基本信息

邓智斌  男    经济与管理学院
电子邮件: zhibindeng@ucas.edu.cn
通信地址: 北京市海淀区南一条3号教学楼N509
邮政编码: 100190

研究领域

运筹学; 数学优化;金融优化与模拟;量化投资

招生信息

   
招生专业
120100-管理科学与工程
025100-金融
070105-运筹学与控制论
招生方向
运筹学
量化投资

教育背景

2009-09--2013-12   美国北卡罗莱州立大学   研究生博士学位
2007-09--2009-07   清华大学数学科学系   研究生硕士学位
2003-08--2007-06   清华大学数学科学系   本科学士
学历
研究生

学位
工学博士

工作经历

   
工作简历
2020-11~现在, 中国科学院大学, 长聘助理教授
2017-12~2020-11,中国科学院大学经济与管理学院, 副教授
2014-04~2017-11,中国科学院大学经济与管理学院, 讲师

教授课程

金融中的优化与模拟方法
食品供应链管理
金融工程
管理科学方法论与工具应用
运筹学
金融运筹学
金融优化与模拟

专利与奖励

   
奖励信息
(1) 最佳论文奖, 特等奖, 其他, 2017

出版信息

   
发表论文
[1] Lu, Cheng, Deng, Zhibin. A branch-and-bound algorithm for solving max-k-cut problem. JOURNAL OF GLOBAL OPTIMIZATION. 2021, https://www.webofscience.com/wos/woscc/full-record/WOS:000616945200001.
[2] Deng, Zhibin, Lu, Cheng, Tian, Ye, Luo, Jian. Globally solving extended trust region subproblems with two intersecting cuts. OPTIMIZATION LETTERS[J]. 2020, 14(7): 1855-1867, https://www.webofscience.com/wos/woscc/full-record/WOS:000569131200015.
[3] Zhou, Jing, Deng, Zhibin. A LOW-DIMENSIONAL SDP RELAXATION BASED SPATIAL BRANCH AND BOUND METHOD FOR NONCONVEX QUADRATIC PROGRAMS. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION[J]. 2020, 16(5): 2087-2102, https://www.webofscience.com/wos/woscc/full-record/WOS:000558623000002.
[4] Lu, Cheng, Deng, Zhibin, Fang, ShuCherng, Jin, Qingwei, Xing, Wenxun. Fast computation of global solutions to the single-period unit commitment problem. JOURNAL OF COMBINATORIAL OPTIMIZATION. 2019, https://www.webofscience.com/wos/woscc/full-record/WOS:000499411800001.
[5] Lu, Cheng, Deng, Zhibin, Zhou, Jing, Guo, Xiaoling. A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming. JOURNAL OF GLOBAL OPTIMIZATION[J]. 2019, 73(2): 371-388, [6] Tian, Ye, Deng, Zhibin, Luo, Jian, Li, Yueqing. An intuitionistic fuzzy set based (SVM)-V-3 model for binary classification with mislabeled information. FUZZY OPTIMIZATION AND DECISION MAKING[J]. 2018, 17(4): 475-494, https://www.webofscience.com/wos/woscc/full-record/WOS:000450663500006.
[7] Lu, Cheng, Deng, Zhibin. DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs. OPTIMIZATION LETTERS[J]. 2018, 12(5): 985-996, https://www.webofscience.com/wos/woscc/full-record/WOS:000436825400005.
[8] Deng, ZhiBin, Tian, Ye, Lu, Cheng, Xing, WenXun. GLOBALLY SOLVING QUADRATIC PROGRAMS WITH CONVEX OBJECTIVE AND COMPLEMENTARITY CONSTRAINTS VIA COMPLETELY POSITIVE PROGRAMMING. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION[J]. 2018, 14(2): 625-636, [9] Lu, Cheng, Deng, Zhibin, Zhang, WeiQiang, Fang, ShuCherng. Argument division based branch-and-bound algorithm for unit-modulus constrained complex quadratic programming. JOURNAL OF GLOBAL OPTIMIZATION[J]. 2018, 70(1): 171-187, https://www.webofscience.com/wos/woscc/full-record/WOS:000419940800009.
[10] Deng, Zhibin, Fang, ShuCherng, Lu, Cheng, Guo, Xiaoling. A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems. OPTIMIZATION[J]. 2018, 67(2): 359-375, https://www.webofscience.com/wos/woscc/full-record/WOS:000429618600009.
[11] Lu, Cheng, Deng, Zhibin, Jin, Qingwei. An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints. JOURNAL OF GLOBAL OPTIMIZATION[J]. 2017, 67(3): 475-493, https://www.webofscience.com/wos/woscc/full-record/WOS:000394265100002.
[12] Luo, Jian, Fang, ShuCherng, Deng, Zhibin, Guo, Xiaoling. Soft Quadratic Surface Support Vector Machine for Binary Classification. ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH[J]. 2016, 33(6): https://www.webofscience.com/wos/woscc/full-record/WOS:000390678800004.
[13] Nie, Tiantian, Fang, ShuCherng, Deng, Zhibin, Lavery, John E. On linear conic relaxation of discrete quadratic programs. OPTIMIZATION METHODS & SOFTWARE[J]. 2016, 31(4): 737-754, https://www.webofscience.com/wos/woscc/full-record/WOS:000377145400005.
[14] Tian, Ye, Fang, Shucherng, Deng, Zhibin, Jin, Qingwei. CARDINALITY CONSTRAINED PORTFOLIO SELECTION PROBLEM: A COMPLETELY POSITIVE PROGRAMMING APPROACH. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION[J]. 2016, 12(3): 1041-1056, https://www.webofscience.com/wos/woscc/full-record/WOS:000372722200014.
[15] Li, Xingmei, Huang, YaoHuei, Fang, ShuCherng, Deng, Zhibin. REFORMULATIONS FOR PROJECT PORTFOLIO SELECTION PROBLEM CONSIDERING INTERDEPENDENCE AND CARDINALITY. PACIFIC JOURNAL OF OPTIMIZATION[J]. 2016, 12(2): 355-366, https://www.webofscience.com/wos/woscc/full-record/WOS:000376419300009.
[16] Li, Xingmei, Fang, ShuCherng, Guo, Xiaoling, Deng, Zhibin, Qi, Jianxun. An extended model for project portfolio selection with project divisibility and interdependency. JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING[J]. 2016, 25(1): 119-138, http://lib.cqvip.com/Qikan/Article/Detail?id=668261832.
[17] Tian, Ye, Jin, Qingwei, Deng, Zhibin. QUADRATIC OPTIMIZATION OVER A POLYHEDRAL CONE. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION[J]. 2016, 12(1): 269-283, https://www.webofscience.com/wos/woscc/full-record/WOS:000358690700015.
[18] Luo, Jian, Fang, ShuCherng, Bai, Yanqin, Deng, Zhibin. FUZZY QUADRATIC SURFACE SUPPORT VECTOR MACHINE BASED ON FISHER DISCRIMINANT ANALYSIS. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION[J]. 2016, 12(1): 357-373, http://www.corc.org.cn/handle/1471x/2235302.
[19] Xingmei Li, Shu-Cherng Fang, Xiaoling Guo, Zhibin Deng, Jianxun Qi. AN EXTENDED MODEL FOR PROJECT PORTFOLIO SELECTION WITH PROJECT DIVISIBILITY AND INTERDEPENDENCY. 系统科学与系统工程学报:英文版. 2016, 119-138, http://lib.cqvip.com/Qikan/Article/Detail?id=668261832.
[20] Deng, Zhibin, Fang, ShuCherng, Jin, Qingwei, Lu, Cheng. Conic approximation to nonconvex quadratic programming with convex quadratic constraints. JOURNAL OF GLOBAL OPTIMIZATION[J]. 2015, 61(3): 459-478, https://www.webofscience.com/wos/woscc/full-record/WOS:000349888800003.
[21] Zhou, Jing, Deng, Zhibin, Fang, ShuCherng, Xing, Wenxun. DETECTION OF A COPOSITIVE MATRIX OVER A P-TH ORDER CONE. PACIFIC JOURNAL OF OPTIMIZATION[J]. 2014, 10(3): 593-611, https://www.webofscience.com/wos/woscc/full-record/WOS:000340020900011.
[22] Deng, Zhibin, Bai, Yanqin, Fang, ShuCherng, Tian, Ye, Xing, Wenxun. A branch-and-cut approach to portfolio selection with marginal risk control in a linear conic programming framework. JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING[J]. 2013, 22(4): 385-400, http://www.corc.org.cn/handle/1471x/2289448.

科研活动

   
科研项目
( 1 ) 0-1二次约束二次优化问题的非凸二次松弛, 主持, 国家级, 2016-01--2018-12
( 2 ) 校所合作项目, 主持, 部委级, 2016-11--2019-03
( 3 ) 非凸0-1二次规划的非线性方法, 主持, 部委级, 2016-01--2019-03
( 4 ) 基于0-1二次优化的复杂网络关键节点挖掘问题, 主持, 部委级, 2019-01--2021-12