Welcome to the homepage of Shuzhong Zhang
(张树中)

Department of Systems Engineering & Engineering Management
William M.W. Mong Engineering Building, Room 508
The Chinese University of Hong Kong
Shatin, New Territories
Hong Kong
Telephone: (852) 3943 8240
Telefax: (852) 2603 5505
Email: zhang "at" se "dot" cuhk "dot" edu "dot" hk
Full Curriculum Vitae
Note: From
January 2011 onward, I am on leave to:
College of Science and Engineering,
University of Minnesota;
the new official website is
here.
Contents
Education and Job History
Honorary Affiliations
Prizes and Awards
Research Interests
Membership and Services
Consulting
Courses
Recent Conference Organizations
RGC Research Grants
Recent Working Papers
Matlab Codes
Selected Publications
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 - ).
- Member of the Chair Professor Team, Tsinghua University (2009 - 2010).
- Adjunct Professor, Shanghai University of Finance and Economics (2009 -
2012).
- Adjunct Professor, Beijing University of Posts and Telecommunications
(2007 - ).
- Honorary Dean of School of Management, China University of Mining and
Technology (2003 - 2006).
- Adjunct Professor at School of Science, Shanghai University (1997 - ).
Prizes and Awards
- IEEE Signal Processing Society Best Paper Award, 2009. (Zhi-Quan Luo and
Shuzhong Zhang, Dynamic Spectrum Management: Complexity and Duality,
IEEE Journal of Selected Topics in Signal Processing, volume 2, pages 57 -
73, 2008).
- 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, volume
40, pages 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.
- Young Researcher Award, 2003 (HK$100,000). One recipient each faculty per
year.
- 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
Memberships and Services
Consulting
One of the three international advisors for
OptChina --- an Operations Research Consulting Company.
Websites of Recent Courses
- SEEM5740 / ECLT5930: Msc in
Systems Engineering & Engineering Management / Msc in E-commerce Technologies (2010).
- SEG5660: Conic Optimization and Applications (2010).
- SEG3470: Dynamic
Optimization and Applications (2010).
- SEG8104: Executive Msc in Logistics and Supply Chain Management (2010).
- SEG5120: Semidefinite Programming.
- SEG5520: Optimization I.
- SEG2440: Engineering Economics.
- SEG7570: Computational Finance.
Recent Conference Organizations
-
Special Workshop in
Honor of Prof. Paul Tseng: Large Scale Optimization: Analysis, Algorithm and
Applications, May 21, 2010, School of Management, Fudan University, Shanghai.
The workshop was to honor a great colleague and friend of ours, Professor Paul
Tseng, who went missing during a trip to Lijiang. Check the
group photo
of the workshop. The workshop was co-organized by Tom Luo and myself, with a lot
of help from our friends at Fudan University. The workshop was sponsored by:
- WINE2008 (Workshop on Internet and Network Economics)
December 17 - 20, 2008; School of Journalism, Fudan University, Shanghai. The
workshop was sponsored by:
- WOSP2007 (Workshop on Optimization
and Signal Processing) December 19 - 21, 2007; Lecture Theater, WMW Mong
Engineering Building, CUHK. Check the workshop webpage for the speakers, talks,
and slides. The workshop was sponsored by:
Hong Kong RGC Research Grants
- Principal Investigator, RGC Earmarked Grant (CUHK419409 ), Multivariate
Quartic Polynomial Optimization: Approximation Algorithms and Applications
(January 1, 2010 - December 31, 2012).
- Principal Investigator, RGC Earmarked Grant (CUHK419208), 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
- General Constrained Polynomial Optimization: an Approximation Approach, Technical Report SEEM2009-06, Department of Systems
Engineering & Engineering Management, The Chinese University of Hong Kong, 2009
(with Simai He and Zhening Li).
- Approximation Algorithms for Homogeneous Polynomial Optimization with
Quadratic Constraints, Technical Report SEEM2009-05, Department of Systems
Engineering & Engineering Management, The Chinese University of Hong Kong, 2009
(with Simai He and Zhening Li).
- Design of Optimized Codes for Radar Space-Time Adaptive Processing, Technical Report SEEM2009-04,
Department of Systems Engineering & Engineering Management, The Chinese
University of Hong Kong, 2009 (with Antonio De Maio, Silvio De Nicola, Yongwei
Huang, Daniel Palomar, and Alfonso Farina).
- Tight Bounds for Some Risk Measures, with Applications to Robust
Portfolio Selection, Technical Report SEEM2009-02, Department of Systems Engineering & Engineering
Management, The Chinese University of Hong Kong, 2009 (with Li Chen and Simai He).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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 ).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
- 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).
Matlab Codes
- My former Ph.D. student, Dr. Yongwei Huang, had written a few
Matlab codes
for computing the rank-one
matrix decompositions for Hermitian positive semidefinite matrices, with
desirable properties. The background of the matrix decomposition approach
can be found in the following papers:
- J.F. Sturm and S.
Zhang. On cones of nonnegative quadratic functions. Mathematics
of Operations Research, Vol. 28, pp 246 - 267, 2003.
- Y. Huang and S. Zhang.
Complex matrix decomposition and quadratic programming.
Mathematics of Operations Research, Vol. 32, 758 - 768, 2007.
- W. Ai and S. Zhang. Strong
duality for the CDT subproblem: a necessary and sufficient
condition. SIAM
Journal on Optimization,
Vol. 19, 1735 - 1756,
2009.
- W. Ai, Y. Huang, and S.
Zhang.
New results on Hermitian matrix rank-one decomposition. To
appear in Mathematical Programming.
- My current Ph.D. student, Mr. Zhening Li, has written some Matlab codes
for approximately solving polynomial optimization models (with guaranteed
approximation ratios), based on our recent working
paper Approximation Algorithms for Homogeneous Polynomial Optimization with
Quadratic Constraints
(Simai He, Zhening Li and Shuzhong Zhang). Find Readme
here. To run the programs, you first need to install the
cvx of Michael
Grant and Stephen Boyd. Then, you should download all the Matlab programs
shown below. At the beginginning of each Matlab program, you will find a
brief explanation. Specifically, the programs are as as follows:





- The function
cubic computes the following function
value:

where
- The function quartic computes
the following function value:

where
- The function sym_cubic makes
a general third order tensor of size n cubic be super-symmetric, by
taking average of the components with a same set of indices.
- The function sym_quartic
makes a general fourth order tensor of size n quartic be
super-symmetric, by taking average of the components with a same set
of indices.
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, 55 (1), 148 - 163, 2009.
- 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.
Return to Department of Systems Engineering,
The Chinese University of Hong Kong.