罗和治 - 浙江理工大学

个人简介

罗和治，浙江玉环人，博士、博士后、运筹学教授，现为浙江理工大学特聘教授、中国运筹学会数学优化分会及金融工程与金融风险管理分会理事，浙江省“新世纪151人才工程”第二层次入选者。2001年获浙江师范大学应用数学专业硕士学位，2007年3月获上海大学运筹学专业博士学位，2008-2010年在复旦大学管理科学与工程专业从事博士后研究。2010-2011年和2013年2-8月分别在美国伊利诺伊大学香槟分校（UIUC）工程学院系统工程系做访问学者和高级访问学者；近三年多次在美国休斯顿大学、香港中文大学和香港城市大学进行学术交流与访问。2001年7月至2019年3月在浙江工业大学任教，历任讲师、副教授、教授、硕士生导师；2019年3月入职于浙江理工大学理学院数学系。主要研究方向为全局最优化理论与算法及其在金融工程中的应用。

研究领域

约束全局优化理论与算法及其在金融工程中的应用；非凸二次规划；不确定线性规划；增广Lagrangian方法。

近期论文

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1、Hezhi Luo, Xiaodong Ding, Jiming Peng, Rujun Jiang, Duan Li*, Complexity Results and Effective Algorithms for Worst-case Linear Optimization under Uncertainties, INFORMS Journal on Computing, Nov. 2019. https://doi.org/10.1287/ijoc.2019.0941 2、Hezhi Luo, Xiaodi Bai, Gino Lim, Jiming Peng*. New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation. Mathematical Programming Computation, DOI: 10.1007/s12532-018- 0142-9, 11(1): 119-171, Mar. 2019. 3、Hezhi Luo, Xiaodi Bai, Jiming Peng*. Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods. Journal of Optimization Theory and Applications, DOI: 10.1007/s10957-018-1416-0, 180(3): 964-992, Mar. 2019. 4、Luo，H. Z. , X. L. Sun, D. Li, On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization, SIAM Journal on Optimization,18(4): 1209-1230,2007.( SCI:260NQ，一区） 5、Luo，H. Z. *, H. X. Wu, J. Z. Liu, On Saddle Points in Semidefinite Optimization via Separation Scheme. Journal of Optimization Theory and Applications, 165:113–150, 2015. (SCI:CE8SM，二区) 6、J. Peng, T. Zhu, H. Z. Luo and K. Ch. Toh, Semi-definite Programming Relaxation of Quadratic Assignment Problems based on Non-redundant Matrix Splitting. Computational Optimization and Applications, 60(1): 171-198,Jan 2015.(SCI: AY7ER，二区) 7、H. X. Wu, Luo，H. Z. *, J. F. Yang, Nonlinear Separation Approach for the Augmented Lagrangian in Nonlinear Semidefinite Programming. Journal of Global Optimization,59:695-727,2014.(SCI:AK9CW，二区) 8、Luo，H. Z. *, H. X. Wu, J. Z. Liu, Some Results on Augmented Lagrangians in Constrained Global Optimization via Image Space Analysis. Journal of Optimization Theory and Applications, 159(2):360-385, Nov. 2013(SCI:238QB,二区) 9、H. X. Wu, Luo，H. Z. *, X. D. Ding and G. T. Chen, Global Convergence of Modified Augmented Lagrangian Methods for Nonlinear Semidefinite Programming. Computational Optimization and Applications, 56(3):531-558, Dec. 2013. (SCI:255LM,二区) 10、H. X. Wu and Luo，H. Z. *, Saddle points of general augmented Lagrangians for constrained nonconvex optimization. Journal of Global Optimization, 53(4):683-697, Aug. 2012. (SCI: 966JA, 二区) 11、Luo，H. Z. *, H. X. Wu and G. T. Chen, On the Convergence of Augmented Lagrangian Methods for Nonlinear Semidefinite Programming. Journal of Global Optimization, 54(3): 599-618,Nov. 2012. (SCI: 025WH, 二区) 12、Luo，H. Z. *, X. L. Sun, and Y. F. Xu, On the Convergence Properties of Modified Augmented Lagrangian Methods for Mathematical Programming with Complementarity Constraints，Journal of Global Optimization, 46(2):217-232, Feb. 2010.（SCI:541GJ，二区） 13、Luo，H. Z. , G. Mastroeni, and H. X. Wu, Separation approach for augmented Lagrangians in constrained nonconvex optimization, Journal of Optimization Theory and Applications, 144(2): 275-290, Feb. 2010.（SCI:544OC，二区） 14、Luo，H. Z. , X. L. Sun, and Y. F. Xu, Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints, Journal of Optimization Theory and Applications,145(3):489-506,June 2010.（SCI:591KZ，二区） 15、H. Z. Luo, X. L. Sun, H. X. Wu, Convergence properties of augmented Lagrangian methods for constrained global optimization, Optimization Methods and Software,23(5):763-778, 2008. (SCI:349WR) 16、H. Z. Luo, H. X. Wu，On the characterization of preinvex functions, Journal of Optimization Theory and Applications, 138(2): 297-304,2008.(SCI:320II，二区) 17、X. L. Sun, H. Z. Luo, D. Li, Convexification of nonsmooth monotone functions, Journal of Optimization Theory and Applications,132(2):339-351,2007.(SCI:184PR，二区） 18、H. Z. Luo, Z. K. Xu, On characterizations of prequasi-invex functions, Journal of Optimization Theory and Application,120(2):429-439,2004.(SCI:773LB，二区) 19、罗和治，约束全局最优化增广Lagrangian方法及凸化方法，上海大学出版社，ISBN：978-7- 811 18-650-5/G543，2010. （专著）