一、個人簡介
沈春根,男,博士,上海理工大學副教授。2010 年 3 月畢業於同濟大學,獲理學博士學位。2009 年訪問美國阿貢國家實驗室高級計算數學家 Sven Leyffer。曾主持一項國家自然科學青年基金項目,參與多項國家級項目和省部級項目。主要研究興趣為非線性規劃、矩陣優化、金融優化等。已在相關領域的重要期刊(如: SIOPT, SISC, SIMAX,COAP, EJOR等)發表數篇論文。
二、主要學習與工作經歷
2016/1 – 現在,上海理工大學
2009/4 - 2009/8,美國阿貢國家實驗室,訪問學者
2005/3 - 2015/12,上海金融必一
2007/3 - 2010/5,同濟大學,應用數學,理學博士
2002/9 - 2005/3,同濟大學,運籌學與控製論,理學碩士
1998/9 - 2002/7,安徽師範大學,數學與應用數學,學士
三、主要科研工作與成績
(1)主持科研項目情況:
2012/1 - 2014/12 國家自然科學基金青年項目 《關於大規模退化問題的濾子算法研究》
(2)近些年部分論文:
L-H. Zhang, C. Shen. A nested Lanczos method for the trust-region subproblem, SIAM J. Sci. Comput., 40(4):A2005-A2032, 2018.
L-H. Zhang, C. Shen, W.H. Yang, and J.J. Judice. A Lanczos method for large-scale extreme Lorentz eigenvalue problems, SIAM J. Matrix Anal. & Appl., 39(2):611-631, 2018.
L-H. Zhang, C. Shen, and R-C. Li. On the generalized Lanczos trust-region method, SIAM J. Optim., 27(3):2110-2142, 2017.(“若琳獎”(Distinguished Paper Award) of 2018 ICCM Best Paper Award)
C. Shen, L-H. Zhang, and W.H. Yang. A filter active-set algorithm for ball/sphere constrained optimization problem, SIAM J. Optim. 26(3):1429-1464, 2016.
C. Shen, L-H. Zhang, and W. Liu. A stabilized filter SQP algorithm for nonlinear programming, Journal of Global Optimization, 65:677-708, 2016.
L-H. Zhang, W.H. Yang, C. Shen, and R-C. Li. A Krylov subspace method for large-scale second-Order cone linear complementarity problem, SIAM J. Sci. Comput. 37(4):A2046-A2075, 2015.
C. Shen, L.-H Zhang, B. Wang and W.Q. Shao, Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization, Computational Optimization and Applications, 59(3):435-473, 2014.
W. Liu, C. Shen, X. Zhu and D. Pu. An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality constrained optimization. Optimization Methods and Software, 29(6):1238-1260, 2014.
W. Xue, C. Shen and W. Shao. Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions. Linear Algebra and its Applications, 438(13):4654-4671, 2013.
C. Shen, S. Leyffer and R. Fletcher. A nonmonotone filter method for nonlinear optimization. Computational Optimization and Applications, 52:583-607, 2012. (COAP 2012 Best Paper Award)
C. Shen, W. Xue and D. Pu, An infeasible SSLE filter algorithm for general constrained optimization without strict complementarity, Asia-Pacific Journal of Operational Research, 28(3):361-399, 2011.
C. Shen, W. Xue and X.D. Chen, Global convergence of a robust filter SQP algorithm. European Journal of Operational Research,206(1):34-45, 2010.
四、主要社會學術團體兼職
美國《數學評論》評論員,上海市運籌學會第四屆理事會理事
五、主要研究方向
非線性規劃、矩陣優化、金融優化等
六、聯系方式
通訊地址:上海市楊浦區軍工路334號必一体育 200093
Email: shenchungen@usst.edu.cn