Research project
- 基于SDP和SOS技术的结构全局优化对偶分解算法, 国家自然科学基金面上项目, 2010-08-18-2013-12-30, 结题
- 基于非多余矩阵分离的二次指派问题SDP近似算法与应用, 国家自然科学基金面上项目, 2013-08-18-2017-12-30, 结题
- 基于交替凸搜索和凸松弛技术的非凸二次规划新全局算法及其在金融中的应用, 国家自然科学基金面上项目, 2018-08-16-2022-12-30, 结题
- 基于锥优化松弛和SCO方法的非凸二次约束二次规划新分支割算法研究, 浙江省自然科学基金/重点项目, 2020-11-01-2023-12-30, 结题
- 基于SCO方法和SDP/SOCP松弛技术的非凸二次约束二次规划新全局算法与应用研究, 国家自然科学基金面上项目, 2022-08-18-2026-12-31
Achievements of works
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Patent
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Paper achievements
- Hezhi Luo.On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization.SIAM Journal on Optimization.2007,18(4):1209-1230
- Hezhi Luo.New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation.Mathematical Programming Computation.2019,11(1):119-171
- Hezhi Luo.Complexity Results and Effective Algorithms for Worst-case Linear Optimization under Uncertainties.INFORMS Journal on Computing.2021,33(1):180-197
- Hezhi Luo.Effective algorithms for optimal portfolio deleveraging problem with cross impact.Mathematical Finance.2024,34(1):36-89
Research field
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Personal information
professor
Supervisor of Master's Candidates
Gender:Male
E-Mail:
Date of Employment:2025-03-15
Status:在岗
Professional Title:professor
School/Department:数学科学学院
Education Level:Graduate student graduate
Degree:Doctorate
Discipline:Mathematics and Applied Mathematics
Alma Mater:上海大学
Other Contact Information
email: