教育经历
- 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
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.
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