基本介紹
個人經歷,研究方向,學術成果,榮譽獎項,
個人經歷
2003.09 –2007.07. 學士學位. 吉林大學數學學院
2007.09 –2013.08. 博士學位. 哈爾濱工業大學數學系.
聯合培養博士項目：
2009.10–2011.10. 聯合培養博士研究生, 運籌學專業,英國南安普頓大學數學學院.
由國家留學基金委資助
2012.08–2013.08. 聯合培養博士研究生, 運籌學專業,香港理工大學套用數學系.
由香港理工大學聯合培養博士研究生項目資助
2013.07–2018.10 南京理工大學，經濟管理學院, 副教授.
2013.11–2014.01 香港理工大學，套用數學系， 研究助理
2014.11–2015.01 香港理工大學，套用數學系， 研究助理
2015.12–2018.01 香港理工大學，套用數學系， 博士後
2018.10– 南京師範大學，數學科學學院, 副教授, 教授
研究方向
研究領域
隨機最佳化stochastic optimization
研究興趣
學術成果
研究項目
主持
2014.07-2017.07 基於產品性質的需求模型的正則化方法及套用(20萬)
江蘇省青年自然科學基金
2015.01-2017.12 一類隨機均衡約束最佳化問題的樣本均值逼近-正則化方法及其在經濟學模型中的套用 (22萬) 國家自然科學基金青年科學基金項目
論文成果
[1] X. Chen, A. Shapiro and H. Sun*,Convergence analysis of sample average approximation of two-stage stochastic generalized equation,SIAM Journal on Optimization, Vol. 29, 135-161, 2019.
[2] X. Chen, H. Sun* and H. Xu,Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems. Mathematical Programming, Vol. 177, 255-289, 2019.
[3] J. V. Burke, X. Chen and H. Sun,TheSubdifferentialof Measurable Composite Max Integrands and Smoothing Approximation, to appear in Math. Programming.
[4] M. Xue, Y. Shi and H. Sun*,Portfolio optimization with relaxation of stochastic second order dominance constraints via Conditional Value at Risk,To appear in Journal of Industrial & Management Optimization, 2019.
[5] H. Xu*, Y. Liu and H. Sun,Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods, Mathematical Programming, Vol. 169(2), pp. 489-529, 2018.
[6] X. Tong, H. Sun*, X. Luo and Q. Zheng,Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems,Journal of Global Optimization, Vol. 70(1), pp. 131-158, 2018.
[7] Q. Wang, H. Sun*, Sparse Markowitz portfolio selection by using stochastic linear complementarity approach, Journal of Industrial & Management Optimization, Vol. 14(2), pp. 541-559, 2018.
[8] H. Sun, C-L. Su and X. Chen*, SAA regularized methods for multiproduct price optimization under the pure characteristics demand model, Mathematical Programming, Vol. 165(1), pp. 361-389, 2017.
[9] H. Sun and H. Xu*, Convergence analysis for distributionally robust optimization and equilibrium problems, Mathematics of Operations Research, Vol. 41, No. 2, May 2016 pp. 377-401.
[10] X. Chen*, H. Sun and R. J.-B. Wets, Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models, SIAM Journal on Optimization, Vol. 25, 53-75, 2015.
[11] H. Sun and H. Xu*, Convergence Analysis of Stationary Points in Sample Average Approximation of Stochastic Programs with Second Order Stochastic Dominance Constraints, Mathematical Programming, Vol. 143, pp. 31-59, 2014.
[12] H. Sun*, H. Xu and Y. Wang,Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via Conditional Value at Risk and difference of convex functions,Journal of Optimization Theory and Applications, Vol. 161(1), pp. 257-284, 2014.
[13] H. Sun, H. Xu*, R. Meskarian and Y. Wang,Exact penalization, level function method and modified cutting-plane method for stochastic programs with second order stochastic dominance constraints,SIAM Journal on Optimization, Vol. 23(1), pp. 602-631,2013.
[14] H. Sun*, H. Xu and Y. Wang,A smoothing penalized sample average approximation method for stochastic programs with second order stochastic dominance constraints,Asia-Pacific Journal of Operational Research, 30. 1340002, 2013 (25 pages).
[15] H. Sun* and H. Xu,A note on uniform exponential convergence of sample average approximation of random functions, Journal of Mathematical Analysis and Applications, Vol. 385, pp. 698-708, 2012.
榮譽獎項
2018. 中國運籌學會青年科技獎
2018．江蘇省數學成就獎
2014. 哈爾濱工業大學優秀博士論文
2013. 哈爾濱工業大學優秀畢業生
2013. 黑龍江省優秀畢業生
2012. 博士研究生國家獎學金
2007. 吉林大學優秀學士學位論文
