Research Publications
  1. An improved algorithm for L2-Lp minimization problem.
    Dongdong Ge, Rongchuan He, Simai He.
    Mathematical Programming, 2017.

  2. Approximation Algorithms for Capacitated Perishable Inventory Systems with Positive Lead Times
    X. Chao, X. Gong, C. Shi, Chaolin Yang
    accepted by Management Science. 2017.

  3. A Non-Cooperative Approach to Cost Allocation in Joint Replenishment.
    He, Simai and Sethuraman, Jay and Wang, Xuan and Zhang, Jiawei.
    Operations Research, accepted, 2017.

  4. B-trees and Cache-Oblivious B-trees with Different-Sized Atomic Keys.
    Michael A. Bender, Roozbeh Ebrahimi, Haodong Hu, and Bradley C. Kuszmaul.
    Transactions on Database Systems (TODS), 41(3), 19:1-19:33, August 2016.

  5. Continuous-review (r, nQ) policies for inventory systems with dual delivery modes.
    S. X. Zhou, Chaolin Yang(Corresponding author).
    Operations Research, 2016.

  6. Strong NP-Hardness Result for Sparse Optimization with Concave Penalty Functions.
    Ge, D., Wang, Z., Wang, M., Ye, Y.
    International Conference on Machine Learning (ICML), 2017,Accepted

  7. On New Classes of nonnegative symmetric tensors.
    Bilian Chen, Simai He, Zhening Li and Shuzhong Zhang.
    Siam Journal on Optimization, 27(1), pp. 292-318, 2017.

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Graduated Students
Year Name Current Status Education(last degree)
2017 Hao Gong Department of ORFE, Princeton University Fudan University
2017 Yi Ren Department of IEOR, Columbia University Fudan University
2016 Jiaying Deng Foster School of Business, University of Washington Shanghai University of Finance and Economics

Seminars
2017.11.23

Limit order markets: asymptotic analysis, order executions and dark trading (Xuefeng Gao)


2017.08.01

Large Gaps Between Gauss-Seidel Type Methods and Randomized Versions (Ruoyu Sun)


2017.06.30

High Dimensional Statistical Optimization(Qiang Sun)


2017.06.28

Noisy Black Box Optimization: Algorithms and Effort Analysis(ShuZhong Zhang)


2017.06.25~28

Conic Optimization and Applications(ShuZhong Zhang)


2017.06.26

A column generation based approach to treatment plan optimization for Volumetric Modulated Arc Therapy(Edwin Romeijin)


2017.06.16

Efficient Feature Screening for Ultrahigh-dimensional Varying Coefficient Models (Xin Chen)


2017.06.13

Nonlinear dependence metrics with applications to variable selection and model checking (Yaowu Zhang)


2017.06.09

Assessment and Mitigation of Systemic Risk in Financial System under Uncertainties (Jiming Peng)


2017.06.08

Causal Inference and Model Selection in Econometrics (Chungsang Tom Lam)


2017.06.06

Practices of Artificial Intelligence in Financial Risk Management in China (Mingjie Zhu)


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