Professor Paul Tseng

An applied mathematician and a professor at the Department of Mathematics at the University of Washington, in Seattle, Washington, he was recognized by his peers to be one of the leading optimization researchers of his generation. He was born in Hsin-Chu in Taiwan. In December 1970, his family moved to Vancouver, Canada. He received his B.Sc. from Queen's University in 1981 and his Ph.D. from Massachusetts Institute of Technology in 1986. In 1990 he moved to the University of Washington's Department of Mathematics. He has conducted research primarily in continuous optimization and secondarily in discrete optimization and distributed computation. He made many contributions to mathematical optimization, publishing many articles and helping to develop quality software that has been widely used. He has published over 120 papers in optimization and had close collaborations with several colleagues, including Dimitri Bertsekas and Tom Luo. His research subjects include: Efficient algorithms for structured convex programs and network flow problems; Complexity analysis of interior point methods for linear programming; Parallel and distributed computing; Error bounds and convergence analysis of iterative algorithms for optimization problems and variational inequalities; Interior point methods and semi-definite relaxations for hard quadratic and matrix optimization problems; and applications of large scale optimization techniques in signal processing and machine learning. In his research, he provided the sharpest complexity result for path-following interior-point methods for linear programming. Furthermore, together with Tom Luo, he resolved a long-standing open question on the convergence of matrix splitting algorithms for linear complementarity problems and affine variational inequalities. He was the first to establish the convergence of the affine scaling algorithm for linear programming in the presence of degeneracy. He has coauthored (with his Ph.D. advisor, Dimitri Bertsekas) a publicly available network optimization program, called RELAX, which has been widely used in industry and academia for research purposes. This software has been used by statisticians like Paul R. Rosenbaum and Donald Rubin in their work on matching (with propensity scores). His software for matching has similarly been used in nonparametric statistics to implement exact tests. He has also developed a program called ERELAXG, for network optimization problems with gains. In 2010, conferences were held in his honor at the University of Washington and at Fudan University in Shanghai. He was an ardent bicyclist, kayaker and backpacker. He took many adventurous trips, including kayak tours along the Mekong, the Danube, the Nile and the Amazon. On August 13 of 2009, he went missing while kayaking in the Yantze River near Lijiang, in Yunnan province of China and is now presumed dead.