Welcome to Liqun's Homepage
Professor Liqun Qi
Department of Applied Mathematics
The
Hong Hom,
Office: HJ643
Tel: +852-27664591
e-mail: maqilq@polyu.edu.hk
B.S. (Computational Mathematics)
M.S. (Computer Sciences)
Ph.D. (Computer Sciences)
Analysis
Tensor Analysis for Multivariate Calculus
Optimization and Applications
Generalized
Mutivariate Polynomial Optimization with
Applications in Signal Processing
Supply Chain Network Models and
Manufacturing Network Flows
Variational Inequalities
Power Engineering Optimization
Computational Mathematics and Applications
Shape-Preserving Approximation with Applications in Option Price
Systems of Nonlinear Equations
Chief Investigator: Tsinghua
University Science Fund, 1985-1987
Chief Investigator: China
Science Fund, 1986-1987
Chief Investigator: ARC
(Australian Research Council) Grant, “The Analysis of Combinatorial and Nonsmooth Optimization and Optimal Control Problems and the
Development of Computational Methods”, (Womersley,
Qi, Murray and Jeykumar),
1990-1991
Chief Investigator: ARC
Grant, “Stochastic Programming”, (Qi),
1990-1992
Chief Investigator: ARC
Grant, “Computational Methods for Stochastic Programs with
Recourse”, (Qi), 1993
Chief Investigator: ARC
Grant, “Nonsmooth Equations and Nonsmooth Optimization”, (Qi
and Womersley), 1992-1995
Chief Investigator: ARC
Grant, “Stochastic Programs and Their Applications”, (Qi, Womersley and Tin-Loi), 1995-1997
Chief Investigator: ARC
Grant, “Nonsmooth Optimization”, (Qi and Womersley), 1996
Chief Investigator: ARC
Grant, “The Variational Inequality
Problem”, (Qi), 1996
Chief Investigator: ARC
Grant, “Singularity in Mathematical Programming”, (Qi, Womersley and Chen), 1997
Principal Investigator: Bilateral
Science & Technology Collaboration Grant: “Superlinearly
and globally convergent algorithms for minimax
problem arising from engineering design”, (Qi),
1997
Chief Investigator: ARC
Grant, “Generalized Newton Methods in Optimization”, (Qi and Womersley), 1997-1999
Chief Investigator: ARC
Grant, “Smoothing and Accelerating Methods for Nonmonotone
and Nondifferentiable Problems”, (Qi, Chen and Fukushima), 1998
Chief Investigator: ARC
Grant, “SQP and QP-free Algorithms for Nonlinear Programming”, (Qi and Womersley), 1998-2000
Chief Investigator: ARC
Grant, “Smoothing and Non-Interior Point Methods”, (Qi, Fukushima and Chen), 1999-2001
Chief Investigator: ARC
Grant, “Newton-type Methods for Semidefinite
Problems and Constrained Approximation”, (Qi, Womersley and Ye), 2000
Projector Leader: The Hong
Kong Polytechnic University Postdoctoral Fellowship Scheme, “Robust
Quadratic Programming Based Methods for Variational
Inequality Problems”, 2000-2002
Principal Investigator: RGC
(The Research Grant Council of Hong Kong) Grant, “Reformulation Methods
in Optimization”, 2000-2003
Chief Investigator: ARC
(Australian Research Council) Grant, “Generalized Newton Methods for
Constrained Approximation Problems and Sum of Norms”, 2001-2003
Projector Leader: The Hong
Kong Polytechnic University Postdoctoral Fellowship Scheme, “Newton-like
Methods and Trust Region Methods”, 2001-2003
Chief Investigator: ARC
(Australian Research Council) Discovery Grant, “Robust Reformulation
Methods”, 2002-2004
Principal Investigator: RGC
(The Research Grant Council of Hong Kong) Grant, “Robust Algorithms for
Constrained Nonlinear Programs”, 2001-2004
Principal Investigator: RGC
(The Research Grant Council of Hong Kong) Grant, “Semismooth
Newton Methods for Constrained Approximation Problems”, 2002-2005
Projector Leader: The Hong
Kong Polytechnic University Postdoctoral Fellowship Scheme, “Nonlinear
Optimization: Theory, Algorithms and Applications”, 2003-2005
Projector Leader: The Hong
Kong Polytechnic University Joint Supervision of PhD Student with Zhejiang University, “Generalized and Inverse Network
Flow Problems for Manufacturing Management Systems”, 2003-2004
Principal Investigator: RGC
(The Research Grant Council of Hong Kong) Grant, “Aggregate Reformulation
Methods with Applications”, 2003-2006
Principal Investigator: RGC (The Research Grant Council of
Chief Investigator: ARC Discovery Grant, “Constrained and
Stable Solutions of Nonlinear and Semismooth
Equations”, 2005-2007.
Projector Leader: The
Principal Investigator: RGC (The Research Grant Council of
The Mathematical Programming Society (1986-1987, 1993-)
Australian Mathematical Society
(1989-1992)
Editorial member, Journal of Applied Mathematics and
Computational Mathematics (Shanghai) (1985-1988)
Editorial member, Journal
of Tsinghua University (Natural Sciences) (1985-1987)
Editorial member, Journal
of Combinatorial Optimization (1995-)
Editorial member,
Computational Optimization and Applications (2003-)
Editorial member, ESAIM:
Control, Optimization and Calculus of Variations (2003-2005)
Editor, Pacific Journal of Optimization (2003-)
Editorial member, Journal of Industrial Management and
Optimization (2003-)
Guest editor for
Mathematical Programming Series B: Computational Nonsmooth
Optimization (1997)
Guest editor for Journal of
Computational and Applied Mathematics (2001)(2002)
Guest editor for
Computational Optimization and Application (2000)(2003)
Guest editor for Annals of
Operations Research (2001)
Guest editor for Journal of
Global Optimization (2003)(2005)
Championship of Mathematics Competition, Tsinghua
University, 1963
Vilas Fellowship, 1982
Knapp Meeting Travel
Fellowship, 1984
Andrew Mellon Postdoctoral
Fellowship, 1984-1985
CORE Research Fellowship,
1988-1989
Visiting Professor of Industrial
and Operations Engineering, University of Michigan, 1995
Visiting Professor of
Applied Mathematics, Hunan University, 1996-
Visiting Professor of
Mathematics, City University of Hong Kong, 1998
Adjunct Professor of
Applied Mathematics, Institute of Applied Mathematics, Chinese Academy of
Sciences, 1998-2000
Adjunct Professor of Mathematics, Tsinghua
University, 2001-2004
Research Professor of Mathematics,
Technology, 2001-2004
Visiting Professor of Mathematics, Zhongshan
University, 2001-2005
Adjunct Professor of Mathematics, Guangxi
University, 2002-2006
Adjunct Professor of Mathematics and Computer Sciences, Nanjing Normal University, 2003-2006
Visiting Professor of Mathematics, University of New South
Wales, 2003-2006
Visiting Professor of Mathematics,
Visiting Professor of Mathematics,
Adjunct Professor of Mathematics,
Associate Investigator, Australian Research Council Centre of
Excellence for the Mathematics and Statistics of Complex Systems, 2004
Visiting Professor of Mathematics,
Adjunct Professor of Mathematics,
Visiting Professor of Mathematics,
Adjunct Professor of Mathematics,
Plenary Speaker of Second International Symposium,
ISORA’96, Guilin, China, December, 1996
Plenary Speaker of The
International Conference on Nonlinear Analysis and Convex Analysis, Niigata,
Japan, July, 1998
Plenary Speaker of The
International Conference on Optimization and Numerical Algebra, Nanjing, China, September, 1999
Plenary Speaker of The
Mathematical Sciences Conference for the 90th Anniversary of Tsinghua University, Beijing, China, April, 2001
Plenary Speaker of The
International Conference on Optimization and Control, Tainan,
Taiwan, June, 2001
Plenary Speaker of The
International Conference on Nonlinear Analysis and Convex Analysis 2001, Hirosaki, Japan, July, 2001
Plenary Speaker of The 4th
International Symposium on Operations Research and Its Applications, Yichang-Chongqing, China, June, 2002
Plenary Speaker of The
Second Japanese-Sino Optimization Meeting, Kyoto, Japan, September, 2002
Plenary Speaker of The
Multi-Conference on Computational Engineering in System Applications (CESA
2003), Lille, France, July, 2003
Plenary speaker of The International Conference on Nonlinear
Analysis and Convex Analysis 2003, Tokyo, Japan, August, 2003
Keynote speaker of The China-Australia Workshop on Optimization:
Theory, Methods and Applications,
Plenary speaker of The Eighth International on Nonlinear
Functional Analysis and Applications, Masan, South
Korea, August, 2004
Keynote speaker of The Second Australia-China Workshop on
Optimization,
Foreign Member of the
ISI Most Highly Cited Scientist in 1981-1999:
www.isihighlycited.com
The President’s Awards for Excellent
Performance/Achievement 2003/2004, based upon Research and Scholarly
Activities, The Hong Kong Polytechnic University.
Member of the International Scientific
Committee of the Fifth International Conference on Stochastic Programming,
Member of the
International Scientific Committee of the Sixth International Conference on
Stochastic Programming,
Member of the Scientific Computing
Track Advisory Committee of the 1994, Symposium on Applied Computing,
Member of the
International Advisory Committee of the 15th International Symposium on
Mathematical Programming,
Member of the Scientific Computing
Track Advisory Committee of the 1995, Symposium on Applied Computing,
Member of the Scientific Computing
Track Advisory Committee of the 1996, Symposium on Applied Computing,
Member of the
International Advisory Committee of the 16th International Symposium on
Mathematical Programming,
Member of the Organization
Committee of the International Conference on Numerical Optimization and
Numerical Linear Algebra,
Member of
International Program Committee of the International Conference on Nonlinear
Analysis and Convex Analysis,
Conference Chair
of the International Conference on Nonlinear Programming and Variational Inequalities,
Co-Chair of the
Organizing Committee for the First Sino-Japan Optimization Meeting, Hong Kong,
2000.
Member of the Steering Committee
for the Sino-Japan Optimization Meeting (2000-).
Director of the
International Workshop on Optimization and Control with Applications,
General Co-Chair of the 5th
International Conference on Optimization: Techniques and Applications, Hong
Kong, 2001.
Director of the
Second International Conference on Optimization and Control with Applications,
Chairman of the International
Scientific Committee of the 6th International Conference on Optimization:
Techniques and Applications,
Director of the
Third International Conference on Optimization and Control with Applications, hongqing-Chengdu-Jiuzhaigou,
A. Books and Edited Volumns.
1.
Q.
Li, Z. Mo and L. Qi, Numerical Solutions of
Nonlinear Systems, Science Press, Shanghai, 1987, Second Print: 1992, Third
Print: 1997. (286 pages).
2.
D.Z.
Du, L. Qi and R.S. Womersley (editors), Recent Advances in nonsmooth Optimization, World Scientific,
3.
L. Qi, A. Ruszczy\'nski and R.S. Womersley (editors), Computational Nonsmooth
Optimization, Mathematical Programming Series B. 76, (North-Holland,
Amsterdam, 1997) (163 pages).
4.
M.
Fukushima and L. Qi (editors), Reformulation - Nonsmooth, Piecewise Smooth, Semismooth
and Smoothing Methods, Kluwer Academic Publisher,
Nowell, MA.
5.
M.
Fukushima and L. Qi (editors), Nonsmooth
and Smoothing Methods, Computational Optimization and Applications, Special
Issue, Kluwer Academic Publisher, Nowell,
MA.
6.
L. Qi and J. Zhang (editors), Nonlinear Programming and Variational Inequalities, Journal of Computational and
Applied Mathematics 129, Elsevier Science Publisher, Amsterdam, The
Netherlands, 2001. (208 pages).
7.
L. Qi, W. Sun and J. Zhang (editors), Optimization and
Numerical Algebra, Annals of Operations Research 103, Kluwer Academic Publisher, Nowell,
MA.
8.
L. Qi, X. Yang and J. Zhang (editors), The First Sino-Japan
Optimization Meeting, Journal of Computational and Applied Mathematics 146,
Elsevier Science Publisher, Amsterdam, The Netherlands, 2002. (177 pages).
9.
L. Qi (editor), A Tribute to Eljah
(Lucien) Polak, Computational Optimization and
Applications 25, Kluwer Academic Publisher, Nowell, MA.
10.
L. Qi, K.L. Teo and X. Yang
(editors), Optimization and Control, Journal of Global Optimization,
Special Issue, Kluwer Academic Publisher, Nowell, MA.
11.
X.
Yang, X. Yang and L. Qi (editors), A Special Issue Dedicated to Professor
Franco Giannessi on the Occasion of His 70th Birthday,
Journal of Industrial Management and Optimization 1, (Americal Institute of Mathematical
Sciences, Springfield, MO, USA, 2005). (148 pages).
12.
L. Qi, K.L. Teo and X. Yang
(editors), Optimization and Control with
Applications, (Springer,
13.
D.
Li, L. Qi and K.L. Teo
(editors), Optimization and Control:
Technology and Applications, Journal of Global Optimization 31, (Springer,
14.
M.
1.
Z.T.
Chi and L. Qi, “Convex functionals
of l-order”, Numerical Mathematics,
A Journal of Chinese Universities, 1 (1979) 112-119.
2.
Z.T.
Chi and L. Qi, “Some global inverse function
theorems”, Numerical Mathematics, A Journal of Chinese Universities, 1
(1979) 215-216.
3.
L.
Qi, “An improved Krawczyk-Moore
interval iteration method”, Numerical Mathematics, A Journal of
Chinese Universities, 2 (1980) 26-34.
4.
L.
Qi, “Solving systems of nonlinear algebraic
equations with exclusion
5.
L.
Qi, “Interval boxes of solutions of nonlinear
systems”, Computing, 27 (1981) 137-144.
6.
L.
Qi, “A note on the
7.
R.E.
Moore and L. Qi, “A successive interval test
for nonlinear systems”,
8.
L.
Qi, “Interval analysis”, Oper. Res. (
9.
L.
Qi, “Uniqueness of the maximal extension of a
monotone operator”, Nonlinear Analysis, 7 (1983) 325-332.
10.
L.
Qi, “Complete closedness
of maximal monotone operators”, Mathematics of Operations Research,8 (1983)
315-317.
11.
L.
Qi, “Some simple estimates for singular values
of a matrix”, Linear Algebra & Its Applications, 56
(1984) 105-119.
12.
L.
Qi, “
13.
L.
Qi, “Three pearls in mathematical
programming”, Nature Journal (
14.
L.
Qi and A. Yin, “A discussion note on: A new
numerical technique for computing surface elastic deformation caused by a given
normal pressure distribution”, ASME J. of Tribology,
107 (1985) 435.
15.
L.
Qi, “An alternating method for stochastic
linear programming with simple recourse”, Mathematical Programming
Study, 27 (1986) 182-190.
16.
L.
Qi, “The A-forest iteration method for the
stochastic generalized transportation problem”, Mathematics of
Operations Research, 12 (1987) 1-21.
17.
L.
Qi, “Total unimodularity
via directed subsets”, Advances in Mathematics, 16 (1987)
332.
18.
L.
Qi, “Odd submodularity
and discrete convexity”, Advances in Mathematics, 16 (1987) 427-429.
19.
L.
Qi, “Odd submodular
functions, Dilworth functions and discrete convex functions”, Mathematics
of Operations Research, 3 (1988) 435-446.
20.
L.
Qi, “Directed submodularity,
ditroids and directed submodular
flows”, Mathematical Programming, 42 (1988) 579-599.
21.
J.R.
Birge and L. Qi,
“Computing block-angular Karmarkar projections
with applications to stochastic programming”, Management Science , 34
(1988) 1472-1479.
22.
L.
Qi and X. Tu, “The
dual forest iteration method for the stochastic transportation problem”, Journal
of
23.
L.
Qi, “The maximal normal operator space and
integration of subdifferentials of nonconvex functions”, Nonlinear Analysis, 13
(1989) 1003-1011.
24.
L.
Qi, “Semismoothness
and decomposition of maximal normal operators”, Journal of
Mathematical Analysis & Applications, 146 (1990) 271-279.
25.
L.
Qi, “Quasidifferentials
and maximal normal operators”, Mathematical Programming,49 (1991)
263-271.
26.
J.V.
Burke and L. Qi, “Weak directional closedness and generalized subdifferentials”,
Journal of Mathematical Analysis & Applications, 159 (1991)
485-499.
27.
G.
Gwan and L. Qi, “On
facets of the three-index assignment polytope”, Australasian
Journal of Combinatorics , 6
(1992) 67-87.
28.
J.
Sun and L. Qi, “An interior point algorithm of iterations for C1-convex programming”,
Mathematical Programming, 57 (1992) 239-257.
29.
L.
Qi, “Convergence analysis of some algorithms
for solving nonsmooth equations”, Mathematics
of Operations Research, 18 (1993) 227-244.
30.
L.
Qi and J. Sun, “A nonsmooth
version of
31.
E.
Balas and L. Qi, “Linear-time separation
algorithms for the three-index assignment polytope”,
Discrete Applied Mathematics, 43 (1993) 1-12.
32.
J.S.
Pang and L. Qi, “Nonsmooth
equations: motivation and algorithms”, SIAM Journal on Optimization, 3
(1993) 443-465.
33.
J.R.
Birge and L. Qi, “Semiregularity and generalized subdifferentials
with applications to optimization”, Mathematics of Operations Research,
18 (1993) 982-1005.
34.
X.
Chen and L. Qi, “A parameterized
35.
L.
Qi, “Superlinearly
convergent approximate
36.
L.
Qi and H. Jiang, “On
the range sets of variational inequalities”, Journal
of Optimization Theory and Applications, 83 (1994) 565-585.
37.
L.
Qi and J. Sun, “A trust region algorithm for
minimization of locally Lipschitzian
functions”, Mathematical Programming , 66 (1994) 25-43.
38.
L.
Qi, “Trust region algorithms for solving nonsmooth equations”, SIAM Journal on
Optimization, 5 (1995) 219-230.
39.
L.
Qi and X. Chen, “A globally convergent
successive approximation method for severely nonsmooth
equations”, SIAM Journal on Control and Optimization, 33
(1995) 402-418.
40.
J.R.
Birge and L. Qi, “Subdifferentials in approximation for stochastic
programming”, SIAM Journal on Optimization, 5 (1995)
436-453.
41.
J.S.
Pang and L. Qi, “A globally convergent
42.
R.
Poliquin and L. Qi,
“Iteration functions in some nonsmooth
optimization algorithms”, Mathematics of Operations Research, 20
(1995) 479-496.
43.
J.R.
Birge and L. Qi,
“Continuous approximation schemes for solving stochastic programs”,
Annals of Operations Research, 56 (1995) 15-38.
44.
L.
Qi and R. Womersley,
“An SQP Algorithm for extended linear-quadratic problems in stochastic
programming”, Annals of Operations Research, 56 (1995)
251-285.
45.
X.
Chen, L. Qi, and R. Womersley,
“
46.
J.M.
Martinez and L. Qi, “Inexact Newton methods for
solving nonsmooth equations”, Journal of
Computational and Applied Mathematics, 60 (1995) 127-145.
47.
H.
Jiang and L. Qi,
“Local Uniqueness and convergence of iterative methods for nonsmooth variational
inequalities”, Journal of Mathematical Analysis & Applications,
196 (1995) 314-331.
48.
L.
Qi and W. Sun, “A class of iterative methods
for minimax problems”, Numerical Mathematics,
A Journal of Chinese Universities, Series B, 4 (1995)
237-239.
49.
J.L.
Nazareth and L. Qi, “Globalization of Newton's
method for solving nonlinear equations”, Journal of Numerical Algebra
with Applications, 3, (1996) 239-249.
50.
H.
Jiang and L. Qi, “Globally
and superlinearly convergent trust region algorithm
for convex SC1
minimization problems and its application to stochastic programs”, Journal
of Optimization Theory and Applications, 90 (1996) 649-670.
51.
Z.
Wei and L. Qi,
“Convergence analysis of a proximal
52.
M.
53.
L.
Qi and R.S. Womersley,
“On extreme singular values of matrix valued functions”, Journal
of Convex Analysis, 3 (1996) 153-166.
54.
F.
Tin-Loi, L. Qi, Z. Wei and R.S. Womersley,
“Stochastic ultimate load analysis: Models and solution method”, Numerical
Functional Analysis and Optimization, 17 (1996) 1029-1043.
55.
H.
Jiang and L. Qi, “A
new nonsmooth equations approach to nonlinear complementarity problems”, SIAM Journal on Control
and Optimization, 35 (1997) 178-193.
56.
L.
Qi and X. Chen, “A preconditioning proximal
57.
X.
Chen, Z. Nashed and L. Qi,
“Convergence of Newton's method for singular smooth and nonsmooth equations using adaptive outer inverses”, SIAM
Journal on Optimization, 7 (1997) 445-462.
58.
L.
Qi and H. Jiang, “Semismooth Karush-Kuhn-Tucker
equations and convergence analysis of
59.
L.
Qi, “On superlinear
convergence of quasi-Newton methods for nonsmooth
equations”, Operations Research Letters , 20 (1997) 223-228.
60.
Z.
Wei, L. Qi and H. Jiang, “Some convergence properties of descent
methods”, Journal of Optimization Theory and Applications, 95
(1997) 177-188.
61.
H.
Jiang, M. Fukushima, L. Qi
and D. Sun, “A trust region method for solving generalized complementarity problems”, SIAM Journal on
Optimization, 8 (1998) 140-157.
62.
J.R.
Birge, L. Qi and Z. Wei, “Convergence analysis of some methods for minimizing
a nonsmooth convex function”, Journal of
Optimization Theory and Applications, 97 (1998) 357-383.
63.
X.
Chen, L. Qi and D. Sun, “Global and superlinear convergence of the smoothing
64.
R. Mifflin,
D. Sun and L. Qi, “Quasi-Newton bundle-type
methods for nondifferentiable convex
optimization”, SIAM Journal on
Optimization, 8 (1998) 583-603.
65.
E.
Polak and L. Qi, “A
globally and superlinearly convergent scheme for
minimizing a normal merit function”, SIAM Journal on Control and
Optimization,36
(1998) 1005-1019.
66.
Z.
Wei, L. Qi and J. Birge, “A new method for nonsmooth
convex optimization”, Journal of Inequalities and Applications, 2
(1998) 157-179.
67.
J.R.
Birge, L. Qi and Z. Wei, “A general approach to convergence properties of
some methods for nonsmooth convex
optimization”, Journal of Applied Mathematics and Optimization
, 38 (1998) 141-158.
68.
F.
Potra, L. Qi and D. Sun,
“Secant methods for semismooth
equations”, Numerische Mathematik, 80 (1998) 305-324.
69.
R.
Mifflin, L. Qi and D. Sun, “Properties of the
Moreau-Yosida regularization of a piecewise C2 convex function”, Mathematical
Programming, 84 (1999)
269-281.
70.
F.
Facchinei, H. Jiang and L. Qi, “A smoothing method for mathematical programs
with equilibrium constraints”, Mathematical Programming, 85
(1999) 107-134.
71.
L.
Qi, “Regular pseudo-smooth NCP and BVIP
functions and globally and quadratically convergent
generalized
72.
E.
Polak, L. Qi and D. Sun,
“First-order algorithms for generalized finite and semi-finite min-max
problems”, Computational Optimization and Applications, 13 (1999) 137-161.
73.
D.
Sun and L. Qi, “On NCP functions”, Computational
Optimization and Applications, 13 (1999) 201-220.
74. L. Qi and D. Sun, “Improving the convergence of non-interior point algorithms for nonlinear complementarity problems”, Mathematics of Computation, 69 (2000) 283-304.