报告题目：Stochastic Second-Order-ConeComplementarity Problems: Deterministic Formulations andApplications 

报告人：张进

时间：2017年04月25日晚上7：00

地点：汇贤楼122教室

主办单位：十大网投正规信誉官网

摘要：We consider a class of stochasticsecond-order-cone complementarity problems (SSOCCP), which are generalizationsof the noticeable stochastic complementarity problems and can be regarded asthe Karush-Kuhn-Tucker conditions of some stochastic second-order-coneprogramming problems. Due to the existence of random variables, the SSOCCP maynot have a common solution for almost every realization. In this paper,motivated by the works on stochastic complementarity problems, we present adeterministic formulation called the expected residual minimization (ERM)formulation for SSOCCP. We present an approximation method based on the MonteCarlo approximation techniques and investigate some properties related toexistence of solutions of the ERM formulation. Furthermore, we experiment somepractical applications, which include a stochastic optimal power flow problemin radial network.

个人简介：

Research Assistant Professor

AcademicQualications: 

2014/12: Ph.D in AppliedMathematics, University of Victoria, Victoria, Canada.

2010/01: M.Sc in OperationalResearch, Dalian University of Technology, China.

2007/07: B.Art in Journalism,Dalian University of Technology, China.

AcademicPositions:

2015/07 - present, researchassistant professor, Hong Kong Baptist University.

Research Areas:

Nonsmooth and nonconvexoptimization problems； Bilevel programming problem /Mathematical programs with equilibrium constraints

Honors andFellowship:

Ph.D fellowship awarded byChina Scholarship Council, 2010-2014.

Professional Activities:

Regular reviewer for majorjournals in Optimization

PublicationRecord:

10 peer-review journal paperspublished or in press, 10 journal papers under review or submitted.