Venue: From Linear Programming to Matrix Programming: A Paradigm Shift in Optimization

Speaker: SUN Defeng, Department of Mathematics and Risk Management Institute, National  University of Singapore

Time: 16 December 2011,16:00-17:00

Location: Room 401, Sir Run Run Shaw Business Adminisration Building, Yuquan Campus

Biography:

Sun Defeng is Professor at Department of Mathematics and Deputy Director (Research) at Risk Management Institute, National University of Singapore. He received his PhD in Operations Research and Control Theory from the Institute of Applied Mathematics, Chinese Academy of Sciences, China in 1995. He completed his post-doctoral training at the University of New South Wales, Australia. His research interests are mainly on developing fundamental theory and efficient algorithms for   general continuous optimization problems with side interest in financial risk management. He currently serves as editor-in-chief to The Asia-Pacific Journal of Operational Research and associate editor to Mathematical Programming and SIAM Journal on Optimization.