的个人主页 http://faculty.dlut.edu.cn/1992011039/en/index.htm
张立卫,分别于1989年7月,1992年7月,1998年7月在开云平台首页
应用数学系获得理学学士学位,运筹学与控制论专业硕士学位,计算数学博士学位,研究生导师是夏尊铨教授。1992年硕士毕业后在开云平台首页
应用数学系工作至今,他1995年被评为副教授,1999年被评为教授,2002年被评为运筹学与控制论专业博士生导师,2005年被评为金融数学与保险精算专业博士生导师。他现在是开云平台首页
数学科学学院的教授,博士生导师。
张立卫目前的研究兴趣是“随机优化”,“矩阵优化”,“变分分析”和“均衡优化”,在这些方向上发表SCI检索论文120多篇,其中有十多篇论文发表在运筹学、管理科学和计算数学的顶级期刊上,这些期刊包括Operations Research, Mathematical Programming, SIAM Journal on Optimization, Mathematics of Operations Research, INFORMS Journal on Computing, Mathematics of Computation,等等。他目前主持国家重点研发计划课题一项,主持国家自然科学基金面上项目一项,完成两项国家自然科学基金重点项目子课题,完成国家自然科学基金面上项目4项。他目前是SCI期刊《APJOR》的编委和中国运筹学会会刊《运筹学学报》的编委,他担任中国运筹学会常务理事、中国运筹学会数学规划分会副理事长、中国运筹学会金融工程与金融风险分会副理事长、国家自然基金委数理学部会评专家。2020年获得中国运筹学会科学技术奖运筹研究奖。
Top期刊论文
Y. H. Dai and L. W. Zhang, The augmented Lagrangian method can approximately
solve convex optimization with least constraint violation,Mathematical Programming (2023)200:633-667.
S. Y. Guo, H.F. Xu and L. W. Zhang,Statistical robustness of empirical risks in machine learning, Journal of Machine Learning Research(2023)24:1-38.
Liwei Zhang, Yule Zhang, Jia Wu and Xiantao Xiao, Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm, INFORMS Journal on Computing,2022,34(6),2989-3006.
Liwei Zhang,Yule Zhang, Xiantao Xiao and Jia Wu, Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming,Mathematics of Operations Research,2023,48(1):177-193.
Shaoya Guo, Huifu Xu and LiweiZhang, Eixtence and approximation of continuous Bayesian Nash equilibria in games with continuous type and action spaces, SIAM J. Opti., 2021, 31(4):2481-2507.
Ning Zhang, Jia Wu and Liwei Zhang, A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications, Mathematics of Computation, 2020, 89( 324), 2020, 1867-1894.
Deren Han, Defeng Sun and Liwei Zhang, Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Programming, Mathematics of Operations Research,2018,43(2):622-637.
Jie Zhang, Huifu Xu and Liwei Zhang, Probability approximation schemes for stochastic programs with distributionally robust second order dominance constraints, Mathematical Programming, 2017, 165: 433-470.
Chao Ding, Defeng Sun, and Liwei Zhang, Characterization of the robust isolated calmness for a class of conic programming problems, SIAM Journal on Optimization, 27(1)(2017):67-90.
Guo, Shaoyan; Xu, Huifu; Zhang, Liwei; Convergence analysis for mathematical programs with distributionally robust chance constraint. SIAM J. Optim. 27 (2017), no. 2, 784-816.
Jie Zhang, Huifu Xu, Liwei Zhang, Quantitative stability analysis for distributionally robust optimization with moment constraints, SIAM Journal on Optimization, 26(3)(2016): 1855-1882.
M.W. Xu, J,J, Ye and L.W. Zhang, Smoothing SQP methods for solving degenerate nonsmooth constrained optimization problems with applications to bilevel Programs, SIAM Journal on Optimization, 25(3)(2015):1388-1410.
Yi Zhang, Liwei Zhang, Jia Wu and Jianzhong Zhang, A perturbation approach for an inverse quadratic programming problem over second-order cones, Math. Comp. ,84 (2015): 209-236.
L.J. Hong, Z. Hu, L. Zhang, Conditional value-at-risk approximation to value-at-risk constrained programs: A remedy via Monte Carlo, INFORMS Journal on Computing, 26(2) (2014):385-400.
Jeff Hong, Yi Yang and Liwei Zhang, Sequential convex approximations to joint chance constrained programs: a Monte Carlo approach, Operations Research, 59:3(2011): 617-630.
Defeng Sun, Jie Sun, Liwei Zhang, The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming, Mathematical Programming, 114 (2008): 349-391.
科学出版社出版的书籍
1 戴彧虹,张立卫,最小约束违背优化,科学出版社,2023
2 张立卫,王嘉妮,非线性优化理论引论, 科学出版社,2022.
3 张立卫,殷子然, 最优化问题的稳定性分析,科学出版社,2020.
4 张立卫,吴佳,张艺,变分分析与优化,科学出版社,2013.
5 张立卫,锥约束优化基础:最优性理论与增广Lagrange方法, 科学出版社,2010.
6 张立卫,单锋,最优化方法,科学出版社, 2010.
7 张立卫译,"J. F. Bonnans, A. Shapiro著, 最优化问题的扰动分析", 科学出版社,2008.
开云平台首页  数学  博士
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开云平台首页 教授
开云平台首页 副教授
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副理事长(中国运筹学会金融工程与金融风险管理分会)
副理事长(中国运筹学会数学规划分会)
常务理事(中国运筹学会)