姓名:江波
最后学位:
职称:教授
公共职务:
导师岗位:博导
办公室:611
电话:65900131
Email:jiang.bo@mail.shufe.edu.cn
个人简介

江波,博士,betvictot官网教授,于2013年在美国明尼苏达大学工业与系统工程系获得博士学位,导师张树中教授。主要研究领域包括优化理论,收益管理,组合投资优化,信号处理等。在运筹优化的国际一流杂志Operations Research, Mathematics of Operations Research, Mathematical Programming, SIAM Journal on Optimizatoin等发表过多篇论文。现为美国数学会旗下 mathmatical reviews 的评论员, 担任过Management Science, Mathematics of Operations Research, SIAM Journal on Optimization等著名期刊的匿名审稿人。曾在美国对冲基金公司WhiteboxAdvisors(该基金旗下管理资产约45亿美元)担任暑期研究员,从事鲁棒组合投资的研究工作。近期的主要研究课题为多维数据(张量)优化的理论和实际应用。

教授课程

非线性最优化算法与大数据

随机过程与动态规划

博弈论

高级运筹学

最优化理论

优化理论与算法

管理学前沿与科学方法论

科研项目

1.国家自然科学原创探索计划项目,大规模优化算法的理论与应用,2021-012023-12300万元,在研,参与(排名2/10)

2.betvictot官网青年创新团队项目,基于大数据的收益管理模型及方法的研究,2020-01至2024-12,100万元,在研,主持


3.国家自然科学基金重点项目,大数据驱动的优化建模与高效算法,2019-012023-12250万元,在研,参与(排名4/10)

4.  国家自然科学基金面上项目,非负共轭多项式:张量表达,最优化算法及应用,2018-012021-1248万元,在研,主持

5.  国家自然科学基金面上项目,压缩感知和稀疏优化中的非凸优化算法设计,2015-012018-1260万元,已结题,参与

6.  国家自然科学基金青年项目, 低秩张量优化问题的模型、算法及应用,2015-012017-1222万元,结题,主持


教育背景

·  2011/03-2013/09, 美国明尼苏达大学(University of Minnesota),工业与系统工程系,博士, 导师: 张树中 教授

·  2008/08-2011/02, 香港中文大学,系统工程与工业工程系,攻读博士课程, 导师: 张树中 教授

·  2005/09-2008/07, 复旦大学,管理科学系,硕士, 导师: 黄学祥 教授

·  2001/09-2005/07, 华东师范大学,数学系,学士

发表论文

  • A. Aubry, A. De Maio, B. Jiang, and S. Zhang, Ambiguity Function Shaping for     Cognitive Radar Via Complex Quartic Optimization, IEEE Transactions on Signal Processing, 61, 5603-5619, 2013.


  • B. Jiang, S. He, Z. Li, and S.     Zhang, Moments Tensors, Hilbert's Identity, and k-wise Uncorrelated Random     Variables, Mathematics of     Operations Research, 39(3), 775-788, 2014.


  • B. Jiang, Z. Li, and S. Zhang, Approximation     Methods for Complex Polynomial Optimization, Computational Optimization and Applications, 59, 219-248, 2014.


  • S. He, B.     Jiang, Z. Li, and S. Zhang, Probability Bounds for Polynomial     Functions in Random Variables, Mathematics     of Operations Research, 39(3), 889-907, 2014.


  • B. Jiang, S. Ma, and S. Zhang,     Alternating Direction Method of Multipliers for Real and Complex     Polynomial Optimization Models, Optimization,63(6), 883-898,2014.


  • B. Jiang, S. Ma, and S. Zhang,     Tensor Principal Component Analysis via Convex Optimization, Mathematical Programming, 150,     423-457, 2015.


  • X. Gao, B.     Jiang*, and S. Tao, Recovering Low-Rank Tensors with Applications in Tensor     Completion, Pacific Journal of Optimization,     11(2), 385-402, 2015.


  • B. Jiang, Z. Li, and S.     Zhang, Characterizing Real-Valued Multivariate Complex Polynomials and     Their Symmetric Tensor Representations, SIAM Journal on Matrix Analysis and Applications, 37(1),     381-408, 2016.


  • J. Hu, B.     Jiang, X. Liu and Z. Wen, A Note on Semidefinite Programming     Relaxations for Polynomial Optimization over A Single Sphere, Science China Mathematics, 59, 1543-1560,     2016.


  • B. Jiang, S. Ma, M. P. Hardin, L. Qiao, J. Causey, I. Bitts, D.     Johnson, S. Zhang* and X. Huang*, SparRec: An effective matrix completion     framework of missing data imputation for GWAS,Scientific Reports, 6, 35534, 2016.


  • B. Jiang, Z. Li, and S. Zhang, On     Cones of Nonnegative Quartic Forms, Foundations     of Computational Mathematics, 17(1), 161-197, 2017.

  • B. Jiang*, F. Yang and S.     Zhang, Tensor and Its Tucker Core: The Invariance Relationships, Numerical Linear Algebra with Applications, 24(3), e2086, 2017.

  • T. Fu, B. Jiang*, and Z.     Li, Approximation algorithms for optimization of real-valued general     conjugate complex forms, Journal of Global     Optimization, 70, 99–130, 2018.


  • X. Gao, B. Jiang*, and S.     Zhang, On the Information-Adaptive Variants of the ADMM: an Iteration     Complexity Perspective, Journal of Scientific     Computing, 76, 327–363, 2018.


  • B. Jiang, S. Ma, and S. Zhang, Low-M-RankTensor Completion and Robust Tensor PCA, IEEEJournal of Selected Topics in SignalProcessing, 12(6), 1390-1404, 2018.


  • B. Jiang*, T. Lin, S. Ma and S. Zhang, StructuredNonconvex andNonsmooth Optimization: Algorithms and Iteration ComplexityAnalysis, Computational Optimization andApplications, 72, 115–157, 2019.


  • D. Ge, L. Hu, B. Jiang,G. Su and X. Wu, Intelligent Site Selection for Bricks-and-Mortar Stores, ModernSupply Chain Research andApplications, 1(1), 88-102, 2019.


  • X. Zhu, Q. Chang, and B. Jiang, Introduction to High-Order Optimization Methods, OR Transactions, 23 (3): 63-76,     2019 (Chinese).


  • B. Jiang, T. Lin, and S.     Zhang, A Unified Adaptive Tensor Approximation Scheme to Accelerate     Composite Convex Optimization, SIAM     Journal on Optimization, 30(4), 2897-2926, 2020.


  • Q. Deng, J. Gao, D. Ge, S. He, B. Jiang, X. Li, Z. Wang, C. Yang, and     Y. Ye, A Survey onModern     Optimization Theory and Applications,     Science China Mathematics, 50(7), 899-968, 2020 (Chinese).


  • X. Chen, S. He, B. Jiang, C. Ryan and T. Zhang, The discrete moment problem with nonconvex shape constraints, Operations Research, 23 (3): 63-76,     2021.

  • B. Jiang, H. Wang, and S. Zhang, An Optimal High-Order Tensor     Method for Convex Optimization, Mathematics     of Operations Research, publishedonline,  https://doi.org/10.1287/moor.2020.1103, 2021.



荣誉奖励

betvictot官网学术新人奖;

中国运筹学会青年科技奖;

上海市青年拔尖人才;

上海市高校特聘教授(东方学者);

上海市科学技术奖自然科学奖二等奖 (排名:2/2);