李雨青 - 台湾清华大学

个人简介

Yu-Ching Lee is an Assistant Professor in the Department of Industrial Engineering and Engineering Management at National Tsing-Hua University (NTHU), Taiwan. She is the principal investigator of the Equilibrium and Data-Analytics Laboratory (EdLab) established in Fall 2015. She obtained a Ph.D. degree in December 2012 in the Department of Industrial and Enterprise Systems Engineering at the University of Illinois at Urbana- Champaign (UIUC), where she had been advised by Professor Jong-Shi Pang since August 2008. During this period, she worked on the development of methodologies for solving the Mathematical Programming with Equilibrium Constraints into global optimum and was supported by Air Force Office of Scientific Research (AFOSR) projects. She had a summer internship with Wolverine Trading, LLC., Chicago, to participate in the project about solving a (business secret) allocation problem with variables of the special order set for the company in 2010. Before entering the Department of Industrial and Enterprise Systems Engineering, she received a M.S. degree with a thesis in 2008 from the Department of Civil and Environmental Engineering at UIUC. Her M.S. thesis was on large scale integer programming problems of airline scheduling and was advised by Professor Diego Klabjan. Her current research interests are operation research in economics/ finance/ transportation, optimization in machine learning, and optimization in big data. 近三年計畫李雨青 Yu-Ching Lee 發展 Inverse Optimization (InvO) 基礎型及衍化型用於 data-driven 建模之參數選定(I) Developing Fundamentals and Variants of the Inverse Optimization (InvO) in Data-driven model with Parameter Selection 科技部 Ministry of Science and Technology 2017.8 - 2018.7 李雨青 Yu-Ching Lee 倒轉最佳化: 方法與大規模數據應用(I) Inverse Optimization: Method and Applications with Large-Scale Data 科技部 Ministry of Science and Technology 2015.10-2016.09

研究领域

♦ Optimization ♦ Mathematical Programming ♦ Equilibrium problems

近期论文

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Jong-Shi Pang, Che-Lin Su, and Yu-Ching Lee. Estimation of Pure Characteristics Demand Models with Pricing. Operations Research, accepted, February 2015. 2.Yu-Ching Lee, Jong-Shi Pang, and John E. Mitchell. Global Resolution of the Support Vector Machine Regression Parameters Selection Problem. EURO Journal of Computational Optimization, online first, July 2015. 3.Yu-Ching Lee, Jong-Shi Pang, and John E. Mitchell. An Algorithm for Global Solution to Bi-Parametric Linear Complementarity Constrained Linear Programs. Journal of Global Optimization, 62(2), Pages 263-297, 2015 4.Diego Klabjan, Yu-Ching Lee, and Goran Stojkovi. Crew Management Information Systems. In Cynthia Barnhart, Barry Smith, and Frederick S. Hillier, editors, Quantitative Problem Solving Methods in the Airline Industry, volume 169 of International Series in Operations Research and Management Science, pages 237-282. Springer US, 2012. 5.Milind Sohoni, Yu-Ching Lee, and Diego Klabjan. Robust Airline Scheduling under Block-time Uncertainty. Transportation Science, 45(4):451-464, 2011.