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姓名 Baiyi WU 行政职务
系别 应用数学系 职称
办公电话 E-mail baiyiwu (a-t) outlook (d-o-t) com
  • 个人简介
  • 科研成果
  • 所获荣誉
  • 教授课程
  •       Baiyi Wu received his bachelor and Ph.D. degrees in systems engineering and engineering management from the Chinese University of Hong Kong in 2009 and 2014, respectively. From 2014 to 2016, he was a post-doctoral research fellow in the Department of Systems Engineering and Engineering Management of the Chinese University of Hong Kong. He joined the Department of Applied Mathematics in the Finance School of the Guandong University of Foreign Studies in July 2016. His research interests include optimization, financial engineering and operations research.      

       

  • (1) Xiaojin Zheng, Baiyi Wu(*), and Xueting Cui
    "Cell-and-Bound Algorithm for Chance Constrained Programs with Discrete
    Distributions."
    European Journal of Operational Research (2017): 260(2), 421-431.

    (2) Yong Hsia, Baiyi Wu, and Duan Li(*).
    "New Reformulations for Probabilistically Constrained Quadratic Programs." European Journal of Operational Research 233.3 (2014): 550-556.

    (3) Baiyi Wu, Xiaoling Sun, Duan Li, and Xiaojin Zheng. 

    " Quadratic Convex Reformulations for Semi-Continuous Quadratic Programming."

    SIAM Journal on Optimization. 27.3 (2017): 1531-1553. 

    (4) Rujun Jiang, Duan Li and Baiyi Wu*) 

    "SOCP Reformulation for Generalized Trust Region Subproblem via a Canonical

    Form of Two Symmetric Matrices."

    Mathematical Programming. 1.2 (2017): 1-33.

    (5) Baiyi Wu and Rujun Jiang. 

    “Quadratic Convex Reformulations for Integer and Mixed-Integer Quadratic Programs”

    Optimization and Control for Systems in the Big-Data Era: Theory and Applications (Springer International Publishing, 2017)

  • 2016 Fall: Calculus I, MATLAB and Mathematical Experiments
    2017 Spring: Financial Engineering, Asset Pricing

基地地址:中国广州市番禺区小谷围广州大学城广东外语外贸大学院系办公楼四楼 510006 (南校区)       电话:020-37105380