I'm a postdoctoral researcher at the Wisconsin Institute for Discovery, working with Prof. Michael Ferris. I'm broadly interested in the area of linear/nonlinear optimization and complementarity problems with an emphasis on equilibrium programming and variational inequalities.
I received my Ph.D. degree in Computer Sciences from the University of Wisconsin-Madison under the supervision of Prof. Michael Ferris. I received M.S. in Computer Science and Engineering and B.S. in Computer Science and Engineering and Mathematics, both from POSTECH in South Korea.
I'm on the job market. I'll be available starting this summer in 2018. Here is my CV.
Youngdae Kim, Olivier Huber, Michael C. Ferris: A structure-preserving pivotal method for affine variational inequalities. Mathematical Programming, Series B. March 2018, Volume 168, Issue 1-2, pp 93-121
Noam Goldberg, Youngdae Kim, Sven Leyffer, Thomas D. Veselka: Adaptively refined dynamic program for linear spline regression. Computational Optimization and Applications. 58(3): 523-541 (2014)
Youngdae Kim, Gae-won You, Seung-won Hwang: Ranking strategies and threats: a cost-based pareto optimization approach. Distributed and Parallel Databases. 26(1): 127-150 (2009)
Hwanjo Yu, Ilhwan Ko, Youngdae Kim, Seung-won Hwang, Wook-shin Han: Exact indexing for support vector machines. In Proc. of the ACM SIGMOD Conference on Data Management, June 12-16, 2011, Athens, Greece, pp. 709-720
Youngdae Kim, Michael C. Ferris: Solving equilibrium problems using extended mathematical programming.
Work in progress
Youngdae Kim, Michael C. Ferris: SELKIE: a model transformation and distributed solver for structured equilibrium problems.
SELKIE is an agent-based decomposition method for equilibrium problems. It exploits agents' structure to decompose a given model into smaller sub-models, possibly amenable to parallel computations, so that we can find a more robust and faster solution path.
SELKIE is integrated into GAMS (General Algebraic Modeling System) so that users do not have to create interfaces tailored to it.
PATH VI is a Newton-based complementary pivotal method for variational inequalities. It can be used to solve some equilibrium problems such as generalized Nash equilibrium problems (GNEP) and multiple optimization problems with equilibrium constraints (MOPEC) in one-shot.
PATH VI is integrated into GAMS (General Algebraic Modeling System) so that users do not have to create interfaces tailored to PATH VI.
It defines a new set of constructs that enable a natural translation of the algebraic formulation of equilibrium problems into modeling languages such as GAMS. It automatically reformulates the given equilibrium problem into a corresponding mixed complementarity problem (MCP). It also provides constructs to exploit the problem structure by the back-end solvers.
The new JAMS is available within GAMS.
Block LU update routine provides an efficient rank-1 update, especially for large-scale problems. It can be used with existing basis factorization routines such as LUSOL and UMFPACK, and shows significant performance improvement on large-scale equilibrium problems. It is being currently used as one of the linear algebra engines for PATH and PATH VI solvers.