Prof. XU Huifu 徐 慧 福 教授
BSc, MSc (Nanjing)
Research Interests :
* Robust optimization
* Risk analytics
* Stochastic programming
* Data-driven optimization
* Optimization in energy and finance
Office: Room 506, William M.W. Mong Engineering Building
Tel: (852) 3943-8239
Huifu Xu is a Professor of the Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong. Prior to joining CUHK, he was a professor of Operational Research in the School of Mathematical Sciences, University of Southampton and the Director of the Centre of Operational Research, Management Science and Information Technology (2016-2018), one of the largest research centres in the areas of OR, MS and IT. Huifu Xu obtained BSc in computational mathematicsand MSc in numerical optimization from Nanjing University in 1980s and PhD from University of Ballarat (Federation UniversityAustralia) in 1999. He was a lecturer of Ningbo University from1989 to 1996 and a postdoctoral research fellow in the Australian Graduate of Management from 1999 to 2002. From 2002, he moved to work in the UK as a lecturer, senior lecturer and professor of operational research in the University of Southampton and City University London (2013-2015)
Huifu Xu’s current research is on optimal decision makingunder uncertainty such as preference robust optimization and distributionally robust optimization which are associated with ambiguity in decision maker’s utility preference or risk attitudeand distribution of exogenous uncertainty data. His focus is on developing robust models and computational methods for these problems and applying them in finance, engineering and management sciences. He has published more than 70 papers in the international journals of operational research and optimization including Mathematical Programming, SIAM Journal on Optimization, Mathematics of Operations Research and Operations Research. Huifu Xu is an associate editor of Computational Management Science and Mathematical Programming and a member of Mathematical Optimization Society.
E. Delage, S. Guo and H. Xu, Shortfall Risk Models When Information on Loss Function Is In complete. Operations Research, 2022.
S. Guo and H. Xu, Statistical robustness in utility preference robust optimization models, Mathematical Programming Series A, 190: 679–720, 2021.
W. Wang and H. Xu, Robust spectral risk optimization when information on risk spectrum is incomplete, SIAM Journal on Optimization, 30: 3198–3229, 2020.
E. Anderson, H. Xu and D. Zhang, Varying confidence levels for CVaR risk measures and minimax limits., Mathematical Programming Series A, 180: 327-370, 2020.
H. Xu, Y. Liu and S. Sun, Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods. Mathematical Programming Series A, 169: 489-529, 2018.
S. Guo, H. Xu and L. Zhang, Convergence analysis for mathematical programs with distributionally robust chance constraint, SIAM Journal on Control and Optimization, 27: 784–816, 2017.
D. Ralph and H. Xu , Convergence of stationary points of sample average two stage stochastic programs: a generalized equation approach, Mathematics of Operations Research, 36: 568-592, 2011.
V. DeMiguel and H. Xu, A stochastic multiple leader Stackelberg model: analysis, computation, and application, Operations Research, 57: 1220–1235, 2009.
H. Xu , An implicit programming approach for a class of stochastic mathematical programs with complementarity constraints, SIAM Journal on Optimization, 16: 670-696, 2006
E. Anderson and H. Xu, Epsilon-optimal bidding in electricity markets with discontinuous market distribution function, SIAM Journal on Control and Optimization, 44: 1391-1418, 2005.
H. Xu, Level function method for quasi-convex programming, Journal of Optimization Theory and Applications, 108: 407-437, 2001.