Welcome to the homepage of Shuzhong Zhang （张树中）

 Recent Conference Organizations

• Workshop on Internet and Network Economics (WINE2008) (December 17 - 20, 2008; School of Management, Fudan University, Shanghai)
• The workshop WOSP2007 (Workshop on Optimization and Signal Processing) (December 19 - 21, 2007; Lecture Theater, WMW Mong Engineering Building, CUHK) is concluded. Check the workshop webpage for the speakers, talks, and slides. The workshop is sponsored by:
  • Dept of Systems Engineering & Engineering Management, CUHK
  • Shun Hing Institute of Advanced Engineering, CUHK
  • Huawei Technologies Co. Ltd., Shenzhen

Contents

Office Address
Education and Job History
Honorary Affiliations
Prizes and Awards
Research Interests
Membership
Websites of Recent Courses
RGC Research Grants
Recent Working Papers
Publications

Office Address

Education and Job History

• 2002 -               Professor, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong.
• 1999 - 2001:     Associate Professor, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong.
• 1993 - 1999:     universitair docent, Econometrische Instituut, Erasmus Universiteit Rotterdam.
• 1991 - 1993:     universitair docent, Vakgroep Econometrie, Rijksuniversiteit Groningen.
• June 1991:         Ph.D., Tinbergen Institute, Erasmus University.
• June 1984:         B.Sc., Mathematics Department, Fudan University.

Honorary Affiliations

• Distinguished Honorary Professor, School of Management, Fudan University (2008 - ).
• Honorary Dean, School of Management, China University of Mining and Technology (2003 - 2006).
• Adjunct Professor at School of Science, Shanghai University (1997 - ).

Prizes and Awards

• Young Researcher Award, 2003 (HK$100,000). One recipient each faculty per year.
• SIAM Outstanding Paper Prize, 2003. (D.D. Yao, S. Zhang, X.Y. Zhou, Stochastic LQ Control via Semidefinite Programming, SIAM Journal on Control and Optimization 40, 801-823, 2001). The SIAM Outstanding Paper Prizes were introduced in 1999, and are awarded annually. Three winners were selected each year among all the papers published in the 13 SIAM journals in the three years prior to the year of the award.
• The Vice-Chancellor's Exemplary Teaching Award, 2001. (Each faculty one recipient a year).
• Exemplary Teaching Award, Faculty of Engineering, The Chinese University of Hong Kong, 2001.
• Erasmus University Research Prize, 1999  (NLG15,000 ≈ €6,800). This prize is at the whole university level (7 faculties); one recipient a year.
• Listed Number 6 of Top 40 Dutch Economists, 1999.
• Ph.D. Thesis won runner-up prize for the 1991 TIMS College On Location Analysis best dissertation award.

Research Interests

• Optimization
• Operations Research
• Mathematical Programming
• Interior Point Methods
• Semidefinite Programming
• Financial Engineering
• Stochastic Programming

Membership and Services

• Elected Council Member-at-Large of Mathematical Programming Society (2006 - 2009).
• Full Member of INFORMS (INstitute For Operations Research and Management Science), MPS (Mathematical Programming Society) and SIAM (Society for Industrial and Applied Mathematics).
• Reviewer for Mathematical Reviews.
• Editorial Board member of:
  • Operations Research (2006 - ).
  • SIAM Journal on Optimization (2003 - ).
  • Pacific Journal of Optimization (2003 - ).
  • Optimization and Engineering (2001 - ).
  • TOP (2006 - ).
  • Mathematical Methods of Operations Research (2007 - ).

Websites of Recent Courses

• SEG5660: Conic Optimization and Applications (2008).
  • Course Outline
  • Lecture Notes 1
  • Lecture Notes 2
  • Lecture Notes 3
  • Lecture Notes 3.5
  • Lecture Notes 4
  • Lecture Notes 5
  • Lecture Notes 6
  • Lecture Notes 7
  • Lecture Notes 8
  • Homework Assignment 1
  (assigned on Sept. 2; return on Sept. 9).
  • Homework Assignment 2
  (assigned on Sept. 9; return on Sept. 16).
  • Homework Assignment 3
  (assigned on Sept. 16; return on Sept. 23).
  • Homework Assignment 4
  (assigned on Sept. 23; return on Sept. 30).
  • Homework Assignment 5
  (assigned on Sept. 30; return on Oct. 14).
  • Homework Assignment 6
  (assigned on Oct. 14; return on Oct. 21).
  • Homework Assignment 7
  (assigned on Oct. 21; return on Oct. 28).
  • Homework Assignment 8
  (assigned on Oct. 28; return on Nov. 4).
  • Homework Assignment 9
  (assigned on Nov. 4; return on Nov. 11).
  • Homework Assignment 10 (assigned on Nov. 11; return on Nov. 18).
  • Final Examination on November 25, 2008 (14:30 - 16:30). (Open book examination: books/notes are allowed; One calculator is allowed)

   

• SEG8104: Executive Msc in Logistics and Supply Chain Management (2008).
• SEG5120: Semidefinite Programming (2007).
• SEG5520: Optimization I (2007).
• ECT7230: Msc in E-commerce Technologies (2007).
• SEG2440: Engineering Economics (2007).
• SEG7570: Computational Finance (2005).

Hong Kong RGC Research Grants

• Principal Investigator, RGC Earmarked Grant (CUHK415908), Optimization Models and Algorithms for Dynamic Spectrum Management (January 1, 2009 - December 31, 2010).
• Co-Investigator, (PI: K. Ma, Co-I: P.C. Ching), RGC Earmarked Grant (CUHK415908), Multi-Channel Detection and Estimation Using Conic Optimization (August 1, 2008 - July 31, 2010).
• Principal Investigator, RGC Earmarked Grant (CUHK418406),  Convex Matrix Programming: Models and Solution Methods (January 1, 2007 - December 31, 2009).
• Principal Investigator, RGC Earmarked Grant (CUHK418505),  Applications of Complex Semidefinite Programming (January 1, 2006 - December 31, 2008). 
• Principal Investigator (Co-I's: D.D. Yao and X.Y. Zhou), RGC Earmarked Grant (CUHK4242/04E), Continuous Linear Programming - Computational and Control Perspectives (October 2004 - September 2007). 
• Principal Investigator, RGC Earmarked Grant (CUHK4174/03E), Nonnegative Mappings and Its Applications in Robust Optimization (October 2003 - September 2006).
• Principal Investigator, RGC Earmarked Grant (CUHK4233/01E), Primal-Dual Interior Point Approach to Multiple Stage Stochastic Programming (October 2001 - September 2004).
• Principal Investigator, RGC Earmarked Grant (CUHK4181/00E), Conic Optimization: Theory and Methods (October 2000 - September 2003). 
• Co-Investigator (PI: D.D. Yao, Co-I: X.Y. Zhou), RGC Earmarked Grant (CUHK4175/00E), Linear Quadratic Control via Semidefinite Programming, with Applications (October 2000 - September 2003). 

Recent Technical Reports

• Polymatroid Optimization, Submodularity, and Joint Replenishment Games, Technical Report SEEM2008-07, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2008 (with Simai He and Jiawei Zhang).
  • PDF File
  • View Abstract
• A Semidefinite Relaxation Scheme for Multivariate Quartic Polynomial Optimization With Quadratic Constraints, Technical Report SEEM2008-06, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2008 (with Zhi-Quan Luo).
  • PDF File
  • View Abstract
• When all risk-adjusted performance measures are the same: In praise of the Sharpe ratio, Technical Report SEEM2008-05, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2008 (with Li Chen and Simai He).
  • PDF File
  • View Abstract
• New Results on Hermitian Matrix Rank-One Decomposition, Technical Report SEEM2008-04, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2008 (with Wenbao Ai and Yongwei Huang).
  • PDF File
  • View Abstract
• Bounding Probability of Small Deviation: A Fourth Moment Approach, Technical Report SEEM2007-09, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2007 (with Simai He and Jiawei Zhang).
  • PDF File
  • View Abstract
• Code Design to Optimize Radar Detection Performance Under Accuracy and Similarity Constraints, Technical Report SEEM2007-08, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2007 (with A. De Maio, S. De Nicola, Y.W. Huang, and A. Farina ). Final version appeared in IEEE Journal on Signal Processing.
  • PDF File
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• An Improved Approximation Algorithm for the Uncapacitated Facility Location Problem with Service Installation Costs, Technical Report SEEM2007-03, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2007 (with Dachuan Xu). Final version appeared in Operations Research Letters.
  • PDF File
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• Randomized Portfolio Selection, with Constraints, Technical Report SEEM2007-02, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2007 (with Jiang Xie and Simai He). Final version appeared in Pacific Journal on Optimization.
  • PDF File
  • View Abstract
• Semidefnite Relaxation Bounds for Indefinite Homogeneous Quadratic Optimization, Technical Report SEEM2007-01, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2007 (with Simai He, Zhi-Quan Luo, and Jiawang Nie). Final version appeared in SIAM Journal on Optimization.
  • PDF File
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• On the Low Rank Solutions for Linear Matrix Inequalities, Technical Report SEEM2006-08, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2006 (with Wenbao Ai and Yongwei Huang).
  • PDF File
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• An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization, Technical Report SEEM2006-04, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2006 (with Ilker Birbil, Hans Frenk, and Joaquim Gromicho). Final version appeared electronically in Management Science.
  • PDF File
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• Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition, Technical Report SEEM2006-03, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2006 (with Wenbao Ai).  Accepted by SIAM Journal on Optimization.
  • PDF File
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• Robust Portfolio Selection Based on a Multi-stage Scenario Tree, Technical Report SEEM2006-02, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2006 (with R.J. Shen). Final version appeared in European Journal on Operational Research.
  • PDF File
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• Separated Continuous Conic Programming: Strong Duality and an Approximation Algorithm, Technical Report SEEM2006-01, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2006 (with X.Q. Wang and D.D. Yao).
  • PDF File
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• Approximation Bounds for Quadratic Optimization with Homogeneous Quadratic Constraints, Technical Report SEEM2005-07, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2005 (with Z.Q. Luo, N.D. Sidiropoulos, and P. Tseng). Final version appeared in SIAM Journal on Optimization.
  • PDF File
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• Matrix Convex Functions With Applications to Weighted Centers for Semidefinite Programming, Technical Report SEEM2005-06, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2005 (with J. Brinkhuis and Z.Q. Luo).
  • PDF File
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• Approximation Algorithms for Indefinite Complex Quadratic Maximization Problems, Technical Report SEEM2005-03, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2005 (with Y.W. Huang).
  • PDF File
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• Complex Matrix Decomposition and Quadratic Programming, Technical Report SEEM2005-02, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2005 (with Y.W. Huang). Final version appeared in Mathematics of Operations Research.
  • PDF File
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• Optioned Portfolio Selection: Models and Analysis, Technical Report SEEM2005-01, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2005 (with J.F. Liang and D. Li). Final version appeared in Mathematical Finance.
  • PDF File
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• Complex Quadratic Optimization and Semidefinite Programming, Technical Report SEEM2004-03, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2004 (with Y.W. Huang). Final version appeared in SIAM Journal on Optimization.
  • PDF File
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• Solving Generalized Fractional Programming Problems with Approximation, Technical Report SEEM2004-02, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2004 (with S.I. Birbil and J.B.G. Frenk).
  • PDF File
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• An $O(\sqrt{n}L$ Iteration Primal-Dual Path-Following Method, Based on Wide Neighborhoods and Large Updates, for Monotone Linear Complementarity Problems, Technical Report SEEM2004-01, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, 2004 (with W. Ai). Final version appeared in SIAM Journal on Optimization.
  • PDF File
  • View Abstract

Selected Recent Journal Publications

• An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization, (with S.I. Birbil, J.B.G. Frenk, and J. Gromicho), Management Science; published online before print May 19, 2008, DOI:10.1287/mnsc.1070.0843.
• Optioned Portfolio Selection: Models and Analysis, (with J.F. Liang and D. Li), Mathematical Finance, 18 (4), 569 - 593, 2008.
• Dynamic Spectrum Management: Complexity and Duality, (with Z.Q. Luo), IEEE Journal of Selected Topics in Signal Processing (Special Issue on: Signal Processing and
  Networking for Dynamic Spectrum Access), 2 (1), 57 - 73, 2008.
• Semidefnite Relaxation Bounds for Indefinite Homogeneous Quadratic Optimization, (with S. He, Z.Q. Luo, and J. Nie), SIAM Journal on Optimization, 19, 503 - 523, 2008.
• An Improved Approximation Algorithm for the Uncapacitated Facility Location Problem with Service Installation Costs, (with D. Xu), Operations Research Letters 36, 46 - 50, 2008.
• Robust Portfolio Selection Based on a Multi-stage Scenario Tree, (with R.J. Shen), European Journal of Operational Research 191, 864 - 887, 2008.
• Randomized Portfolio Selection, with Constraints, (with J. Xie and S. He), Pacific Journal of Optimization 4, 89 - 112, 2008. 
• A D-Induced Duality and Its Applications, (with J. Brinkhuis), Mathematical Programming 114, 149 - 182, 2008.
• Approximation Bounds for Quadratic Maximization with Semidefinite Programming Relaxation, (with D. Xu), Science in China Series A 50, 1583 - 1596, 2007.
• Approximation Bounds for Quadratic Optimization with Homogeneous Quadratic Constraints, (with Z.Q. Luo, N.D. Sidiropoulos, and P. Tseng), SIAM Journal on Optimization 18, 1 - 28, 2007.
• Complex Matrix Decomposition and Quadratic Programming, (with Y. Huang), Mathematics of Operations Research 32, 758 - 768, 2007.
• Tracking a Financial Benchmark Using a Few Assets, (with D.D. Yao and X.Y. Zhou), Operations Research 54, 232 - 246, 2006.
• Complex Quadratic Optimization and Semidefinite Programming, (with Y. Huang), SIAM Journal on Optimization 16, 871 - 890, 2006.
• On Implementation of a Self-Dual Embedding Method for Convex Programming, (with T.W. Cheng), Optimization Methods and Software 21, 75 - 103, 2006.
• An $O(\sqrt{n}L)$ Iteration Primal-Dual Path-Following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP, (with W. Ai), SIAM Journal on Optimization 16, 400 - 417, 2005.
• A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming, (with A. Berkelaar, J. Gromicho, R. Kouwenberg), Mathematical Programming 104, 153 - 177, 2005.
• A Value Estimation Approach to the Iri-Imai Method for Constrained Convex Optimization, (with S.W. Lam, and D. Li), Journal of Optimization Theory and Applications 125, 591 - 608, 2005.
• Recursive Approximation of the max Function, (with S.I. Birbil, S.C. Fang, and J.B.G. Frenk),  Operations Research Letters 33, 450 - 458, 2005.
• On Characterization of Quadratic Splines, (with B. Chen and  K. Madsen), Journal of Optimization Theory and Applications 124, 93 - 111, 2005.
• A New Self-Dual Embedding Method for Convex Programming, Journal of Global Optimization 29, 479 - 496, 2004.
• Stochastic Linear-Quadratic Control via Semidefinite Programming, (with D.D. Yao and X.Y. Zhou), SIAM Review 46, 87 - 111, 2004.
• New Results on Quadratic Minimization, (with Y. Ye), SIAM Journal on Optimization 14, 245 - 267, 2003.
• On Cones of Nonnegative Quadratic Functions, (with J.F. Sturm), Mathematics of Operations Research 28, 246 - 267, 2003.
• A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming, (with A. Berkelaar, C. Dert and B. Oldenkamp), Operations Research 50, 904 - 915, 2002.
• Analytic Central Path, Sensitivity Analysis and Parametric Linear Programming, (with A.G. Holder and J.F. Sturm), Information Systems and Operations Research 39, 394 - 415, 2001.
• Stochastic LQ Control via Semidefinite Programming, (with D.D. Yao and X.Y. Zhou), SIAM Journal on Control and Optimization 40, 801 - 823, 2001.
• A Note on a Profit Maximizing Location Model, Annals of Operations Research 103, 251 - 260, 2001.
• A Primal-Dual Semidefinite Programming Approach to Linear Quadratic Control, (with D.D. Yao and X.Y. Zhou), IEEE Transactions on Automatic Control 46, 1442 - 1447, 2001.
• On Sensitivity of Central Solutions in Semidefinite Programming, (with J.F. Sturm), Mathematical Programming 90, 205 - 227, 2001.
• Conic Convex Programming and Self-Dual Embedding, (with Z.Q. Luo and J.F. Sturm), Optimization Methods and Software 14, 169 - 218, 2000.
• On Weighted Centers for Semidefinite Programming, (with J.F. Sturm), European Journal of Operational Research 126, 391 - 407, 2000.
• Quadratic Maximization and Semidefinite Relaxation, Mathematical Programming 87, 453 - 465, 2000.
• Global Error Bounds for Convex Conic Problems, SIAM Journal on Optimization 10, 836 - 851, 2000.
• On Extensions of the Frank-Wolfe Theorems, (with Z.Q. Luo), Computational Optimization and Applications 13, 87 - 110, 1999.
• New Variants of Finite Criss-Cross Pivot Algorithms for Linear Programming, European Journal of Operational Research 116, 607 - 614, 1999.
• Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming, (with A.B. Berkelaar and J.F. Sturm), Applied Numerical Mathematics 29, 317 - 333, 1999.
• Symmetric Primal-Dual Path Following Algorithms for Semidefinite Programming, (with J.F. Sturm), Applied Numerical Mathematics 29, 301 - 315, 1999.
• An Interior-Point Based Subgradient Method for Nondifferentiable Convex Programming, (with J.B.G. Frenk and J.F. Sturm), Optimization Methods and Software 10, 197 - 215, 1998.
• On the Long Step Path-Following Method for Semidefinite Programming, (with J.F. Sturm), Operations Research Letters 22, 145 - 150, 1998.
• Sequencing Jobs that Require Common Resources on a Single Machine: A Solvable Case of the TSP, (with J.A.A. van der Veen and G.J. Woeginger), Mathematical Programming 82, 235 - 254, 1998.
• An Interior Point Method, Based on Rank-one Updates, for Linear Programming, (with J.F. Sturm), Mathematical Programming 81, 77 - 87, 1998.
• Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming, (with Z.Q. Luo and J.F. Sturm), SIAM Journal on Optimization 8, 59 - 81, 1998.
• On a Wide Region of Centers and Primal-Dual Interior Point Algorithms for Linear Programming, (with J.F. Sturm), Mathematics of Operations Research 22, 408 - 431, 1997.

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