副教授

院系: 管理科学与工程系

邮箱: xjzheng@tongji.edu.cn

办公电话: +86-021-65981443

简历：点击下载简历

• 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

研究与教学领域

• 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

工作经历

　　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

语言能力

• 英语：熟练
• 英语授课

科学研究 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
• 基于VaR和Es的金融优化模型和方法研究，中国博士后科学基金（批准号：20100470108），2010.01-2011.12，项目负责人.
• 基于VaR和ES的风险管理和投资组合优化模型、算法和实证研究，上海市博士后科学基金（批准号：11R21411900），2010.01-2011.12，项目负责人.

部分出版物

• 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, http://dx.doi.org/10.1287/ijoc.2014.0592, 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, 379-397,2014..
• D. Bai, X.J. Zheng, X.T. Cui, X.L. Sun, A successive convex approximation approach
  for sparse solutions of convex programs, Pacific Journal of Optimization，Vol. 10(1),
  21-35,2014.
• 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.
• H. Ji, X.J. Zheng, X.L.Sun, An improved convex 0-1 quadratic program reformulation
  for chance-constrained quadratic knapsack problems, Asia-Pacific Journal of Operational
  Research, Vol. 30(3), 1340009, 2013.
• L. Sun, X.J. Zheng, D. Li, Recent advances in mathematical programming with semi-continuous
  variables and cardinality constraint, Journal of the Operations Research Society
  of China, Vol. 1, 55-77, 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, 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.
• H. Ji, X. J. Zheng, X. L. Sun, An improved convex 0-1 quadratic program reformulation
  for quadratic knapsack problems, Pacific Journal of Optimization, Vol. 8(1), 75-87,
  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.
• Xia, X.L. Sun, D. Li and X. J. Zheng, On the reduction of duality gap in box constrained
  nonconvex quadratic program, SIAM Journal on Optimization, Vol. 21(3), 706-729,
  2011.
• Li, X.L. Sun, J. J. Gao, S. S. Gu, X. J. Zheng, Reachability determination in acyclic
  Petri nets by cell enumeration approach, Automatica, Vol. 47, 2094-2098, 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.
• S. Tong and X.J. Zheng, Generalized (F,)-d-V-univex functions and nonsmooth alternative
  theorems, International Journal of Computer Mathematics, 87(1): 158-172, 2010.