张立卫 - 大连理工大学 - 数学科学学院

个人简介

教育经历 1994.5 -- 1998.7 大连理工大学数学博士 1989.9 -- 1992.7 大连理工大学数学硕士 1985.9 -- 1989.7 大连理工大学数学学士工作经历 1999.8 -- 至今大连理工大学教授 1995.11 -- 1999.8 大连理工大学副教授 1992.7 -- 1995.11 大连理工大学助教社会兼职 2019.7 -- 至今副理事长(中国运筹学会金融工程与金融风险管理分会) 2015.3 -- 至今副理事长(中国运筹学会数学规划分会) 2017.3 -- 至今常务理事(中国运筹学会)

研究领域

[1] 随机优化 (Stochastic Optimization) [2] 均衡优化 (Equilibrium Optimization) [3] 矩阵优化 (Matrix Optimization)

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Y. H. Dai and L. W. Zhang, The augmented Lagrangian method can approximately solve convex optimization with least constraint violation,Mathematical Programming (2023)200:633-667. Liwei Zhang, Yule Zhang, Jia Wu and Xiantao Xiao, Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm, INFORMS Journal on Computing,doi:0.1287/ijoc.2022.1228 Liwei Zhang,Yule Zhang, Xiantao Xiao and Jia Wu, Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming,Mathematics of Operations Research, https://doi.org/10.1287/moor.2022.1257. Shaoya Guo, Huifu Xu and LiweiZhang, Eixtence and approximation of continuous Bayesian Nash equilibria in games with continuous type and action spaces, SIAM J. Opti., 2021, 31(4)：2481-2507. Ning Zhang, Jia Wu and Liwei Zhang, A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications, Mathematics of Computation, 2020, 89( 324), 2020, 1867-1894. Deren Han, Defeng Sun and Liwei Zhang, Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming, Mathematics of Operations Research,2018,43(2):622-637. Jie Zhang, Huifu Xu and Liwei Zhang, Probability approximation schemes for stochastic programs with distributionally robust second order dominance constraints, Mathematical Programming, 2017, 165: 433-470. Chao Ding, Defeng Sun, and Liwei Zhang, Characterization of the robust isolated calmness for a class of conic programming problems, SIAM Journal on Optimization, 27(1)(2017):67-90. Guo, Shaoyan; Xu, Huifu; Zhang, Liwei; Convergence analysis for mathematical programs with distributionally robust chance constraint. SIAM J. Optim. 27 (2017), no. 2, 784-816. Jie Zhang, Huifu Xu, Liwei Zhang, Quantitative stability analysis for distributionally robust optimization with moment constraints, SIAM Journal on Optimization, 26(3)(2016): 1855-1882. M.W. Xu, J,J, Ye and L.W. Zhang, Smoothing SQP methods for solving degenerate nonsmooth constrained optimization problems with applications to bilevel Programs, SIAM Journal on Optimization, 25(3)(2015):1388-1410. Yi Zhang, Liwei Zhang, Jia Wu and Jianzhong Zhang, A perturbation approach for an inverse quadratic programming problem over second-order cones, Math. Comp. ,84 (2015): 209-236. L.J. Hong, Z. Hu, L. Zhang, Conditional value-at-risk approximation to value-at-risk constrained programs: A remedy via Monte Carlo, INFORMS Journal on Computing, 26(2) (2014):385-400. Jeff Hong, Yi Yang and Liwei Zhang, Sequential convex approximations to joint chance constrained programs: a Monte Carlo approach, Operations Research, 59:3(2011): 617-630. Defeng Sun, Jie Sun, Liwei Zhang, The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming, Mathematical Programming, 114 (2008): 349-391.