

2024 T1 - tutored (tutor-in-charge) MATH3161/5165 optimisation in the School of Maths & Statistics, Faculty of Science 

2023 T3 - tutored ACTL3162 general insurance technique in the School of Risks & Actuarial Studies, Business School

2023 T1 - moderated MATH3161/5161 optimisation in the School of Maths & Statistics, Faculty of Science 

2023 T1 - tutored ACTL2131 probability and mathematical statistics in the School of Risks & Actuarial Studies, Business School 

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