基本介紹
- 中文名：江如俊
- 畢業院校：香港中文大學
- 學位/學歷：博士
- 職業：教師
- 專業方向：二次規劃、混合整數規劃、大規模算法、投資組合最佳化
- 任職院校：復旦大學大數據學院
人物經歷,研究方向,主講課程,學術成果,
人物經歷
教育背景
2012 | University of Science and Technology of China | Bachelor degree in Mathematics |
2016 | The Chinese University of Hong Kong | PhD degree |
研究方向
Continuous optimization, Optimization methods for large scale problems and their applications in machine learning and signal processing, Mixed integer programming, Portfolio selection optimization
主講課程
DATA620008: Optimization Theory and Methods
DATA130026: Numerical Optimization
學術成果
Journal Articles
Rujun Jiang and Duan Li. Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming. Journal of Global Optimization (2019).
Rujun Jiang and Duan Li. Novel reformulations and efficient algorithm for the generalized trust region subproblem. SIAM Journal on Optimization 29.2 (2019): 1603-1633.
Baiyi Wu, Duan Li and Rujun Jiang. Quadratic Convex Reformulation for Quadratic Programming with Linear On-Off Constraints. European Journal of Operational Research
Xueting Cui, Xiaoling Sun, Shushang Zhu, Rujun Jiang, and Duan Li. Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method. INFORMS Journal on Computing (2018) 30(3): 454-471.
Rujun Jiang, Duan Li and Baiyi Wu. SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices. Mathematical Programming (2018) 169(2): 531-563.
Baiyi Wu and Rujun Jiang. Quadratic Convex Reformulations for Integer and Mixed-Integer Quadratic Programs. Optimization and Control for Systems in the Big-Data Era. Springer, Cham, 2017. 43-58.
Rujun Jiang and Duan Li. Simultaneous diagonalization of matrices and its applications in quadratically constrained quadratic programming. SIAM Journal on Optimization (2016) 26(3): 1649-1668.
Conference Articles
Rujun Jiang, Huikang Liu and Anthony Man-Cho So. LPA-SD: An Efficient First-Order Method for Single-Group Multicast Beamforming. To appear in the Proceedings of the 19th IEEE International Workshop on Signal Processing Advances in Wireless Communications (SPAWC 2018), 2018.
