一、个人简介
沈春根,男,博士,上海理工大学副教授。2010 年 3 月毕业于同济大学,获理学博士学位。2009 年访问美国阿贡国家实验室高级计算数学家 Sven Leyffer。曾主持一项国家自然科学青年基金项目,参与多项国家级项目和省部级项目。主要研究兴趣为非线性规划、矩阵优化、金融优化等。已在相关领域的重要期刊(如: SIOPT, SISC, SIMAX,COAP, EJOR等)发表数篇论文。
二、主要学习与工作经历
2016/1 – 现在,上海理工大学
2009/4 - 2009/8,美国阿贡国家实验室,访问学者
2005/3 - 2015/12,上海金融学院
2007/3 - 2010/5,同济大学,应用数学,理学博士
2002/9 - 2005/3,同济大学,运筹学与控制论,理学硕士
1998/9 - 2002/7,安徽师范大学,数学与应用数学,学士
三、主要科研工作与成绩
(1)主持科研项目情况:
2012/1 - 2014/12 国家自然科学基金青年项目 《关于大规模退化问题的滤子算法研究》
(2)近些年部分论文:
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.(“若琳奖”(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、主要社会学术团体兼职
美国《数学评论》评论员,上海市运筹学会第四届理事会理事
五、主要研究方向
非线性规划、矩阵优化、金融优化等
六、联系方式
通讯地址:上海市杨浦区军工路334号澳门十大娱乐平台正规 200093
Email: shenchungen@usst.edu.cn