郑小金

郑小金

副教授,管理科学与工程系

+86-021-65981443

xjzheng@tongji.edu.cn

研究领域:运筹与决策方法;投资组合与风险管理;最优化方法,优化理论与方法

 

  • 2007.03——2009.12, 上海大学数学系, 运筹学与控制论专业, 博士研究生
  • 2004.09----2007.01,浙江师范大学数学系, 应用数学专业, 硕士
  • 2000.09——2004.07,温州师范学院数学系,数学专业, 学士

研究项目

  • 新巴塞尔协议下的风险管理与投资组合研究,上海市浦江人才计划(批准号:13PJC108),2013.09-2015.08,项目负责人.
  • 带离散约束条件的金融优化问题的理论和方法研究,国家自然科学基金青年基金(批准号:11101092),2012.01-2014.12,项目负责人.
  • 带离散和概率约束条件的金融优化问题的理论和方法研究,中国博士后科学基金特别资助(批准号:201104221),2010.01-2012.12,项目负责人

部分出版物

  • J. Zheng, M.X. Yin, Y.X. Zhang*, Integrated Optimization of Location, Inventory and Routing in Supply Chain Network Design, Transportation Research Part B: MethodologicalVol. 121, 1-20, 2019.
  • J. Zheng, Y.T. Pan, X.T. Cui*, Quadratic Convex Reformulation for Nonconvex Binary Quadratically Constrained Quadratic Programming via Surrogate Constraint, Journal of Global Optimization, Vol. 70(4), 719-735, 2018.
  • Y. Wu, X.L. Sun, D. Li, X.J. Zheng*, Quadratic Convex Reformulations for Semicontinuous Quadratic Programming, Siam Journal on Optimization, Vol. 27(3), 1531-1553, 2017.
  • J. Zheng, B.Y. Wu*, X.T. Cui, Cell-and-Bound Algorithm for Chance Constrained Programs with Discrete Distributions, European Journal of Operational Research, Vol. 260(2), 421-431, 2017.
  • J. Zheng*, X. L. Sun, D. Li, Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints: a semidefinite program approach, Informs Journal on Computing, Vol. 26(4), 690-703, 2014
  • J. Zheng, X.L. Sun*, D. Li, J. Sun, Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach, Computational Optimization and Applications, Vol.59(1-2), 379-397, 2014.
  • T. Cui, X.J. Zheng*, S.S. Zhu, X.L.Sun, Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems, Journal of Global Optimization, Vol. 56(4), 1409-1423, 2013.
  • J. Zheng*, X. L. Sun, D. Li, A note on semidefinite relaxation for 0-1 quadratic knapsack problems, Optimization Methods & Software, Vol. 28(4), 930-942, 2013.
  • J. Zheng, X.L. Sun*, D. Li, Y.F. Xu, On reduction of duality gap in quadratic knapsack problems, Journal of Global Optimization, Vol. 54(2), 325-339, 2012.
  • J. Zheng, X.L. Sun*, D. Li, Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs, European Journal of Operational Research, Vol. 221(1)), 38-48, 2012.
  • J. Zheng, X.L. Sun*, D. Li, Y.F. Xu, On zero duality gap in nonconvex quadratic programming problems. Journal of Global Optimization, Vol. 52(2), 229-242, 2012.
  • J. Zheng, X.L. Sun, D. Li*, Convex relaxations for nonconvex quadratically constrained quadratic programming: Matrix cone decomposition and polyhedral approximation. Mathematical Programming, Vol.129, 301–329, 2011.
  • J. Zheng, X.L. Sun*, D. Li, Nonconvex quadratically constrained quadratic programming: Best D.C. decompositions and their SDP representations. Journal of Global Optimization, Vol. 50, 695-712, 2011.
  • J. Zheng*, X.L. Sun, D. Li, Y. Xia, Duality gap estimation of linear equality constrained binary quadratic programming. Mathematics of Operations Research, Vol. 35(4), 864-880, 2010.
  • J. Zheng, X.L. Sun, D. Li*, Separable relaxation for nonconvex quadratic integer programming: An integer diagonalization approach, Journal of Optimization Theory and Applications, Vol. 146(2), 463-489, 2010.
  • L. Sun*, X.J. Zheng and J. Sun, A Lagrangian dual and surrogate method for multi-dimensional quadratic knapsack problems, Journal of Industrial and Management Optimization, 5(1): 47-60, 2009.

 

Test Problems

社会服务

  • 中国运筹学会金融工程分会, 理事
  • 中国运筹学会数学规划分会,青年理事

教学经历

  • 2012.01——至今,讲师、副教授,同济大学经济与管理学院管理科学与工程系
  • 2010.01——2011.12, 博士后,复旦大学管理学院“管理科学与工程”博士后流动站(与香港中文大学联合培养)

海外经历

  • 2008.06——2009.06, 研究助理 (Research Assistant), 香港中文大学系统工程与工程管理系
  • 2010.06——2011.06,博士后 (Postdoctoral Research Fellow), 香港中文大学系统工程与工程管理系