个人简介
招生专业
120100-管理科学与工程
025100-金融
070105-运筹学与控制论
招生方向
运筹学
量化投资
教育背景
2009-09--2013-12 美国北卡罗莱州立大学 研究生博士学位
2007-09--2009-07 清华大学数学科学系 研究生硕士学位
2003-08--2007-06 清华大学数学科学系 本科学士
工作简历
2020-11~现在, 中国科学院大学, 长聘助理教授
2017-12~2020-11,中国科学院大学经济与管理学院, 副教授
2014-04~2017-11,中国科学院大学经济与管理学院, 讲师
教授课程
金融中的优化与模拟方法
食品供应链管理
金融工程
管理科学方法论与工具应用
运筹学
金融运筹学
金融优化与模拟
奖励信息
(1) 最佳论文奖, 特等奖, 其他, 2017
科研项目
( 1 ) 0-1二次约束二次优化问题的非凸二次松弛, 主持, 国家级, 2016-01--2018-12
( 2 ) 校所合作项目, 主持, 部委级, 2016-11--2019-03
( 3 ) 非凸0-1二次规划的非线性方法, 主持, 部委级, 2016-01--2019-03
( 4 ) 基于0-1二次优化的复杂网络关键节点挖掘问题, 主持, 部委级, 2019-01--2021-12
近期论文
查看导师新发文章
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(1) Globally solving extended trust region subproblems with two intersecting cuts, Optimization Letters, 2020, 第 1 作者
(2) A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs, Journal of Industrial & Management Optimization, 2020, 第 2 作者
(3) Globally solving extended trust region subproblems with two intersecting cuts, Optimization Letters, 2019, 第 1 作者
(4) A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming, Journal of Global Optimization, 2019, 通讯作者
(5) A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs, Journal of Industrial Management and Optimization, 2019, 通讯作者
(6) A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems, Optimization, 2018, 第 1 作者
(7) Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming, Journal of Industrial and Management Optimization, 2018, 第 1 作者
(8) Argument division based branch-and-bound algorithm for unit-modulus constrained complex quadratic programming, Journal of Global Optimization, 2017, 第 2 作者
(9) DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs, Optimization Letters, 2017, 第 2 作者
(10) An intuitionistic fuzzy set based S3VM model for binary classification with mislabeled information, Fuzzy Optimization and Decision Making, 2017, 第 2 作者
(11) A new fuzzy set and non-kernel SVM approach for mislabeled binary classification with applications, IEEE Transactions on Fuzzy Systems, 2017, 第 3 作者
(12) An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints, Journal of Global Optimization, 2017, 第 2 作者
(13) Soft quadratic surface support vector machine for binary classification, Asian Pacific Journal of Operational Research, 2016, 第 3 作者
(14) On linear conic relaxation of discrete quadratic programs, Optimization Methods and Software, 2016, 第 3 作者
(15) Fuzzy Quadratic Surface Support Vector Machine Based On Fisher Discriminant, Journal of Industrial Optimization and Management, 2016, 第 4 作者
(16) An extended model for project portfolio selection with project divisibility and interdependency, Journal of Systems Science and Systems Engineering, 2016, 第 4 作者
(17) Cardinality constrained portfolio selection problem: a completely positive programming approach, Journal of Industrial and Management Optimization, 2016, 第 3 作者
(18) Reformulations for project portfolio selection problem considering interdependence and cardinality, Pacific Journal of Optimization, 2016, 第 4 作者
(19) Quadratic optimization over a polyhedral cone, Journal of Industrial and Management Optimization, 2016, 第 3 作者