Zhang, Shuzhong (張樹中)

	Professor BS (Fudan University) PhD (Erasmus University) Head, Graduate Division of Systems Engineering and Engineering Management Director, MSc Programme in Systems Engineering and Engineering Management
	Office:	Room 508, William M.W. Mong Engineering Building
	Phone:	(852) 2609-8240
	E-mail:	zhang@se.cuhk.edu.hk
	Homepage:	http://www.se.cuhk.edu.hk/~zhang

Professor Zhang Shuzhong graduated from the Department of Mathematics at Fudan University, in 1984, and he received his Ph.D. degree in Econometrics and Operations Research in 1991 from the  Tinbergen Institute, Erasmus University Rotterdam, the Netherlands. He worked as a faculty member from 1991 to 1993 at the Department of Econometrics, University of Groningen, and from 1993 to 1999 at the Econometric Institute, Erasmus University Rotterdam. He joined the Department of Systems Engineering & Engineering Management at the Chinese University of Hong Kong in 1999. His research interests include theory and practice of optimization in systems engineering, financial engineering, economics, and management. He received the Research Prize of Erasmus University (7 faculties in total; one recipient per year) in 1999, and was ranked number 6 of the top 40 Dutch economists in the same year. In 2001, he received a Vice-Chancellor's Exemplary Teaching Award, the Chinese University of Hong Kong. In 2003, he received the SIAM Outstanding Paper Prize, jointly with David Yao and Xunyu Zhou. He serves on the editorial boards of Operations Research, SIAM Journal on Optimization.

Research Interests

  Financial Decision Models
  Operations Research
  Optimization

Selected Publications

D.D. Yao, S. Zhang and X.Y. Zhou, "Tracking a Financial Benchmark Using a Few Assets", Operations Research 54, 232 -- 246, 2006.

S. Zhang and Y.W. Huang, "Complex Quadratic Optimization and Semidefinite Programming", SIAM Journal on Optimization 16, 871 -- 890, 2006.

W. Ai and S. Zhang, "An $O(\sqrt{n}L)$ Iteration Primal-Dual Path-Following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP", SIAM Journal on Optimization 16, 400 -- 417, 2005.

A. Berkelaar, J. Gromicho, R. Kouwenberg and S. Zhang, "A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming", Mathematical Programming 104, 153 -- 177, 2005.

S. Zhang, "A New Self-Dual Embedding Method for Convex Programming", Journal of Global Optimization 29, 479-496, 2004.

Y. Ye and S. Zhang, "New Results on Quadratic Minimization", SIAM Journal on Optimization 14, 245-267, 2003.

J.F. Sturm and S. Zhang, "On Cones of Nonnegative Quadratic Functions", Mathematics of Operations Research 28, 246-267, 2003.

A. Berkelaar, C. Dert, B. Oldenkamp, and S. Zhang, "A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming", Operations Research 50, 904-915, 2002.

D.D. Yao, S. Zhang, and X.Y. Zhou, "Stochastic LQ Control via Semidefinite Programming", SIAM Journal on Control and Optimization 40, 801-823, 2001.

J.F. Sturm and S. Zhang, "On Sensitivity of Central Solutions in Semidefinite Programming", Mathematical Programming 90, 205-227, 2001.

Z.Q. Luo, J.F. Sturm, and S. Zhang, "Conic Convex Programming and Self-Dual Embedding", Optimization Methods and Software 14, 169-218, 2000.

S. Zhang, "Quadratic Maximization and Semidefinite Relaxation", Mathematical Programming 87, 453-465, 2000.

S. Zhang, "Global Error Bounds for Convex Conic Problems", SIAM Journal on Optimization 10, 836-851, 2000.