Departmental Report

 

2000 – 2003


 

Table of Contents

 

 

1.            Introduction and Departmental Contact Information               1

 

2.            Mission and Objectives               1

 

               2.1          Mission               1

               2.2          Objectives               2

 

3.            Staff                      2

 

               3.1          Academic Staff               2

               3.2          General Staff               4

               3.3          Awards and Honours               5

 

4.            Academic Programmes and Service Teaching               5

 

               4.1          Academic Programmes               5

               4.2          Service Teaching               5

 

5.            Research                                                                                                        6

 

               5.1          An Overview               6

               5.2          Editorial Positions               6

               5.3          Research Grants               7

               5.4          Research Students               10

               5.5          Conferences               11

               5.6          Research Collaborations               12

 

6.            Research Outputs               12

 

               6.1          Monographs, Edited Books and Special Journal Issues               12

               6.2          Journal Articles               14

               6.3          Books Chapters               28

               6.4          Articles in Refereed Conference Proceedings               30

 

7.            Consultancy & Professional Services               33

 

8.            Academic Visitors               34

 

 


1          INTRODUCTION AND DEPARTMENTAL CONTACT INFORMATION

 

            The Department of Applied Mathematics, one of the four departments in the Faculty of Applied Science and Textiles, has an establishment of 30 academic staff and 8 supporting staff.

 

The Department contributes significantly to the academic programmes of the University by offering academic programmes and supervising research students leading to the awards of MPhil and PhD.  In addition, it is actively involved in providing support courses to various departments and faculties across the University.  The academic programmes administered by the Department are as follows:

 

                        Part-time MSc/PgD in Applied Mathematics for Science and Technology

                        Part-time BSc(Hons) in Statistics and Computing

                        Part-time BSc(Hons) in Actuarial Science

                        Full-time Higher Diploma in Mathematics, Statistics and Computing

                        Part-time Higher Diploma in Statistics and Computing for Business

 

The main research directions of the Department are in the areas of optimization and optimal control, statistics and actuarial science, and computational mathematics. While applied research is the main focus of the Department, many staff members also carry out fundamental research.  The Department encourages interdisciplinary research as attested by the number of joint research publications, joint research projects, joint organization of conferences and workshops, and academic visitors.

 

            Departmental Contact Information

 

            Department of Applied Mathematics

            The Hong Kong Polytechnic University

            Hung Hom

            Kowloon

            Hong Kong, China

 

            Tel  :    (852)2766-6946

                        (852)2766-6948

 

            Fax  :    (852)2362-9045

                        (852)2764-4382

 

            Homepage : http://www.polyu.edu.hk/~ama

 

 

 

2          MISSION AND OBJECTIVES

 

2.1       Mission

 

            The Mission of the Department is to facilitate learning through excellent teaching and research in Applied Mathematics with leading expertise in optimization, optimal control, applied statistics and actuarial science, and engineering mathematics.  Amongst all the mathematics departments of local tertiary institutions, the distinctive characteristic of the Department is its strength in application-oriented research. The Department has a leading research group in optimization and optimal control, and it has a solid reputation in the areas of applied statistics and engineering mathematics.

 

 

2.2       Objectives

 

Our objectives are summarized as follows:

 

(a)        Teaching

 

(i)             To provide professional oriented programmes of the highest academic standards, at both undergraduate and postgraduate levels, which are responsive to student, community and professional needs and demands.

(ii)            To provide quality service teaching so that students will possess a solid foundation in mathematics needed in the study of subjects of their own programmes. This is especially crucial when the duration of undergraduate programmes is changed from 3 years to 4 years.

(iii)          To provide quality teaching to students of our own programmes.

(iv)           To produce preferred graduates with sound mathematical, analytical and communication skills; the ability to work individually and as part of a team; the capability to fill a wide range of employment niches; and the motivation for life-long learning.

 

(b)            Research

 

We aim to become a centre of excellence in applied mathematics in Hong Kong with leading expertise in optimization, optimal control, applied statistics and actuarial science, and engineering mathematics. Our research emphasis is on developing techniques and their applications to engineering, finance, investment, insurance, marketing and environmental studies. These research activities are relevant to the teaching of our own programmes as well as our service teaching. The Department will maintain and further enhance its research atmosphere and culture, so that its staff can bring forth new research development and, more importantly, research enthusiasm during their teaching for students of our own programmes and service teaching. This will provide students with opportunities to be exposed to and participate in original research, scholarship and creative activities. The Department also aims to serve as a bridge for bringing together overseas researchers in applied mathematics and those from Mainland China.

 

 

 

3          STAFF

 

3.1       Academic Staff

 

            Head of Department and Chair Professor of Applied Mathematics

 

            Professor Teo Kok-lay, BSc, Ngee Ann Technical College / MSc, University of Ottawa / PhD, University of Ottawa

 

            Chair Professor of Actuarial Science

 

            Professor Elias S.W. Shiu, BSc, University of Manitoba / MSc, University of Manitoba / PhD, California Institute of Technology

 

            Professor

 

Professor Qi Li-qun, BSc, Tsinghua University / MSc, University of Wisconsin / PhD, University of Wisconsin

 

            Associate Head and Associate Professor

 

Dr. Hou, Shui-hung, BSc, University of Michigan / MSc, University of Michigan / PhD, University of Michigan

 

            Associate Professors

 

Dr. Chan Cheong-ki, BSc, The City University / MSc, University of Salford / PhD, Robert Gordon’s Institute of Technology

 

Dr. Cheung Leung-fu, BSc, Chinese University of Hong Kong / MSc, Chinese University of Hong Kong / Diplom, Bonn University / PhD, Bonn University

 

Dr. Ip Wai-cheung, BSc, Leeds University / MSc, Manchester University / PhD, Leeds University

 

Dr. Wong Heung, BSc, Chinese University of Hong Kong / MSc, The University of Newcastle upon Tyre / PhD, University of Hong Kong

 

Dr. Yang Xiao-qi, BSc, Chongqing Jianzhu University / MSc, Chinese Academy of Sciences / PhD, University of New South Wales

 

Dr. Zhou Xian, BSc, Shanghai Jiao Tong University / MSc, University of California of Santa Barbara / PhD, University of California at Santa Barbara

 

Assistant Professors

 

Dr. Chan Chi-kin, BSc, University of Kent / MBA, University of Aston / PhD, Lancaster University

 

Dr. Chan Wai-kit, Dip. of Science, Chinese University of Hong Kong / MSc, State University of New York at Buffalo / PhD, State University of New York at Buffalo

 

Dr. Choy Yee-hung, BSc, University of Hong Kong / MSc, University of Reading / PhD, University of Technology, Sydney

 

Mr. Kwan Ying-keung, BSc, University of Hong Kong / MPhil, University of London

 

Mr. Kwan Ying-kit, Graduate Diploma, The New South Wales Institute of Technology / MSc, University of Technology, Sydney

 

Dr. Lee Heung-wing Joseph, BSc, University of Western Australia / PhD, University of Western Australia

 

Mr. Leung Kar-juen, BSc, Chinese University of Hong Kong / MSc, Southampton University and UMIST

 

Dr. Leung Ping-kei, BSc, University of Manitoba / MSc, University of Manitoba / PhD, University of Manitoba

 

Dr. Li Leong-kwan, BSc, Chinese University of Hong Kong / MSc, University of Southern California / PhD, University of Southern California

 

Dr. Pang Wan-kai, BSc, University of London / MSc, University of Aston / MPhil, University of Hong Kong / PhD, University of Southampton

 

Senior Lecturers

 

Dr. Chan Chun-wah, BSc, Chinese University of Hong Kong / PhD, New York University

 

Mr. Huang Wei-kwang, BSc, Chinese University of Hong Kong / MSc, University of Windsor

 

Dr. Pong Tak-yun, BSc, University of Wisconsin / MSc, University of Missouri / PhD, Loughbourough University

 

Lecturers

 

Dr. Chung Kwok-chiu, BSc, University of Hong Kong / MPhil, University of Hong Kong / PhD, Loughborough University

 

Mrs. Ng Mak Hin-man, BSc, CNAA / MappSc, University of Technology, Sydney

 

Teaching Assistants

 

Dr. Chiu Lai-lin, MSc, University of Sheffield / PhD, The Hong Kong Polytechnic University

 

Mr. Ho Ching-wah, BSc, University of Hong Kong / MPhil, University of Hong Kong

 

Mr. Kwan Chun-kit, BSc, University of Hong Kong / MPhil, University of Hong Kong

 

Senior Research Fellow

 

Dr. Liu Yanqun, BSc, Hebei University / MSc, The Chinese Academy of Sciences / PhD, The University of Western Australia – jointly supported by the Department of Applied Mathematics and the Multimedia Signal Processing Centre of the Department of Electronic and Information Engineering

 

University Postdoctoral Fellows

 

Dr. Huang Xuexiang, BSc, Da Xian Teacher’s College / MSc, Xiangtan University / PhD, Chinese Academy of Sciences

 

Dr. Yang Xinmin, BSc, Chongqing Normal University / MSc, Chongqing University / PhD, The Hong Kong Polytechnic University

 

Dr. Yang Yufei, BSc, Hunan University / MSc, Hunan University / PhD, Hunan University

 

3.2       General Staff

 

            Executive Officer I

 

            Miss Yeung Mee-nor, Christine, MSc(Leic), ACIS, ACS

 

            Personal Secretary to Head of Department

 

            Mrs. Fanny Cheung

 

            Technicians

 

            Mr. Cheng Tak-shing, Joseph

            Mr. Fu To, Benny

            Clerical Officers II

 

            Mrs. Chiu Au Wah-yin, Jojo

            Miss Law Siu-lin, Margaret

            Mrs. Mak Man Wai-lin, Ida

            Ms. Yiu Yee-wah, Eva

 

            Office Assistant

 

            Mr. Choy Chun-wai

 

3.3       Awards and Honours

 

            Prof. Qi Liqun has recently been named one of the world’s most influential mathematicians during the period of 1981 to 1999, one of the four researchers among the eight UGC-funded institutions being put on this roll of honour, according to the authoritative citation database ISIHighlyCited.com.  A total of 232 researchers are listed in mathematics in the world.

 

            Prof. Qi Liqun was elected a Foreign Member of the Petrovskaya Academy of Sciences and Arts (RUSSIA) in April, 2003.  He was elected for his extraordinary achievements and contributions to numerical optimization.  The Petrovskaya Academy of Sciences and Arts (PASA) was established by Peter the Great in 1724.

 

            Dr. Yang Xiaoqi has been appointed as an Associate Editor of Journal of Optimization Theory and Applications, a prestigious international journal in the area of Optimization.

 

 

 

4          ACADEMIC PROGRAMMES AND SERVICE TEACHING

 

4.1       Academic Programmes

 

The Department offers a broad range of academic programmes, with one MSc/PgD programme, two BSc(Hons) programmes, and two Higher Diploma programmes. The common thread of the five programmes is mathematics and statistics.

 

            For the Master of Science/Postgraduate Diploma in Applied Mathematic for Science and Technology, it aims to provide students with up-to-date theoretical and practical knowledge in statistics, operations research and computational mathematics relevant to decision making and practical problem solving in engineering, finance and management.  We also teach our students essential mathematical modeling as well as computational techniques, developing generic skills required for solving real-life problems.

 

For the BSc(Hons) programme in Statistics and Computing and the two Higher Diploma programmes, each consists of a balanced selection of complementary subjects in statistics, computing, finance, and operations research. The common aim is to produce preferred graduates with the capacity to fill a wide range of employment niches, particularly those related to statistics and information technology, and the motivation and ability for life-long learning. For the BSc(Hons) programme in Actuarial Science, it is in response to the increasing importance of financial industries in Hong Kong with China opening up its insurance market after joining WTO.

 

4.2       Service Teaching

 

Service teaching in mathematics and statistics is a major component of teaching activities of the Department.  Nearly all academic staff of the Department are involved in service teaching.  A service teaching coordinator and two deputy coordinators are appointed to oversee various aspects of service teaching.  They are responsible for liaison with other departments in the PolyU, design and revision of syllabuses, preparation of teaching materials, collection of feedback from students and staff, as well as preparation and conduct of examination matters.

 

The Department runs remedial mathematics courses for students from various departments of the University.  It also runs a Mathematics Support Learning Centre. The Centre aims to provide students with additional help in their studies of mathematics and statistics subjects.  An on-line booking system has also been put in place so that bona fide students could reserve a time-slot in advance to reduce possible waiting time.

 

 

 

5.         RESEARCH

 

5.1           An Overview

 

The Department continues to work to enhance its research culture and environment. Staff are also encouraged to participate in major international conferences. It will continue to provide a supportive and stimulating environment to enhance performance.

 

            The Department will continue to maintain its firm commitment to staff development programmes.

 

In line with its mission the Department has established two research groups, (i) Operations Research and Computational Mathematics; and (ii) Applied Mathematics and Actuarial Science.  The Department has been actively involved in the organization of high-level professional activities such as international conferences and workshops.  The staff has joint research activities with colleagues from other departments of the University and sister institutions in Hong Kong.  We have also established collaborations with higher institutions in Mainland China, some under National Key Research Schemes, and other parts of the world.  Many academic visitors have visited the Department for research collaboration.

 

5.2       Editorial Positions

 

            IP, W.C.Member of Editorial Board. Advances and Applications in Statistics.

 

            QI, L.Q.Member of Editorial Board. Computational Optimization and Applications.

 

            QI, L.Q.,  Member of Editorial Board. ESAIM : Control, Optimization and Calculus of Variations.

 

            QI, L.Q.Member of Editorial Board. Journal of Combinatorial Optimization.

 

            TEO, K.L.Member of Editorial Board. Achieves of Inequalities and Applications.

 

            TEO, K.L.Member of Editorial Board. Journal of Dynamics of Continuous, Discrete and Impulsive System, Series A.

 

            TEO, K.L.Member of Editorial Board. Journal of Dynamics of Continuous, Discrete and Impulsive System, Series B.

 

            TEO, K.L.Member of Editorial Board. Journal of Global Optimization.

 

            TEO, K.L.Member of Editorial Board. Journal of Australian and New Zealand Industrial and Applied Mathematics.

            TEO, K.L.Member of Editorial Board. Journal of Optimization and Engineering.

 

            TEO, K.L.Member of Editorial Board. Nonlinear Dynamics and Systems Theory.

 

            TEO, K.L.Member of Editorial Board. Journal of Discrete and Continuous Dynamical Systems, Series A.

 

            TEO, K.L.Member of Editorial Board. Journal of Discrete and Continuous Dynamical Systems, Series B.

 

            TEO, K.L.Member of Editorial Board. Automatica.

 

            YANG, X.Q.,  Member of Editorial Board. Journal of Optimization Theory and Applications.

 

            YANG, X.Q.Member of Editorial Board. Systems Engineering - Theory and Practice, The Systems Engineering Society of China, Beijing.

 

5.3       Research Grants

 

The Department has secured a number of research grants from UGC Research Grants Council, PolyU Research Committee and a number of external research funding institutions.

 

            (a)        Competitive Earmarked Research Grants (CERG)

 

            Competitive earmarked research grants (CERG) won by the Department since 2000 are summarized in the following table:

 

Principal Investigator

Project Title

Year

Amount in HK$’000

Prof. Teo, Kok Lay

Digital Filter Design via Optimization Techniques

2000

635.817

Prof Qi, Liqun

Reformulation Methods in Optimization

2000

379.817

Dr Yang, Xiaoqi

Non-Convex Multiple Criteria Optimization

2000

437.817

Dr Zhou, Xian

Deterministic and Stochastic Scheduling Models for Team-Work Jobs

2000

437.817

Prof. Teo, Kok Lay

A semi-infinite optimization approach to telecommunication applications

2001

762.762

Prof Qi, Liqun

Robust algorithms for constrained nonlinear programs

2001

491.101

Dr Yang, Xiaoqi

Nonlinear penalty method for constrained global optimization

2001

580.873

Dr Zhou, Xian

Stochastic scheduling with preemptive-repeat machine breakdowns

2001

580.873

Prof. Teo, Kok Lay

Optimization of Frequency-Response Masking Digital Filters

2002

890.404

Prof Qi, Liqun

Semismooth Newton Methods for Constrained Approximation Problems

2002

580

Dr Yang, Xiaoqi

Estimating of Parameters in Penalty Type Methods

2002

413.404

Dr Zhou, Xian

Optimal Scheduling Under Stochastic Order

2002

413.404

Prof. Teo, Kok Lay

Stability Theory & Optimal Control of Impulsive Systems

2003

565.723

Prof Qi, Liqun

Aggregate Reformulation Methods with Applications

2003

486

Dr Chan, Cheong Ki

Numerical Study of Burning Rate of Premixed Turbulent Combustion

2003

435.351

Dr Yang, Xiaoqi

Optimization Methods with Lower Order Merit Functions

2003

377.149

Dr Zhou, Xian

Optimal Decisions in Processing Discountable Products to be Delivered by Multiple Transporters

2003

324

 

            (b)        PolyU Internal Research Grants

 

                        The PolyU Internal Research Grants won by the staff members of the Department since 2000 are listed as follows:

 

Principal Investigator(s)

 

Project Title

 

Year

Amount in HK$

Dr. Chan, Cheong-ki

Numerical Simulation of Premixed Turbulent Flame

2000

180,000

Dr. Hou, Shui-hung

Generalized Vector Equilibrium Problems with Variable Preference Structures

2000

71,371

Dr. Wong, Heung and Dr. Ip, Wai-cheung

Statistical Casuality Analysis

2000

70,000

Dr. Yang, Xiao-qi

Nonconvex and Discrete Optimization in Operations Research

2000

98,000

Dr. Zhou, Xian

Statistical Models for Multi-Stage Survival Data

2000

88,000

Dr. Hou, Shui-hung

Control and Stabilization of Certain Flexible Structure Systems

2001

80,000

Dr. Ip, Wai-cheung and Dr. Wong, Heung

Characterization and Identification of Surface Texture Based on Wavelets

2001

107,688

Dr. Yang, Xiao-qi

Semi-infinite and Semi-definite Programming: Optimality, Duality and Discretization

2001

80,031

Dr. Zhou, Xian

Analysis of Additive and Additive-Multiplicative Hazards Models

2001

80,031

Dr. Chan, Chi-kin, Dr. Hou, Shui-hung and Dr. Lee, Heung-wing

Dynamic Programming Approach with Genetic Algorithm Approach to the Manpower Planning Problem

2002

96,000

Dr. Ip, Wai-cheung and Dr. Wong, Heung

Local Polynomial Regression Estimation of State-price Density for Risk Management

2002

94,000

Dr. Lee, Heung-wing, Dr. Chan, Chun-wah, Dr. Chan, wai-kit and Dr. Chan, Chi-kin

Optimal Feedback Control for the Token Bucket Algorithm in Internet Traffic Management

2002

98,000

Dr. Pang, Wan-kai, Dr. Leung, Ping-kei and Dr. Hou, Shui-hung

Random Number Generation Using Vertical Density Representation (VDR) Method

2002

91,360

Dr. Wong, Heung and Dr. Ip, Wai-cheung

Statistical Modelling of Flooding Level and Space-Time Variation of Water Cycle with Application to China

2002

100,000

Dr. Chan, Cheong-ki

Effect of Isotropic Turbulence on Premixed Combustion

2003

100,000

Dr. Chan, Chi-kin

An Optimal Control Approach to the Stability of Supply Chain Management

2003

80,000

Dr. Ip, Wai-cheung

Testing Normality in Linear AR(p) Models

2003

80,000

Dr. Lee, Heung-wing

A Novel Filled Function Method for Global Optimization

2003

100,000

Dr. Leung, Ping-kei

Automatic Control in Spectrum Processing Printing

2003

80,000

Dr. Pong, Tak-yun

Performance Evaluation of Computing Geodesics Using Meshless Method under Distributed Computing Environment

2003

60,000

Dr. Wong, Heung

Testing Heteroscedasticity in a Nonparametric Regression Model with Random Design

2003

100,000

 

            (c)        Postdoctoral Fellows

 

                        The Department secured the following University Postdoctoral Fellowships during the past few years:

 

 

Year

Postdoctoral Fellow

 

Project Leader

 

Project Title

1998/1999

Liu Yanqun

Teo Kok-lay

Computational Studies of Consumption Portfolio, Impulsive and Robust Optimal Control Problems

1999/2000

Qi Houdou

Qi Liqun

Robust Quadratic Programming Based Methods for Variational Inequality Problems

2000/2001

Li Donghui

Qi Liqun

Newton-like Methods and Trust Region Methods

2001/2002

Huang Xue-xiang

Teo Kok-lay

Nonlinear Semi-definite Programming with Applications in Control

2002/2003

Yang Ximin

Teo Kok Lay

Fractional Programming Problems with Generalized Convexity

2002/2003

Yang Yufei

Qi Liqun

Nonlinear Optimization: Theory, Algorithms and Applications

 

            (d)        From Centres for Areas of Strategic Development

 

Principal Investigator

Project Title

Year

Amount in HK$

Prof. Teo, Kok Lay

Optimum Filter Design (within the Centre for Multimedia Signal Processing of the Department of Electronics and Information Engineering)

2001 - 2003

1,200,000

Prof. Teo, Kok Lay

Hands-free Mobile Phone Design via Optimization Techniques (within the Centre for Multimedia Signal Processing of the Department of Electronics and Information Engineering)

2003 - 2004

600,000

 

            (e)        Germany/Hong Kong Joint Research Scheme

 

Principal Investigator

Project Title

Year

Amount in HK$

Prof. Teo, Kok Lay

Optimization and Control of NMR Spin Systems

2001 - 2003

59,800

 

5.4       Research Students

 

            The Department monitors the progress of the research students via annual seminars and progress reports.  A clear policy has been laid down which requires these seminars to be presented before the Departmental Research Committee members and progress reports to be submitted to the Departmental Research Committee for comments.

 

            Current PhD students :

 

 

Name

Project Title

Supervisor(s)

 

Fung Hon Kwok, Hankel

Pricing and Hedging of Financial Derivatives and Investment Guarantees

Li Leong-kwan /

Shiu S.W., Elias

 

Ling Chen

Generalized Newton Methods and Their Applications

Qi Liqun /

Yang Xiao-qi

 

Tang Hiu Yeuk, Blossom

Computational Fluid Dynamics

Chan Cheong-ki

 

Zhang Kai

The Study of Augmented Lagrangian Methods with Applications in Option Pricing

Teo Kok Lay /

Yang Xiao-qi

 

Zhao Xiao-bing

Bayesian Estimation for Censored Survival Data

Zhou Xian

 

Zhou Yu-ying

The Study of Generalized Semi-infinite Programming and Applications

Yang Xiao-qi /

Teo Kok Lay

 

            Current MPhil students :

 

 

Name

Project Title

Supervisor(s)

 

Lee Yu Chung, Eugene

Stability in Supply Chain Management

Lee Heung Wing / Chan Chi-kin and Leung Ping-kei

 

Yu Kwok Wai, Carisa

Financial Guarantees and Options

Wong Heung

 

 

 

 

            Recent Graduates :

 

 

Name

Thesis Title

Degree

Year

Supervisor(s)

 

Choi Kai Chow

On the Mixture Models in Survival Analysis with Competing Risks and Covariates

PhD

2002

Zhou Xian

 

Leung Suk Kuen

Index of Fit for Identifying Statistical Distributions

MPhil

2003

Leung Ping Kei

 

Li Shengjie

Semi-infinite Programming and Semi-definite Optimization

PhD

2003

Teo Kok Lay

Yang Xiaoqi

 

Yang Xinmin

Generalized Convexity in Optimization

PhD

2001

Teo Kok Lay

Yang Xiaoqi

 

Yu Kin-fung

Large Eddy Simulation of Particle-Laden of Turbulent Flow over a Back-ward-facing Step

MPhil

2002

Chan Cheong-ki

 

Zhao Qi Wei

Numerical Studies of Open Swirl-Stabilized Turbulent Premixed Flames

MPhil

2002

Chan Cheong-ki

 

5.5       Conferences

 

            International workshops and conferences jointly organized by the Department include:

·                The International Conference on Optimization and Numerical Algebra, Nanjing, 1999 (with Nanjing Normal University, Nanjing University of Aeronautics and Astronautics, and The Chinese Academy of Sciences)

·                The First Sino-Japan Optimization Meeting (SJOM), Hong Kong, 2000 (with City University of Hong Kong)

·                International Workshop on Optimization with High Technology Applications (OHTA), Hong Kong, 2000 (with The Chinese University of Hong Kong)

·                International Symposium on Teaching and Applications of Engineering Mathematics (ISTAEM), Hong Kong, 2001 (with South China University of Technology, Tsinghua University and Xian Jiaotong University)

·                International Workshop on Control, Optimization, Signal Processing and Computer Communications, Hong Kong, 2001 (with City University of Hong Kong and University of Melbourne)

·                International Workshop on Optimization and Control with Applications (OCA), Erice, Italy, 2001 (with International School of Mathematics <<G. Stampacchia>>)

·                The Fifth International Conference on Optimization: Techniques and Applications (ICOTA), Hong Kong, 2001 (with The Chinese University of Hong Kong and City University of Hong Kong)

·                The Second International Workshop on Optimization and Control with Applications (OCA 2002), 18-22 August 2002, Tunxi, China (with The Chinese Academy of Science, Nanjing Normal University and Huainan Institute of Technology)

·                International Symposium on Computational Mathematics and Applications (ISCMA 2002), 30 August -3 September 2002, Dalian, China (with Dalian University of Technology)

·                The International Conference on Applied Statistics, Actuarial Science and Financial Mathematics (ICAAF 2002), 17-19 December, Hong Kong (with The University of Hong Kong, Peking University, The Chinese Academy of Sciences, Commonwealth Scientific and Industrial Research Organization CSIRO)

            The Department initiated the establishment of the Pacific Optimization Research Activity Group (POP), and has maintained its operation, including membership endorsement, conference endorsement and newsletters.  POP now has over 450 members from over 30 countries and regions.

 

5.6       Research Collaborations

 

The Department has strong links with a number of higher institutions in Hong Kong, Mainland China, overseas countries and regions, including Ballarat University (Australia), Curtin University of Technology (Australia), CSIRO (Australia), Monash University (Australia), University of New South Wales (Australia), University of Western Australia (Australia), University of Wollongong (Australia), University of Waterloo (Canada), Beijing Polytechnic University (China), Fudan University (China), Guangzhou University (China), Hunan University (China), Peking University (China), Qufu Normal University (China), Zhongshan University (China), Hong Kong Baptist University (Hong Kong),  The Chinese University of Hong Kong (Hong Kong), The Hong Kong University of Science and Technology (Hong Kong), The University of Hong Kong (Hong Kong), Institute of Statistical Mathematics (Japan), Kyoto University (Japan), Kyoto University of Education (Japan), Shimane University (Japan), National University of Singapore (Singapore), University of Witwatersand (South Africa), National Cheng Kung University (Taiwan), National Sun Yat Sen University (Taiwan), Cambridge University (UK), University of California at Berkerly (USA), University of Iowa (USA), Lawrence Berkerly National Laboratory (USA), University of Manitoba (Canada), University of Connecticut (USA), etc.

 

Colleagues from these institutions are frequent visitors to our Department and vice versa for research collaborations.  In particular, we have established a long-term collaboration to conduct joint research on a 973 National Key Research Project entitled “Large Scale Power System Collapse Prevention and Efficient Operation in China” led by Professor Lu Qian, and a National Key Research Project, entitled “Water Cycle and Water Safety in Northern China” led by Professor Xia Jun.  The Division of Mathematical and Information Sciences of Commonwealth Scientific and Industrial Research Organization (CSIRO) in Australia and the Department of Geography of The Chinese University of Hong Kong are also participating in the second joint research project

 

 

 

6.         RESEARCH OUTPUTS

 

6.1       Monographs, Edited Books and Special Journal Issues

 

Monographs:

 

2002

 

Goh, C.J. and Yang, X.Q.,  Duality in Optimization and Variational Inequality, Taylor and Francis 2002 (330 pages).

 

2003

 

Rubinov, A. and Yang, X.Q.,  Lagrange-type Functions in Constrained Non-Convex Optimization, Kluwer Academic Publishers 2003.

 

 

 

 

 

Edited Books:

 

2002

 

Yang, X.Q., Teo, K.L. and Caccetta, L.,  Optimization Methods and Applications. Dedicated to Professor Nasir U. Ahmed. Applied Optimization, 52. Kluwer Academic Publishers, Dordrecht, 2001, 412 pp.

 

2003

 

Qi, L.Q., Teo, K.L. and Yang, X.Q.,  Optimization and Control with Applications, Kluwer Academic Publishers 2003.

 

Journal Special Issues:

 

2000

 

Caccetta, L. and Teo, K.L.,  Optimization Theory and its Application. Ann. Oper. Res. 98 (2000).

 

Fukushima, M. and Qi, L.Q.,  Nonsmooth and Smoothing Methods. Comput. Optim. Appl. 17 (2000), no. 2-3.

 

2001

 

Qi, L.Q., Sun, W.Y. and Zhang, J.Z.,  Optimization and Numerical Algebra. Ann. Oper. Res. 103 (2001).

 

Qi, L.Q. and Zhang, J.Z.,  Nonlinear Programming and Variational Inequalities. Comput. Appl. Math. 129 (2001), no. 1-2.

 

2002

 

Qi, L.Q., Yang, X.Q. and Zhang, J.Z.,  Sino-Japan Optimization Meeting. Comput. Appl. Math. 146 (2002), no. 1.

 

Teo, K.L., Li, D. and Yan, W.Y.,  Nonconvex Optimization in Control. Journal of Global Optim. 23 (2002),  no. 3-4.

 

Teo, K. L., Wang, P. K. C. and Cai, X. Q.,  Control and Optimization. Dyn. Contin. Discrete Impuls. Syst. Ser. B Appl. Algorithms 9 (2002), no. 3.

 

Li, D. and Yang, X.Q.,  Special Issue on Optimization with High Technology Applications. Optim. Eng. 3 (2002), no. 2.

 

Tam, P., and TEO, K.L.,  Special Issue Dedicated to the 60th Birthday of John B. Moore, Communications in Information and Systems, 2002.

 

2003

 

Qi, L.Q.,  A tribute to Elijah (Lucien) Polak. Comput. Optim. Appl. 25 (2003), no. 1-3.

 

Qi, L.Q., TEO, K.L. and YANG, X.Q.,  Optimization and Control with Applications. Journal of Global Optimization, (to appear).

 

 

6.2       Journal Articles

 

2000

 

1.              BIRGE, J.R., QI, L.Q. & WEI, Z.,  A variant of the Topkins-Veinott method for solving inequality constrained optimization problems, Journal of Applied Mathematics and Optimization, Vol. 41, pp.309-330, 2000.

 

2.              CAI, X.Q. & ZHOU, X.,  Asymmetric Earliness-Tardiness Scheduling with Exponential Processing Time on an Unreliable Machine, Annals of Operations Research, Vol. 98, pp.313-331, 2000.

 

3.              CAI, X.Q., TEO, K.L., YANG, X.Q. & ZHOU, X.Y.,  Portfolio Optimization under a Minimax Rule, Management Science, Vol. 46, pp.957-972, 2000.

 

4.              CHAN, C.K., LAU, K.S. & ZHANG, B.L.,  Simulation of a Premixed Turbulent Flame with the Discrete Vortex Method, International Journal for Numerical Methods in Engineering, Vol. 48, pp.613-627, 2000.

 

5.              CHAN, C.K., ZHANG, H.Q. & LAU, K.S.,  An Improved Stochastic Separated Flow Model for Turbulent Two-Phase Flow, Computational Mechanics, Vol. 24, No. 6, pp.491-502, 2000.

 

6.              CHEN, G.Y., HUANG, X.X. & HOU, S.H.,  General Ekeland's Variationa Principle for Set-Valued Mappings, Journal of Optimization Theory and Applications, Vol. 106, No. 1, pp.151-164, 2000.

 

7.              CHEN, X., NASHED, Z. & QI, L.Q.,  Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations, SIAM Journal on Numerical Analysis, Vol. 38, pp.1200-1216, 2000.

 

8.              CHEUNG, L.F., LAW, C.K. & LEUNG, M.C.,  Bounded Positive Solutions of Rotationally Symmetric Harmonic Map Equations, Differential and Integral Equations, Vol. 13, pp.1149-1188, 2000.

 

9.              CHUNG, K.C., EVANS, G.A. & WEBSTER, J.R.,  A Method to Generate Generalized Quadrature Rules for Oscillatory Integrals, Applied Numerical Mathematics, Vol. 34 (1), pp.85-93, 2000.

 

10.           DAM, H.H., NORDEBO, S., CANTONI, A. & TEO, K.L.,  Frequency Domain Design for Digital Laguerre Network, IEEE Trans on Circuits and Systems, Part I, Vol. 47, pp.578-581, 2000.

 

11.           DAM, H.H., NORDEBO, S., TEO, K.L. & CANTONI, A.,  FIR Filter Design over Discrete Coefficients and Least Square Error, IEE Proceedings - Vision, Image and Signal Processing, Vol. 147, No. 6, pp.543-547, 2000.

 

12.           DAM, H.H., TEO, K.L., NORDEBO, S. & CANTONI, I.,  The Dual Parametrization Approach to Optimal Least Square FIR Filters Design Subject to Maximum Error Constraints. IEEE Trans on Signal Processing, Vol. 48, pp.2314-2320, 2000.

 

13.           DOKUCHAEV, N.G. & TEO, K.L.,  Optimal Hedging Strategy for a Portfolio Investment Problem with Additional Constraints, Dynamics of Continuous, Discrete and Impulsive Systems, Vol. 7, pp.385-404, 2000.

 

14.           EVANS, G.A. & CHUNG, K.C.,  Laplace Transform Inversions Using Optimal Contours in the Complex Plane, International Journal of Computer Math., Vol. 73, pp.531-543, 2000.

15.           GAO, F., LIU, W.Q., SREERAM, V. & TEO, K.L.,  Characterization and Selection of Global Optimal Feedback Gains for Linear Time-invariant Systems, Optimal Control Applications and Methods, Vol. 21, pp.195-209, 2000.

 

16.           GUO, Y.C. & CHAN, C.K.,  A Multi-Fluid Model for Simulating turbulent Gas-particle Flow and Pulverized Coal Combustion, FUEL, Vol.79, No.12, pp1467-1476, 2000.

 

17.           HE, H., ZHANG, R.J., HOU, S.H. & CHAN, C.K.,  Numerical Solution to Independent Parameter D in Fluid-Solid Coupling Equations of Tube Bundle with Square Section, Chinese Quarterly of Mechanics, Vol. 21, No. 2, pp.243-246, 2000.

 

18.           HUANG, C.S., WANG, S. & TEO, K.L.,  Solving Hamilton-Jacobi-Bellman Equations by a Modified Method of Characteristics, Nonlinear Analysis, Vol. 40, pp.279-293, 2000.

 

19.           HUANG, W.K. & NG, L.,  Alternative Derivation of the Cramer-Rao Lower Bound, Student, Vol. 3, No. 3, pp.167-170, 2000.

 

20.           IP, W.C.,  An Exact Test for the Choice of the Combination of First Differences and Percentage Changes in Linear Models, Far East Journal of Theoretical Statistics, Vol. 4(1), pp.27-44, 2000.

 

21.           ITO, S., LIU, Y.Q & TEO, K.L.,  A Dual Parametrization Method for Convex Semi-infinite Programming, Annals of Operations Research, Vol. 98, pp.189-214, 2000.

 

22.           KWAN, Y.K., IP, W.C. & KWAN, P.Y.K.,  A Crime Index with Thurstone's Scaling of Crime Severity, Journal of Criminal Justice, Vol. 28, pp.237-244, 2000.

 

23.           LEE, W.R., WANG, S. & TEO, K.L.,  An Optimization Approach to Numerical Integration in Two Dimensions, Applied Mathematics and Computation, Vol. 109, pp.205-223, 2000.

 

24.           LEUNG, P.K., CHAN, C.K., NG, L., LEUNG, T.W. & FUNG, V.,  Applications of Statistical Techniques to the Quality Improvement of a 15A Circuit Breaker. Logistic Information Management, Vol. 13, No. 4, pp.243-247, 2000.

 

25.           LI, L.K., CHAU, F.T. & LEUNG, A.K.M.,  Compression of Ultraviolet-visible Spectrum with Recurrent Neural Network, Chemometrics and Intelligent Laboratory System, Vol. 52, pp.135-143, 2000.

 

26.           LI, L.K., PANG, W.K. & XIE, Y.G.,  Weak Convergence of Hilbert-valued Semimartingale Sequence, Chinese Journal of Applied Probability and Statistics, Vol. 16, No. 4, pp.423-434, 2000.

 

27.           LI, S.J., CHEN, G.Y. & LEE, G.M.,  Minimax Theorems for Set-valued Mappings, Journal of Optimization Theory and Applications, Vol. 106, pp.183-199, 2000.

 

28.           QI, H.D.,  A Regularized Smoothing Newton Method for Box Constrained Variational Inequality Problems with P0-functions, SIAM Journal on Optimization, Vol. 10, pp.315-330, 2000.

 

29.           QI, H.D. & LIAO, L.Z.,  A Smoothing Newton Method for General Nonlinear Complementarity Problems, Computational Optimization and Applications, Vol. 17, pp.231-253, 2000.

 

30.           H.D. Qi & ZHANG, Y.Z.,  A Globally Derivative-free Descent Method for Nonlinear Complementarity Problems, Journal of Computational Mathematics, Vol. 18, pp.251-264, 2000.

31.           QI, H.D. & QI, L.Q.,  A New QP-free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization, SIAM Journal on Optimization, Vol. 11, pp.113-132, 2000.

 

32.           QI, L.Q. & SUN, D.,  Improving the Convergence of Non-Interior Point Algorithms for Nonlinear Complementarity Problems, Mathematics of Computation, Vol. 69, pp.283-304, 2000.

 

33.           QI, L.Q. & WEI, Z.,  On the Constant Positive Linear Independence Condition and Its Application to SQP Methods, SIAM Journal on Optimization, Vol. 11, pp.963-981, 2000.

 

34.           QI, L.Q. & ZHOU, G.,  A Smoothing Newton Method for Minimizing a Sum of Euclidean Norms, SIAM Journal on Optimization, Vol. 11, pp.389-410, 2000.

 

35.           QI, L.Q., SUN, D. & ZHOU, G.,  A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities, Mathematical Programming, Vol. 87, pp.1-35, 2000.

 

36.           SUN, X.Q. & PANG, W.K.,  Improved Estimation of the Generalized Precision under the Entropy Loss, Acta Mathematicae Applicatae Sinica, Vol. 16, No. 2, pp.162-170, 2000.

 

37.           TEO, K.L., YANG, X.Q. & JENNINGS, L.S.,  Computational Discretization Methods for Functional Inequality Constrained Optimization, Annals of Operations Research, Vol. 98, pp.215-234, 2000.

 

38.           TSENG, C.H., TEO, K.L., CANTONI, A. & ZANG, Z.,  Design of Robust Continuous Time Filter Design with Orthonomral Bases, IEEE Trans on Signal Processing, Vol. 48, pp.2881-2891, 2000.

 

39.           TSENG, C.H., TEO, K.L., CANTONI, A. & ZANG, Z.,  Envelope-Constrained Filters: Adaptive Algorithms, IEEE Trans on Signal Processing, Vol. 48, pp.1597-1608, 2000.

 

40.           TSENG, C.H., TEO, K.L., CANTONI, A. & ZANG, Z.,  Gradient Flow Approach to Discrete-Time Envelope Constrained Filter Design via Orthonomal Filters, IEE Proceedings - Vision, Image and Signal Processing, Vol. 147, pp.79-88, 2000.

 

41.           WANG, H.Y., CHAN, C.K. & WANG, X.L., Numerical Investigation of Mixing Layers using the Discrete Vortex Method with the Diffusion Velocity Model, Numerical Heat Transfer, Part B: Fundamentals, Vol. 38, pp.223-236, 2000.

 

42.           WANG, S., GAO, F. & TEO, K.L.,  An Upwind Finite Difference Method for the Approximation of Viscosity Solutions to Hamilton-Jacobi-Bellman Equations, IMA Journal of Mathematical Control and Information, Vol. 17, pp.167-178, 2000.

 

43.           WONG, H., IP, W.C. & LI, Y.,  Nonlinear Wavelet Estimation of Conditional Mean and Conditional Variance Functions in Stochastic Regression, Far Eastern Journal of Theoretical Statistics, Vol. 4, No. 2, pp.257-284, 2000.

 

44.           YANG, X.M., TEO, K.L. & YANG, X.Q.,  A Characterization of Convex Function, Applied Mathematics Letters, Vol. 13, pp.27-30, 2000.

 

45.           YANG, X.M., TEO, K.L. & YANG, X.Q.,  Duality for a Class of Nondifferentiable Multiobjective Programming Problems, Journal of Mathematical Analysis and Applications, Vol. 252, pp.999-1005, 2000.

 

46.           YANG, X.M., YANG, X.Q. & CHEN, G.Y.,  Theorems of Alternative and Optimization with Set-valued Maps, J. Optim. Theory and Appl., Vol. 107, No. 3, pp.627-640, 2000.

 

47.           YANG, X.M., WANG, S.Y. & LI, D.,  Symmetric Duality for a Class of Multiobjective Programming, International Journal of Mathematics and Mathematical Sciences, Vol. 24, No. 8, pp.617-625, 2000.

 

48.           YANG, X.Q. & LI, D.,  Successive Optimization Method via Parametric Monotone Composition Formulation, Journal of Global Optimization, Vol. 16, pp.355-369, 2000.

 

49.           YIU, K.F.C. & ZANGENEH, M.,  A 3D Automatic Optimization Method for Turbomachinery Blade Design, AIAA Journal of Propulsor and Power, Vol. 16, No. 6, pp.1174-1181, 2000.

 

50.           ZHANG, G.Q., WU, Y.H. & TEO, K.L.,  Extension of Fuzzy Number-valued Possibility Measures on a Complete Lattice, Journal of Fuzzy Mathematics, Vol. 8, pp.243-251, 2000.

 

51.           ZHANG, G.Q., WU, Y.H. & TEO, K.L.,  Extension of Fuzzy Number-valued Necessity Measures on a Complete Lattice, Journal of Fuzzy Mathematics, Vol. 8, pp.253-261, 2000.

 

52.           ZHANG, G.Q., WU, Y.H. & TEO, K.L.,  The Property (p.g.p) and the Property (p.p.g.p) of Non-additive Lattice-valued Measures on Lattice, Journal of Fuzzy Mathematics, Vol. 8, No. 2, pp.483-490, 2000.

 

53.           ZHOU, X., SUN, L.Q. & REN, H.B.,  Quantile Estimation for Left Truncated and Right Censored Data, Statistica Sinica, Vol. 10, No. 4, pp.1217-1229, 2000.

 

2001

 

1.              ANSARI, Q.H., YANG, X.Q. & YAO, C.J.,  Existence and Duality of Implicit Vector Variational Problems, Numerical Functional Analysis and Optimization, Vol. 22, pp.815-829, 2001.

 

2.              CANTONI, A., VO, B.N. AND TEO, K.L.,  An introduction to envelope constrained filter design, Journal of Telecommunications and Information Technology, Vol. 3, pp.3-14, 2001.

 

3.              CHAN, C.K., ZHANG, H.Q. & LAU, K.S.,  Numerical Simulation of Gas-particle Flows behind a Backward-facing Step Using An Improved Stochastic Separated Flow Model, Computational Mechanics, Vol. 27, No. 5, pp.412-417, 2001.

 

4.              CHAN, CHI KIN, LEUNG, T.W., LEUNG, P.K. and NG, L.H.M.,  A path towards the adaptation of auality function deployment in SMEs, International Journal of Manufacturing Technology and Management, Vol. 3, No. 4/5, pp.407-415, 2001.

 

5.              CHAN, CHI KIN, TROUTT, M.D. & AMBROSE, P.J.,  Optimal Throughput for Multi-stage Input-Output Process, International Journal of Operations and Production Management, Vol. 21, pp.148-158, 2001.

 

6.              CHEN, G.Y., GOH, C.J. & YANG, X.Q.,  Existence of a Solution for Generalized Vector Variational Inequalities, Optimization, Vol. 50, pp.1-15, 2001.

 

7.              CHEUNG, L.F. & LEUNG, P.F.,  Eigenvalue Estimates for Submanifolds with Bounded Mean Curvature in the Hyperbolic Space, Mathematische Zeitschrift, Vol. 236, pp.525-530, 2001.

 

8.              CHUNG, K.C.,  Generating Differential Equations Satisfied by Products of Functions, Applied Mathematics Letters, Vol. 14, pp.885-889, 2001.

 

9.              DONTCHEV, A.L., QI, H. & QI, L.Q.,  Convergence of Newton's Method for Convex Best Interpolation, Numerische Mathematik, Vol. 87, pp.435-456, 2001.

 

10.           FAN, Q.L., WANG, X.L., ZHANG, H.Q. & CHAN, C.K.,  Large Eddy Simulation of a Horizontal Particle-laden Turbulent Planar Jet, Computational Mechanics, Vol. 27, No. 2, pp.128-137, 2001.

 

11.           GAO, F., LIU, W.Q., SREERAM, V. & TEO, K.L.,  Feedback Control for Lorenz System, Dynamics and Control, Vol. 11, pp.57-69, 2001.

 

12.           GOH, C.J. & YANG, X.Q.,  A Nonlinear Lagrangian Theory for Non-convex Optimization, Journal of Optimization Theory and Applications, Vol. 109, No. 1, pp.99-121, 2001.

 

13.           HAN, Q., LIAO, L.Z., QI, H. & QI, L.Q.,  Stability Analysis of Gradient-based Neural Networks for Optimization Problems, Journal of Global Optimziation, Vol. 19, pp.363-381, 2001.

 

14.           HOU, S.H. & YANG, X.M.,  On Second-Order Symmetric Duality in Nondifferentiable Programming, Journal of Mathematical Analysis and Applications, No. 255, pp.491-498, 2001.

 

15.           HOU, S.H. & YANG, X.M.,  Second-Order Symmetric Duality in Multiobjective Programming, Applied Mathematics Letters, Vol. 14, pp.587-592, 2001.

 

16.           HUANG, X.X. & YANG, X.M.,  Some Results of the Existence of Efficiency in Vector Optimization, Mathematical Methods of Operations Research, Vol. 53, No. 3, pp.391-401, 2001.

 

17.           HUANG, X.X. & YANG, X.Q.,  Approximate Optimal Solutions and Nonlinear Lagrangian functions, Journal of Global Optimization, Vol. 21, pp.51-65, 2001.

 

18.           HUANG, X.X. & YANG, X.Q.,  Duality and Exact Penalization for Vector Optimization via Augmented Lagrangian, Journal of Optimization Theory and Applications, Vol. 111, pp.615-640, 2001.

 

19.           HUANG, X.X. & YANG, X.Q.,  Efficiency and Approachability of Nonconvex Bicriteria Programs, Journal of Mathematical Analysis and Applications, Vol. 261, pp.134-150, 2001.

 

20.           HUANG, X.X. and YANG, X.Q.,  Characterizations of nonemptiness and compactness of the set of weakly efficient solutions for convex vector optimization and applications, Journal of Mathematical analysis and applications, Vol. 264, pp.270-287, 2001.

 

21.           LEE, H.W.J., CAI, X.Q. & TEO, K.L.,  An Optimal Control Approach to Manpower Planning Problem, Mathematical Problems in Engineering, Vol. 7, pp.155-175, 2001.

 

22.           LEE, H.W.J., LEE, W.R., WANG, S. & TEO, K.L.,  Construction of Sub-optimal Feedback Control for Chaotic Systems Using B-spline with Optimally Chosen Knot points, International Journal of Bifurcation and Chaos in Applied Science and Engineering, Vol. 11, No. 9, pp.2375-2387, 2001.

 

23.           LEE, H.W.J., TEO, K.L. & LIM, A.E.B.,  Sensor Scheduling in Continuous Time, Automatica, Vol. 37, pp.2017-2023, 2001.

24.           LEUNG, P.K., PANG, W.K., PU, X.L. & MAO, S.S.,  Parameter Estimate with Only One Complete Failure Observation Using Monte Carlo Em Algorithm, International Journal of Reliability, Quality and Safety Engineering, Vol. 8, No. 2 pp.109-122, 2001.

 

25.           LEUNG, P.K., YUNG, Paul M.B., & FRENCH, Peter,  Relaxation Training as Complementary Therapy for Mild Hypertension in an Evidence Based Medical Environment, Journal of Complementary Therapies in Nursing & Midwifery, Vol. 7, Issue 2, pp.59-65, 2001.

 

26.           LI, D.H. & FUKUSHIMA, M.,  Globally Convergent Broyden-like Methods for Semismooth Equations and Applications to VIP, NCP and MCP, Annals of Operations Research, Vol. 103, pp.71 – 79, 2001.

 

27.           LI, D.H. & FUKUSHIMA, M.,  On the Global Convergence of BFGS Method for Nonconvex Unconstrained Optimization Problems, SIAM Journal on Optimization, Vol. 11, pp.1054 - 1064, 2001.

 

28.           LI, D.H., YAMASHITA, N. & FUKUSHIMA, M.,  A Nonsmooth Equation Based BFGS Method for Solving KKT Systems in Mathematical Programming, Journal of Optimization Theory and Applications, Vol. 109, pp.123 – 167, 2001.

 

29.           LI, K.H., WONG, H. & TROUTT, M.D.,  A Bayesian algorithm for combining forecasts, Decision Sciences, 32(3), Summer, pp.453-471, 2001.

 

30.           LI, L.K. & FUNG, H.K.,  Minimal Feedforward Parity Networks Using Threshold Gates, Neural Computation, Vol. 13, No. 2, pp.319-326, 2001.

 

31.           LI, S.J., YANG, X.Q. & TEO, K.L.,  On the Conversion of Optimization Problems with Maxmin Constraints to Standard Optimization Problems, Journal of Optimization Theory and Applications, Vol. 109, pp.691-698, 2001.

 

32.           LI, W.K., LING, S., & WONG, H.,  Estimation for Partially Nonstationary Multivariate Autoregressive Models with Conditional Heteroscedasticity, Biometrika, Vol. 88, No. 4, pp.1135-1152, 2001.

 

33.           LIAO, L.Z. QI, H. & QI, L.Q.,  Solving Nonlinear Complementarity Problems with Neural Networks : A Reformulation Method Approach, Journal of Computational and Applied Mathematics, Vol. 131, pp.343-359, 2001.

 

34.           LIU, W., YAN, W.Y. and TEO, K.L.,  Global convergence analysis for the NIC flow, IEEE Transactions on Signal Processing, Vol. 49, No. 10, pp.2422-2430, 2001.

 

35.           LIU, Y., ITO, S., LEE, H.W.J. & TEO, K.L.,  Semi-Infinite Programming Approach to Continuously Constrained LQ Optimal Control Problems, Journal of Optimization Theory and Applications, Vol. 108, No. 3, pp.617-632, 2001.

 

36.           LIU, Y., TEO, K.L. & ITO, S.,  Global Optimization in Linear Quadratic Semi-infinite Programming, Computing [Suppl], Vol. 15, pp.199-132, 2001.

 

37.           PANG, W.K., FORSTER, J.J. & TROUTT, M.D.,  Estimation of Wind Speed Distribution Using Markov Chain Monte Carlo Techniques, Journal of Applied Meteorology, Vol. 40, No. 8, pp.1476-1284, 2001.

 

38.           PANG, W.K., YANG, Z.H., HOU, S.H. and TROUTT, M.D.,  Further results on multivariate vertical density representation and an application to random vector generation, Statistics, Vol. 35, pp.463-477, 2001.

 

39.           POLAK, E., QI, L.Q. & SUN, D.,  Second-order Algorithms for Generalized Finite and Semi-Infinite Min-max Problems, SIAM Journal on Optimization, Vol. 11, pp.937-961, 2001.

 

40.           QI, L.Q. & WEI, Z.,  Corrigendum : On the Constant Positive Linear Independence Condition and Its Application to SQP Methods, SIAM Journal on Optimization, Vol. 11, pp.1145-1146, 2001.

 

41.           QI, L.Q. & YANG, Y.,  A Globally and Superlinearly Convergent SQP Algorithm for Nonlinear Constrained Optimization, Journal of Global Optimization, Vol. 21, pp.157-184, 2001.

 

42.           QI, L.Q. & ZHOU G.,  A Smoothing Newton Method for Ball Constrained Variational Inequalities with Applications, Computing [Suppl], Vol. 15, pp.211-225, 2001.

 

43.           QI, L.Q.,  On an Extended Lagrange Claim, Journal of Optimization Theory and Applications, Vol. 108, pp.687-690, 2001.

 

44.           RUBINOV, A.M., YANG, X.Q. & GLOVER, B.M.,  Extended Lagrange and Penalty Functions in Optimization, Journal of Optimization Theory and Applications, Vol. 111, pp.381-405, 2001.

 

45.           SUN, D. & QI, L.Q.,  Solving Variational Inequality Problems via Smoothing-Nonsmooth Reformulations, Journal of Computational and Applied Mathematics, Vol. 129, pp.37-62, 2001.

 

46.           TEO, K.L. & YANG, X.Q.,  Portfolio Selection Problem with Minimax Type Risk Function, Annals of Operations Research, Vol. 101, pp.333-349, 2001.

 

47.           TSE, W.M., LI, L.K. & NG, K.W.,  Pricing Discrete Barrier Options with the Tridiagonal Probability Algorithm, Management Science, Vol. 47, No. 3, pp.383-393, 2001.

 

48.           WANG, X.L., CHAN, C.K., WANG, H.Y. & ZHANG, H.Q.,  Quantitative Simulation of Gas-particle Two Phase Plane Mixing Layer Using Discrete Vortex Method, Computational Mechanics, Vol. 27, No. 5, pp.418-425, 2001.

 

49.           WONG, H., IP, W.C. & LI, Y,  Detection of Jumps by Wavelets in a Heteroscedastic Autoregressive Model, Statistics & Probability Letters, Vol. 52, pp.365-372, 2001.

 

50.           WU, S.Y., YANG, X.Q. & YAO, J.C.,  Relaxed Inexact Algorithm for Continuous Complementarity Problems on Measure Spaces, Journal of Optimization Theory and Applications, Vol. 111, No. 3, pp.659-668, 2001.

 

51.           XIE, Z.J., WONG, H., IP, W.C. & LIU, Y.,  Artificial Neural Network and Its Application to Financial Forecasting, Acta Scientiarum Naturalium, Univeritatis Pekinensais, Vol. 37, No. 3, pp.421-425, 2001.

 

52.           YANG, X.M. & LI, D.,  On Properties for Preinvex Functions, Journal of Mathematical Analysis and Applications, Vol. 256, No. 1, pp.229-241, 2001.

 

53.           YANG, X.M. & LI, D.,  Semistrict Preinvex Functions, Journal of Mathematical Analysis and Applications, Vol. 258, No. 1, pp.287-308, 2001.

54.           YANG, X.M.,  A Note On Criteria of Quasiconvex Functions, OR Transactions of China, Vol. 5, No. 2, pp.125-127, 2001.

 

55.           YANG, X.M., LI, D. & WANG, S.Y.,  Near-subconvexlikeness in vector optimization with set-valued functions, Journal of Optimization Theory and Applications, Vol. 110, No. 2, pp.413-427, 2001.

 

56.           YANG, X.M., On E-convex sets, E-convex functions, and E-convex programming, Journal of Optimization Theory and Applications, Vol. 109, No. 3, pp.669-704,  2001.

 

57.           YANG, X.M., YANG, X.Q. & TEO, K.L.,  A Matrix Trace Inequality, Journal of Mathematical Analysis and Applications, Vol. 263, pp.327-331, 2001.

 

58.           YANG, X.M., YANG, X.Q. & TEO, K.L.,  On Characterizations and Applications of Prequasiinvex Functions, Journal of Optimization Theory and Applications, Vol. 110, pp.645-668, 2001.

 

59.           YANG, X.Q. & HUANG, X.X.,  A Nonlinear Lagrangian Approach to Constrained Optimization Problems, SIAM Journal of Optimization, Vol. 11, pp.1119-1144, 2001.

 

60.           YANG, X.Q. & TEO, K.L.,  Nonlinear Lagrangian Functions and Applications to Semi-Infinite Programs, Optimization and Numerical Algebra, a Special Issue in Annals of Operations Research, edited by QI, L.Q. et al., Vol. 103, pp.235-250, 2001.

 

61.           YANG, Y.F. & LI, D.H.,  A Trust Region Algorithm for Constrained Nonsmooth Optimization Problems, Journal of Computational Mathematics, Vol. 19, No.4, pp.357-364, 2001.

 

62.           YIU, K.F.C., WANG, S., TEO, K.L. & TSOI, A.C.,  Nonlinear System Modelling via Knot-optimization B-spline Networks, IEEE Trans. Neural Networks, Vol. 12, No. 5, pp.1013-1022, 2001.

 

63.           ZHANG, G.Q., KERRE, E.E., WU, Y.H. & TEO, K.L.,  Necessity Measures and Necessity Integrals Defined on a Complete Lattice, International Journal of General Systems, Vol. 30, pp.241-260, 2001.

 

64.           ZHANG, H.Q., CHAN, C.K. & LAU, K.S.,  Numerical Simulation of Sudden-Expansion Particle-Laden Flows Using An Improved Stochastic Separated Flow Model, Numerical Heat Transfer Part A: Applications, Vol. 40, No. 1, pp.89-102, 2001.

 

65.           ZHANG, R.J., HOU, S.H., CHAN, C.K. & WANG, W.Q.,  Interaction Between Periodically Arranged Beams and Fluid Nuclear Engineering and Design, Vol. 205, pp.117-123, 2001.

 

66.           ZHANG, R.J., WANG, W.Q., HOU, S.H. & CHAN, C.K.,  Seismic Analysis of Nuclear Reactor Core, International Journal of Computers and Structures, Vol. 79, No. 15, pp.1395-1404, 2001.

 

2002

 

1.              AHMED, N.U.  and  TEO, K.L.,  Dynamic Models for Computer Communication Networks and their Mathematical Analysis.  Dynamics of Continuous, Discrete and Impulsive Systems, Series B, No. 9, pp.507-524, 2002.

 

2.              CHEN, C.N.,  CHEUNG, L.F.,  CHOI, Y.S.  and  LAW, C.K.,  On the Blow-up of Heat Flow for Conformal 3-Harmonic Maps.  Transactions of the American Mathematical Society, No. 354, pp.5087-5110, 2002.

 

3.              CHEN, C.N., CHEUNG, L.F., CHOI, Y.S. & LAW, C.K.,  On the blowup of heat flow for conformal 3-harmonic maps, Transactions of the American Mathematical Society, (accepted).

 

4.              CHEN, G.Y. & YANG, X.Q.,  Characterizations of Variable Domination Structrues via a Nonlinear Scalarization, Journal of Optimization Theory and Applications, Vol.112, pp.97-110, 2002.

 

5.              CHEN, S., CHEUNG, C.S., CHAN, C.K. and ZHU, C.,  Numerical simulation of aerosol collection in filters with staggered parallel rectangular fibres, Computational Mechanics, Vol. 28, pp.152-161, 2002.

 

6.              CHEN, X., QI, H.D. & TSENG, P.,  Analysis of Nonsmooth Symmetric-matrix Functions with Applications to Semidefinite Complementarity Problems', to appear in SIAM Journal on Optimization..

 

7.              CHEN, X., QI, L.Q. & YANG, Y.,  Lagrangian Globalization Methods for Nonlinear Complementarity Problems, Journal of Optimization Theory and Applications, Vol. 112, pp.77-95, 2002.

 

8.              CHOI, K.C. and ZHOU, X.,  Large-sample properties of mixture models with covariates for competing risks, Journal of Multivariate Analysis, Vol. 82, pp.331-366, 2002.

 

9.              CHOY, Y.H.  and  SHANNON, A.G.,  Qualitative and Quantitative Research in Meta-analysis.  Monograph, No. 5, pp.1-77, 2002.

 

10.           CHUNG, K.C. and WANG, C.M.,  Optimal design of stepped circular plates with allowance for the effect of transverse shear deformation, International Journal of Mechanical Sciences, Vol. 44, pp.1163-1177, 2002.

 

11.           GUO, Y.C., CHAN, C.K. and LAU, K.S.,  A pure Eulerian model for simulating dilute spray combustion, FUEL, Vol. 81, No. 16, pp.2131-2144, 2002.

 

12.           HOU, S.H. & PANG, W.K., Inversion of Confluent Vandermonde Matrices, Journal of Computer and Mathematics with Applications, Vol. 43, pp.1539-1547, 2002.

 

13.           HUANG, W.K. & PANG, W.K.,  An Alternative Derivation of the Non-central Chi-square Distribution, Student, Vol. 4, No. 2, pp.105-108, 2002.

 

14.           HUANG, X.X.  and  YANG, X.Q.,  Nonlinear Lagrangian for Multiobjective Optimization and Applications to Duality and Exact Penalization.  SIAM Journal of Optimization, Vol. 13, No. 3, pp.675-692, 2002.

 

15.           HUANG, X.X. & YANG, X.Q.,  On Characterizations of Proper Efficiency for Nonconvex Multiobject Optimization, Journal of Global Optimization, Vol. 23, pp.213-231, 2002.

 

16.           IP, W.C., WONG, H. and XIE, Z.J.,  Wavelet in probability and statistics – A review in recent advances, Chinese Science Bulletin, Vol. 47, No. 9, pp.705-716, 2002.

 

17.           KWAN, Y.K.CHIU, L.L.IP, W.C.  and  KWAN, P.Y.K.,  Perceived crime seriousness consensus and disparity.  Journal of Criminal Justice, Vol. 30, pp.623-632, 2002.

 

18.           LAU, H.C.W.,  PANG, W.K.  and  WONG, W.Y.,  Methodology for monitoring supply chain performance: a fuzzy logic approach.  Logistics Information Management, Vol. 15, No. 4, pp.271-280, 2002.

 

19.           LEE, W.R.,  REHBOCK, V.,  CACCETTA, L.  and  TEO, K.L.,  Numerical Solution of Optimal Control Problems with Discrete-Valued System Parameters.  Journal of Global Optimization, Vol. 23, pp.233-244, 2002.

 

20.           LEUNG, P.K.  and  SPIRING, F.A.,  The inverted beta loss function: properties and applications.  IIE Transactions, Vol. 34, pp.1101-1109, 2002.

 

21.           LEUNG, P.K., SPIRING, Fred A., CHENG, Smiley, & YEUNG, Anthony,  Process Capability Indices – A Review, 1992-2000, An Alternative View of Process Capability Development, Journal of Quality Technology in 2001, Vol. 34, issue 1, pp.23-27, 2002.

 

22.           LI, S.J., GHEN, G.Y. & TEO, K.L.,  On the Stability of generalized Vector Quasi-variational Inequality Problems, Journal of Optimization Theory and Applications, Vol. 113, No. 2, 2002.

 

23.           LIU, X.Z.  and  TEO, K.L.,  Impulsive Control of Chaotic System.  International Journal of Bifurcation and Chaos, Vol. 12, No. 5, pp.1181-1190, 2002.

 

24.           LIU, Y.  and  TEO, K.L.,  An Adaptive Dual Parametrization Algorithm for Quadratic Semi-infinite Programming Problems.  Journal of Global Optimization, Vol. 24, No. 2, pp.205-217, 2002.

 

25.           LIU, Y.,  TSENG, C.H.  and  TEO, K.L.,  A Unified Quadratic Semi-infinite Programming Approach to Time and Frequency Domain Constrained Digital Filter Design.  Communications in Information and Systems, Vol. 2, No. 4, pp.399-410, 2002.

 

26.           MALLER, R.A. and ZHOU, X.,  Analysis of parametric models for competing risks data, Statistica Sinica, Vol. 3, pp.725-750, 2002.

 

27.           MALLER, R.A., SUN, L.Q. and ZHOU, X.,  Estimating the expected total number of events in a process, Journal of American Statistical Association, Vol. 97, pp.577-589, 2002.

 

28.           OETTLI, W.  and  YANG, X.Q.,  Modified Lagrangian and least root approaches for general nonlinear optimization problems.  ACTA Mathematicae Applicatae Sinica, Vol. 18, pp.147-152, 2002.

 

29.           PANG, W. K.,  YANG, Z. H.,  HOU, S.H.  and  LEUNG, P.K.,  Non-uniform random Variate Generation by Vertical Strip Method with Given Density.  European Journal of Operational Research, Vol. 142, pp.595-609, 2002.

 

30.           PANG, W.K., HUANG, W.K. & Nan WANG,  A Discussion on Buhlmann’s Criterion for Asset Valuation, Insurance: Mathematics and Economics, Vol. 30, pp.85-93, 2002.

 

31.           QI, L.  and  SUN, D.,  Smoothing Functions and Smoothing Newton Method for Complementarity and Variational Inequality Problems.  Journal of Optimization Theory and Applications, Vol. 113, No. 1, pp.121-147, 2002.

 

32.           QI, L.  and  YANG, Y.F.Globally and Superlinearly Convergent QP-Free Algorithm for Nonlinear Constrained Optimization.  Journal of Optimization Theory and Applications, Vol. 113, No. 2, pp.297-323, 2002.

 

33.           QI, L.Q.  and  YANG, Y.F.,  NCP Functions Applied to Lagrangian Globalization for the Nonlinear Complementarity Problem.  Journal of Global Optimization, Vol. 24, pp.261-283, 2002.

 

34.           QI, L.Q. & SUN, D.,  Smoothing Functions and A Smoothing Newton Method for Complementarity and Variational Inequality Problems, Journal of Optimization Theory and Applications, Vol. 113, No. 1, pp.121-147, 2002.

 

35.           QI, L.Q. & YANG, Y.,  A Globally and Superlinearly Convergent QP-free Algorithm for Nonlinear Constrained Optimization, to appear in : Journal of Optimization Theory and Applications, Vol. 113, 2002.

 

36.           QI, L.Q., SUN, D. & ZHOU, G.,  A Primal-dual Algorithm for Minimizing a Sum of Euclidean Norms, Journal of Computational and Applied Mathematics, Vol. 138, pp.127-150, 2002.

 

37.           RADEVA, V., KRAWCZAK, M. AND CHOY, E.,  Review and bibliography on generalized nets theory and applications, Advanced Studies in Contemporary Mathematics, Vol. 4, No. 2, pp.173-199, 2002.

 

38.           RUBINOV, A.M.,  HUANG, X.X.  and  YANG, X.Q.,  The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function.  Mathematics of Operations Research, Vol. 27, No. 4, pp.775-791, 2002.

 

39.           RUBINOV, A.M.,  YANG, X.Q.  and  BAGIROV, A.M.,  Penalty functions with a small penalty parameter.  Optimization Methods and Software, Vol. 17, pp.931, 2002.

 

40.           SPIRING, F.A., CHENG, S.W., YEUNG, A. and LEUNG, B.P.K.,  Process capability indices – a review, 1992-2000, an alternative review of process capability development, Journal of Quality Technology, Vol. 34, No. 1, pp.23-27, 2002.

 

41.           SUN, L.Q. and ZHOU, X.,  Regression analysis for a semiparametric model with panel data, Statistics and Probability Letters, Vol. 58, pp.309-317, 2002.

 

42.           SUN, X ,  YOU, J,  CHEN, G  and  ZHOU, X.,  Convergence rates of estimators in partial linear regression models with MA(¥ ) error process.  Communications in Statistics - Theory and Methods, No. 31, pp.2251-2273, 2002.

 

43.           TANG, S. and HOU, S.H.,  Optimal control of point processes with noisy observations: the maximum principle, Applied Mathematics and Optimization, Vol. 45, pp.185-212, 2002.

 

44.           TEO, K.L.,  LEE, W.R.,  JENNINGS, L.S.,  WANG, S.  and  LIU, Y.,  Numerical solution of an optimal control problem with variable time points in the objective function.  Journal of Australian and New Zealand Industrial and Applied Mathematics, Vol. 43, pp.463-478, 2002.

 

45.           TONG, X.Q.LI, D.H.  and  QI, L.Q.,  An iterative method for solving semismooth equations.  Journal of Computational and Applied Mathematics, Vol. 146, pp.1-10, 2002.

 

46.           TSENG, C.H., TEO, K.L. and CANTONI, A.,  Mean square convergence of adaptive envelope-constrained filtering, IEEE Transactions on Signal Processing, Vol. 50, No. 6, pp.1429-1437, 2002.

 

47.           WANG, N., PANG, W.K. and HUANG, W.K.,  A discussion on Buhlmann’s criterion for asset valuation, Insurance: Mathematics and Economics, Vol. 30, pp.85-95, 2002.

 

48.           WONG, H. & LI, W.K.,  Detecting and diagnostic checking multivariate conditional heteroscedastic time series models, Annals of the Institute of Statistical Mathematics, Vol. 54, No. 1, pp.45-59, 2002.

 

49.           YAN, Q.X.,  HOU, S.H.  and  FENG, D.X.,  Asymptotic behavior of Timoshenko beam with dissipative boundary feedback.  Journal of Mathematical Analysis and Applications, Vol. 269, pp.556-577, 2002.

 

50.           YAN, W.Y.  and  TEO, K.L.Optimal finite-presion approximation of FIR filters.  Signal Processing, Vol. 82, pp.1695-1705, 2002.

 

51.           YANG, X.M.,  WANG, S.Y.  and  DENG, X.T.,  Symmetric duality for a class of multiobjective fractional programming problems.  Journal of Mathematical Analysis and Applications, Vol. 274, pp.279-295, 2002.

 

52.           YANG, X.M., YANG, X.Q. & TEO, K.L.,  Symmetric Duality for a Class of Nonlinear Fractional Programming Problems, Journal of Mathematical Analysis and Applications, Vol. 271, pp.7-15, 2002.

 

53.           YANG, X.M., YANG, X.Q. and TEO, K.L.,  Explicitly B-preinvex functions, Journal of Computational and Applied Mathematics, Vol. 146, pp.25-36, 2002.

 

54.           YANG, X.Q.  and  YAO, J.C.  Gap Functions and Existence of Solutions to Set-Valued Vector Variational Inequalities.  Journal of Optimization Theory and Applications, Vol. 115, No. 2, pp.407-417, 2002.

 

55.           YIU, K.F.C., GRBIC, N., TEO, K.L. and NORDHOLM, S.,  A new design method for broadband microphone arrays for speech input in automobiles, IEEE Signal Processing Letters, Vol. 9, No. 7, pp.222-224, 2002.

 

56.           YOU, J.H.SUN, X.Q.PANG, W.K.  and  LEUNG, P.K.,  Jackknifing type weighted least squares estimators in partially linear regression models.  Statistics and Probability Letters, Vol. 60, pp.17-31, 2002.

 

57.           ZHANG, H.Q., YANG, W.B., CHAN, C.K. and LAU, K.S.,  Comparison of three separated flow models, Computational Mechanics, Vol. 28, No. 6, pp.469-478, 2002.

 

58.           ZHANG, H.Q., ZHOU, L.X. and CHAN, C.K.,  A double k-e and multi-d pdf model for turbulent gas-liquid reacting flows, Fuel, Vol. 81, No. 6, pp.817-827, 2002.

 

59.           ZHANG, P.,  CHAN, C.K.LI, X.G.  and  ZHAO, X.G.,  Dynamics of a Two-Component Atomic Bose-Einstein Condensate.  Journal of Physics B: Atomic, Molecular & Optical Physics, Vol. 35, pp.4647-4656, 2002.

 

60.           ZHANG, P.CHAN, C.K.,  LI, X.G.,  XUE, Q.K.  and  ZHAO, X.G.,  Dynamics of The Spin-2 Bose Condensate Driven by External Magnetic Fields. Physical Review A, Vol. 66, pp.043606, 2002.

 

61.           ZHANG, R.J.,  NIE, G.H.HOU, S.H.  and  CHAN, C.K.,  Determination of Added Fluid Area in the Homogenization Model of Beam Bundles.  International Journal of Solids and Structures, Vol. 39, No. 23, pp.5837-5850, 2002.

 

62.           ZHANG, R.J., WANG, W.Q., HOU, S.H. & CHAN, C.K.,  Modal Analysis for Beam Bundle in Fluid, Journal of Pressure Vessel Technology, Vol. 124, No. 2, pp.223-228, 2002.

 

 

2003 (Up to July 2003)

 

1.              AHMED, N.U.,  TEO, K.L.  and  HOU, S.H.,  Nonlinear impulsive systems on infinite dimensional spaces.  Nonlinear Analysis, Vol. 54, pp.907-925, 2003.

 

2.              CHAN, C.K.,  CHEUNG, B.K.S.  and  LANGEVIN, A.,  Solving the multi-buyer joint replenishment problem with a modified genetic algorithm.  Transportation Research Part B, Vol. 37, pp.291-299, 2003.

 

3.              CHAN, C.K.WANG, H.Y.  and  TANG, H.Y.Effect of Intense Turbulence on Turbulent Premixed V-Flame.  International Journal of Engineering Sciences, Vol. 41, No. 8, pp.903-916, 2003.

 

4.              DONTCHEV, A.L.,  QI, H.D.  and  QI, L.Q.,  Quadratic Convergence of Newton's Method for Convex Interpolation and Smoothing.  Constructive Approximation, Vol. 19, pp.123-143, 2003.

 

5.              DONTCHEV, A.L.,  QI, H.D.QI, L.Q.,  and  YIN, HONGXIA,  A Newton Method for Shape-Preserving Spline Interpolation.  SIAM Journal on Optimization, Vol. 13, No. 2, pp.588-602, 2003.

 

6.              EVANS, G. A.  and  CHUNG, K. C.Some theoretical aspects of generalised quadrature methods.  Journal of Complexity, Vol. 19, No. 3, pp.272-285, 2003.

 

7.              GU, G.Z.,  LI, D.H.QI, L.Q.  and  ZHOU, SHU-ZI,  Descent Directions of Quasi-Newton Methods for Symmetric Nonlinear Equations.  SIAM Journal on Numerical Analysis, Vol. 40, No. 5, pp.1763-1774, 2003.

 

8.              GUO, Y.C.CHAN, C.K.  and  LAU, K.S.,  Numerical Studies of Pulverized Coal Combustion in a Tubular Coal Combustor with Slanted Oxygen Jet.  FUEL, Vol. 82, No. 8, pp.893-907, 2003.

 

9.              GUO, Z.M.,  ZHANG, H.Q.CHAN, C.K.  and  LIN, W.Y.,  Presumed Joint Probability Density Function Model for Turbulent Combustion.  FUEL, Vol. 82, No. 9, pp.1091-1101, 2003.

 

10.           HUANG, X.X.  and  YANG, X.Q.,  Convergence Analysis of a Class of Nonlinear Penalization Methods for Constrained Optimization via First-Order Necessary Optimality Conditions.  Journal of Optimization Theory and Applications, Vol. 116, No. 2, pp.311-332, 2003.

 

11.           HUANG, X.X.,  A New Variant of Ekeland's Variational Principle for Set-valued Maps.  Optimization, Vol. 52, No. 1, pp.53-63, 2003.

 

12.           IP, W.C.,  YANG, Y.,  KWAN, P.Y.K.  and  KWAN, Y.K.Strong convergence rate of the least median absolute estimator in linear regression models.  Statistical Papers, Vol. 44, pp.183-201, 2003.

 

13.           KANZOW, C.,  QI, H.Q.  and  QI, L.Q.,  On the Minimum Norm Solution of Linear Programs.  Journal of Optimization Theory and Applications, Vol. 116, No. 2, pp.333-345, 2003.

 

14.           LAM, J.S.L.CHAN, C.K.,  TALBOT, L.  and  SHEPHERD, I.G.,  On the High-Resolution Modelling of a Turbulent Premixed Open V-Flame.  Combustion Theory and Modelling, Vol. 7, No. 1, pp.1-28, 2003.

 

15.           LEE, H.W.J.  and  TEO, K.L.,  Control Parametrization Enhancing Technique for Solving a Special ODE with State Dependent Switch.  Journal of Optimization Theory and Applications, Vol. 118, No. 1, pp.55-56, 2003.

 

16.           LEUNG, T.W.CHAN, C.K.  and  TROUTT, M.D.,  Application of a mixed simulated annealing-genetic algorithm heuristic for the two-dimensional orthogonal packing problem.  European Journal of Operational Research, Vol. 145, No. 3, pp.530-542, 2003.

 

17.           LI, S.J.,  CHEN, G.Y.TEO, K.L.  and  YANG, X.Q.,  Generalized minimax inequalities for set-valued mappings.  Journal of Mathematical Analysis and Applications, Vol. 281, pp.707-723, 2003.

 

18.           LI, S.J.,  YANG, X.Q.  and  CHEN, G.Y.,  Nonconvex vector optimization of set-valued mappings.  Journal of Mathematical Analysis and Applications, Vol. 283, pp.337-350, 2003.

 

19.           LI, X.G.,  YAN, W.  and  CHAN, C.K.,  Numerical Schemes for Hamilton-Jacobi Equations on Unstructured Meshes.  Numerische Mathematik, Vol. 94, No. 2, pp.315-331, 2003.

 

20.           LIU, X.Z.,  LIU, Y.Q.  and  TEO, K.L.,  Stability Analysis of Impulsive Control Systems.  Mathematical and Computer Modelling, No. 37, pp.1357-1370, 2003.

 

21.           LIU, Y.,  LAU, K.S.,  CHAN, C.K.,  GUO, Y.C.  and  LIN, W.Y.,  Structure of Scalar Tansport in 2D Transitional Jet Diffusion Flames by LES.  International Journal of Heat and Mass Transfer, Vol. 46, No. 20, pp.3841-3851, 2003.

 

22.           QI, L.Q.  and  TEO, K.L.,  Multivariate Polynomial Minimization and its Application in Signal Processing.  Journal of Global Optimization, Vol. 26, pp.419-433, 2003.

 

23.           QI, L.Q.  and  YIN, H.X.,  A Strongly Semismooth Integral Function and its Application.  Computational Optimization and Applications, Vol. 25, pp.223-246, 2003.

 

24.           SPIRING, F.,  LEUNG, P.K.,  CHENG, S.  and  YEUNG, ANTHONY,  A Bibliography of Process Capability Papers.  Quality and Reliability Engineering International, Vol. 19, pp.1-16, 2003.

 

25.           WANG, S.,  JENNINGS, L.S.  and  TEO, K.L.,  Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method.  Journal of Global Optimization, Vol. 27, pp.177-192, 2003.

 

26.           WANG, S.,  YANG, X.Q.  and  TEO, K.L.,  A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems.  Computational Optimization and Applications, Vol. 25, pp.251-268, 2003.

 

27.           WEI, Z.,  QI, L.Q.  and  CHEN, X.,  An SQP-Type Method and its Application in Stochastic Programs.  Journal of Optimization Theory and Applications, Vol. 116, No. 1, pp.205-228, 2003.

 

28.           WONG, H.,  IP, W.C.XIE, Z.J  and  LUI, XUELI,  Modelling and forecasting by wavelets, and the application to exchange rates.  Journal of Applied Statistics, Vol. 30, No. 5, pp.537-553, 2003.

 

29.           YANG, X.M.YANG, X.Q.  and  TEO, K.L.,  Generalized Invexity and Generalized Invariant Monotonicity.  Journal of Optimization Theory and Applications, Vol. 117, No. 3, pp.607-625, 2003.

 

30.           YANG, X.M.YANG, X.Q.  and  TEO, K.L.,  Non-differentiable second order symmetric duality in mathematical programming with F-convexity.  European Journal of Operational Research, Vol. 144, pp.554-559, 2003.

 

31.           YANG, X.Q.  and  HUANG, X.X.,  Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs.  Computational Optimization and Applications, Vol. 25, pp.293-311, 2003.

 

32.           YANG, X.Q.,  MENG, Z.Q.,  HUANG, X.X.  and  PONG, G.T.Y.,  Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems.  Numerical Functional Analysis and Optimization, Vol. 24, No. 3 & 4, pp.351-364, 2003.

 

33.           YANG, X.Q.,  On the Gap Functions of Prevariational Inequalities.  Journal of Optimization Theory and Applications, Vol. 116, No. 2, pp.437-452, 2003.

 

34.           ZHANG, P.,  CHAN, C.K.,  XUE, Q.K.  and  ZHAO, X.G.,  Quantum Entanglement of Excitons in Coupled Quantum Dots.  Physical Review A, Vol. 67, 012312, 2003.

 

6.3       Books Chapters

 

2000

 

1.              BIRGE, J.R., POLLOCK, S.M. & QI, L.Q.,  A Quadratic Recourse Function for the Two-stage Stochastic Program. In YANG, X.Q., Mees, A.I., Fisher, M.E. and Jennings, L.S., eds, eds., Progress II in Optimization : Contributions from Australasia, Kluwer Academic Publisher, Nowell, MA, USA, pp.109-121, 2000.

 

2.              CHEN, G.Y., GOH, C.J. & YANG, X.Q.,  On Gap Function for Vector Variational Inequality. In Giannessi, F., ed., Vector Variational Inequalities and Vector Equilibria, Kluwer Academic Publisher, Nowell, MA, USA, pp.55-72, 2000.

 

3.              CHEN, G.Y. & HOU, S.H.,  Existence of Solutions for Vector Variational Inequalities. In Giannessi, F., ed., Vector Variational Inequalities and Vector Equilibria, Kluwer Academic Publisher, Nowell, MA, USA, pp.73-86, 2000.

 

4.              CHEN, G.Y. & YANG, X.Q.,  On the Existence of Solutions to Vector Complementarity Problems. In Giannessi, F., ed., Vector Variational Inequalities and Vector Equilibria, Kluwer Academic Publisher, Nowell, MA, USA, pp.87-95, 2000.

 

5.              GOH, C.J. & YANG, X.Q.,  Scalarization Methods for Vector Variational Inequalities. In Giannessi, F., ed., Vector Variational Inequalities and Vector Equilibria, Kluwer Academic Publisher, Nowell, MA, USA, pp.213-232, 2000.

 

6.              LI, S.J., YANG, X.Q. & CHEN, G.Y.,  Vector Ekeland's Variational Principle. In Giannessi, F., ed., Vector Variational Inequalities and Vector Equilibria, Kluwer Academic Publisher, Nowell, MA, USA, pp.321-333, 2000.

 

7.              QI, L.Q., RALPH, D. & ZHOU, G.,  Semiderivative functions and reformulation methods for solving complementarity and variational inequality problems. In Di Pillo, G. and Giannessi, F., eds., Nonlinear Optimization and Related Topics, Kluwer Academic Publisher, Nowell, MA. USA, pp.317-350, 2000.

 

8.              QI, L.Q. & SUN, D.,  Polyhedral Methods for Solving Three Index Assignment Problems. In Pardolos, P.M. and Pitsoulis, L., eds, eds., Nonlinear Assignment Problems : Algorithms and Applications, Kluwer Academic Publisher, Nowell, MA. USA, pp.91-107, 2000.

 

9.              RUBINOV, A.M., YANG, X.Q. & GLOVER, B.M.,  Nonlinear Unconstrained Optimization Methods : A Review. In YANG, X.Q., Mees, A.I., Fisher, M. and Jennings, L., eds., Progress in Optimization, Kluwer Academic Publisher, Nowell, MA, USA, pp.65-77, 2000.

 

10.           LIU, Y. & TEO, K.L.,  Computational Method for A Class of Optimal Switching Control Problems, Progress in Optimization II: Contributions from Australasia, edited by X.Q. Yang, et al, Kluwer Academic Publisher, pp.221-236, 2000.

 

11.           WANG, S, GAO, F. & TEO, K.L.,  Solving Hamilton-Jocobi-Bellman Equations by an Upwind Finite Difference Methods, Progress in Optimization II: Contributions from Australasia, edited by X.Q. Yang, et al, Kluwer Academic Publisher, pp.255-268, 2000.

 

12.           YANG, X.Q.,  On Some Equivalent Conditions on Vector Variational Inequalities. In Giannessi, F., ed., Vector Variational Inequalities and Vector Equilibria, Kluwer Academic Publisher, Nowell, MA, USA, pp.423-432, 2000.

 

13.           YANG, X.Q. & CHEN, G.Y.,  On Inverse Vector Variational Inequalities. In Giannessi, F., ed., Vector Variational Inequalities and Vector Equilibria, Kluwer Academic Publisher, Nowell, MA, USA, pp.433-445, 2000.

 

14.           YANG, X.Q. & GOH, C.J.,  Vector Variational Inequalities, Vector Equilibrium Flow and Vector Optimization. In Giannessi, F., ed., Vector Variational Inequalities and Vector Equilibria, Kluwer Academic Publisher, Nowell, MA, USA, pp.447-465, 2000.

 

15.           YANG, X.Q., MEES, A.I. & CAMPBELL, K.,  Simulated Annealing and Penalty Methods for Binary Multicommodity Flow Problems. In YANG, X.Q., Mees, A.I., Fisher, M. and Jennings, L., eds., Progress in Optimization, Kluwer Academic Publisher, Nowell, MA, USA, pp.93-105, 2000.

 

2001

 

1.              CHUNG, K.C.,  Computing Rapidly Oscillatory Integrals Using Exactly Integrable Moments, Advances in Scientific Computing, pp.12-18, 2001.

 

2.              DAM, H.H., TEO, K.L., LIU, Y.Q. & NORDEBO, S.,  Optimum Pole Position for Digital Laguerre Network with Least Square Error Criterion. In Yang, X.Q, Teo, K.L. and Caccetta, L., eds., Optimization Methods and Applications, Kluwer Academic Publisher, The Netherlands, pp.309-317, 2001.

 

3.              DONTCHEV, A.L., Qi, H. & QI, L.Q.,  Quadratic Convergence of Newton's method for Constrained Interpolation and Smoothing, Approximation Theory X, C.K. Chui, L.L. Schumaker and J. Stoeckler, eds., (Vanderbilt University Press, Nashville, TN, USA, 2001).

 

4.              QI, L.Q. & SUN, D.,  Nonsmooth and Smoothing Methods for NCP and VI, Encyclopedia of Optimization, edited by C.A. Floudas and P.M. Pardalos, eds., Kluwer Academic Publisher, Nowell, MA. USA, pp.100-104, 2001.

 

5.              YANG, X.M., TEO, K.L. & YANG, X.Q.,  Second Order Strict Converse Duality in Non-linear Programming. In YANG, X.Q., ed., Optimization Methods and Applications, Kluwer Academic Publisher, The Netherlands, pp.295-306, 2001.

 

2002

 

1.              CHAN, C. K.WONG, H.PANG, W. K. and  TROUTT, M. D.,  Combined Forecasts Based on Markov Chain Monte Carlo Estimation of the Mode, Managing Data Mining Technologies in Organization : Techniques and Application, edited by Parag C. Pendharkar, Idea Group Publishing, USA, 2002.

 

2.              LEE, H.W.J.,  TEO, K.L. and  KAJI, K.,  Control Parametrization Technique and Control Parametrization Enhancing Technique to the Oil Shale Pyrolysis Problem. Recent Developments in Optimization and Optimal Control in Chemical Engineering, edited by R. Luus, 2002.

 

3.              LI, L.K.,  Learning Sunspot Series Dynamics by Recurrent Neural Networks, Advances in Data Mining and Modelling, edited by Ching, W.K. and Ng, MKP, World Scientific, Hong Kong, 2003.

 

4.              PANG, W. K.WONG, HCHAN, C. K. and  TROUTT, M. D.,  Data Mining for Optimal Combination Demand Forecasts, Managing Data Mining Technologies in Organization : Techniques and Application, edited by Parag C. Pendharkar, Idea Group Publishing, USA, 2002.

 

2003

 

1.              PANG, W. K.WONG, HCHAN, C. K.  and  TROUTT, M. D.,  Combinations Forecasts Based on Markov Chain  Monte Carlo Estimation of The Mode.  In Parag Pendharkar, ed., Managing Data Mining Technologies in Organization : Techniques and Application, IDEA GROUP PUBLISHING, Pennsylvania, USA, pp.219-238 (2002)  ISBN 1-59140-057-0

 

2.              LEE, H.W.J.TEO, K.L.  and  KAJI, K.,  Control Parametrization Technique and Control Parametrization Enhancing Technique to the Oil Shale Pyrolysis Problem.  In Luus, R, ed., Recent Developments in Optimization and Optimal Control in Chemical Engineering, Research Signpost, India, pp.217-228 (2002)  ISBN 81-7736-088-4

 

3.              CHAN, C. K.WONG, H.PANG, W. K.  and  TROUTT, M. D.,  Data Mining for Optimal Combinations of Demand Forecasts.  In Parag Pendharkar, ed., Managing Data Mining Technologies in Organization : Techniques and Application, IDEA GROUP PUBLISHING, Pennsylvania, USA, pp.106-122 (2002)  ISBN 1-59140-057-0

 

4.              LI, L.K.,  Learning Sunspot Series Dynamics by Recurrent Neural Networks.  In Ching, W.K. and Ng, MKP, eds., Advances in Data Mining and Modelling, World Scientific, Hong Kong, pp.107-115 (2003)  ISBN 981-238-354-9

 

6.4       Articles in refereed conference proceedings

 

2000

 

1.              CHUNG, K.C.,  Computing Rapidly Oscillatory Integrals Using Exactly Integrable Moments. Proceedings of Workshop on Scientific Computing 99 "Advances in Scientific Computing", Hong Kong, 27-30 June 1999, pp.22-27, 2000.

 

2.              FAN, Q.L., ZHANG, H.Q., GUO, Y.C., WANG, X.L., LIN, W.Y. & CHAN, C.K., Large-Eddy Simulation of Coherent Structures in a Turbulent Plaanar Jet, Proceedings of 2nd International Symposium on Fluid Machinery and Fluid Engineering, Beijing, 2000, pp.560-563, 2000.

 

3.              GAO, F., LIU, W.Q., SREERAM, V. & TEO, K.L.,  Nonlinear Feedback Control on Lorenz Chaotic Systems, Proceedings of Asian Control Conference held in June, Shanghai, 2000.

 

4.              GUO, Y.C. & CHAN, C.K.,  Prediction of Gas-Particle Flows and Gas Combustion in a Cyclone Furnace. Proceedings of Symposium on Energy Engineering 2000, Vol. 4, The Hong Kong University of Science and Technology, 9 - 13 January, 2000, pp.1515-1523, 2000.

 

5.              GUO, Y.C., LIN, W.Y. & CHAN, C.K.,  Numerical Modeling of Flow Pattern and Combustion in an Industrial Glass Melting Furnace. Proceedings of Symposium on Energy Engineering 2000, Vol. 4, The Hong Kong University of Science and Technology, 9 - 13 January, 2000, pp.1508-1514, 2000.

 

6.              HOU, S.H.,  A Recursive Triangular Factorization Procedure for Inverse Vandermonde Matrices. In W. C. Yang, S.C. Chu, J. C. Chuan, ed., Proceedings of the Fifth Asian Technology Conference in Mathematics, Chiang Mai, Thailand, December 17-21, 2000, ATCM, Inc., USA, pp.456-461, 2000.

 

7.              LEUNG, T.W., CHAN, W.K. & HOU, S.H.,  A Computer-Aided Self-Learning and Teaching Courseware in Linear Algebra for Engineering Students, Proceedings of The Mathematical Education of Engineers III Conference, pp.69-74, April 2000.

 

8.              LEUNG, T.W., CHAN, W.K. & HOU, S.H.,  A Computer-Aided Self-Learning and Teaching Courseware in Linear Algebra, Proceedings, Science and Technology Education Conference 2000, Hong Kong, pp.412-419, June 2000.

 

9.              TSENG, C.H., TEO, K.L. & CANTONI, A.,  Adaptive Envelope-constrained Filter Design, the IEEE International Symposium on Circuits and Systems (ISCAS), Vol. 4, pp.IV85-IV88, Geneva, Switzerland, May 2000.

 

10.           WANG, H.Y., ZHANG, H.Q., WANG, X.L. & CHAN, C.K.,  Investigation of Vortex-Particle Interaction in Mixing Layer Using Two-Way Coupling Vortex Method. Proceedings of 2nd International Symposium on Fluid Machinery and Fluid Engineering, Beijing, 2000, pp.456-463, 2000.

 

2001

 

1.              BAUER, R.S., CHEUNG, K.H, CHEUNG, P.M & NG, Louise,  Acoustic Correlation of Focus-stress in Hong Kong Cantonese, Proceedings of the Asian Linguistics Society, Bangkok, Thailand, May 16-18, 2001.

 

2.              CHAN, C.K. & HOU, S.H.,  Web-based Interactive Exercises in Fundamental Statistics. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 - 11 January 2001, pp.9-12, 2001.

 

3.              CHAN, W.K., HOU, S.H. & LEUNG, T.W.,  An Interactive and Multimedia Learning Courseware in Applied Mathematics. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 - 11 January 2001, pp.17-20, 2001.

 

4.              CHEUNG, L.F. & LEUNG, P.F.,  Submanifolds with bounded mean curvature, Proceedings of the Fifth Pacific Rim Geometry Conference, Tohoku Mathematical Publications, No. 20, 2001.

 

5.              CHONG, K.K.,  On Some Generalization of A Ky Fan's Inequality. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.25-28, 2001.

 

6.              CHUNG, K.C.,  Computing High Frequency Fourier-Bessel Coefficients Using Exactly Integrable Moments. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.29-32, 2001.

7.              CHUNG, K.C. & WANG, C.M.,  Optimal design of stepped annular plates for minimax deflection, Proceedings of the 5th International Conference on Optimization. Vol. 3, pp.1415-1421, 2001.

 

8.              HUANG, X.X. & YANG, X.Q.,  Asymptotic analysis of a class of nonlinear penalty methods for constrained multiobjective optimization, Proceedings of the 3rd WCNA' 2000, Cantania, Nonlinear Analysis Theory, Methods & Applications, Vol. 47, pp.5573-5584, 2001.

 

9.              LEE, H.W.J.,  Manpower Planning Problem. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, The Hong Kong Polytechnic University, Hong Kong, pp.47-51, 2001.

 

10.           LEUNG, K.J. & MONAGHAN, J.J.,  Effectiveness of SPH Method for Elastic Vibration Problems. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.53-56, 2001.

 

11.           LEUNG, P.K., LEUNG, T.W., NG, L. & CHAN, C.K.,  Quality Improvement of the Ground Fault Circuit Interrupter through Off-line Quality Control Techniques. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.57-60, 2001.

 

12.           LI, L.K.,  Compression of Smooth Sequence by Discrete-time Recurrent Neural Networks, Proceedings of the 5th International Conference on Optimization: Techniques and Applications, Vol. 1, p272-274, 2001.

 

13.           LI, L.K.,  Learning with New Error Function for Single-Hidden-Layer Feedforward Neural Network. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.71-72, 2001.

 

14.           SPIRING, F.A. & LEUNG, P.K.,  A Proposed Measure of Process Capability for Non-Normal Distributions. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 - 11 January 2001, pp.101-104, 2001.

 

15.           SPIRING, F.A., LEUNG, P.K. & NG, L.,  A Procedure to Selecting Appropriate Process Capability Indices. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 - 11 January 2001, pp.105-108, 2001.

 

16.           SPIRING, F.A., YEUNG, A. & LEUNG, P.K.,  The Relationship of Process Capability Indices to Weighted Squared Error Loss. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 -11 January 2001, pp.109-112, 2001.

 

2002

 

1.         YU, K.F.,  LAU, K.S. and  CHAN, C.K.,  Large Eddy Simulation of Particle-laden Flow Over a Backward-facing Step. Conference on Computational and Mathematical Methods on Science and Engineering, Vol. 2, Alicante, Spain, September 2002, pp.361-370, 2002.

 

2.         QI, L.Q.,  Semismoothness Properties and Applications of an Integral Function. In A. Tamura and H. Ito, eds., Proceedings of the Fourteenth RAMP Symposium, RAMP, Kyoto, 24 and 25 September 2002, pp.103-114, 2002.

 

 

 

 

 

 

2003

 

1.              QI, L.Q. and  TSANG, P.  Almost Smooth Functions. In W. Takahashi and T. Tanaka, eds., Nonlinear Analysis and Convex Analysis 2001, Hirosaki, Japan, July 30 - 2 August 2001, Yokohama Publishing Co., pp.405-413, 2003.

 

2.         LIU, M.,  CHAN, C.K.,  ZHANG, H.Q. and  LIN, W.Y.  Analysis of a Multi-lattice Deterministic Trajectory Model for Dense Two-phase Flow. In Bathe K.J., ed., Second MIT Conference on Computational Fluid and Solid Mechanics, Cambridge, Mass, USA, 17-20 June 2003, pp.143, 2003.

 

3.         DONTCHEV, A.L., QI, H.D. & QI, L.Q.,  Quadratic Convergence of Newton's Method for Constrained Interpolation to appear in the Proceeding of Approximation Theory X, Charles K. Chui, Larry L. Schumaker, and Joachim Stoeckler (eds.) Vanderbilt University Press, Nashville, TN, (to appear).

 

 

7.         CONSULTANCY & PROFESSIONAL SERVICES

 

            In addition to offering statistical consultancy and advisory services to staff and students of the University, the Statistical Advisory Unit (StatAU) within the Department also plays a prominent role in establishing links with the industry.  In particular, the Unit has established a partnership with MVA Hong Kong Limited, a market research consultancy firm, to bid for consultancy projects in the open market.

 

            The Department delivers tailor-made specialized courses to meet the community needs.  Such courses include “Statistical Methods” to statistical officers of the Census and Statistics Department of HKSAR Government, a one-day seminar on Option-Pricing Theory and Investment Guarantees for members of the Actuarial Society of Hong Kong, and “Statistical Methods and Packages for Research” to staff of Department of Nursing and Health Science of the University.

 

            The Department encourages its staff to offer professional services to the community and professional bodies.  These include services to the Actuarial Society of Hong Kong, Hong Kong Examinations Authority, Hong Kong Education Department, Hong Kong Institute of Bankers, Hong Kong Mathematical Society, Hong Kong Statistical Society, Open University of Hong Kong, and PRC Actuarial Examination Committee on Asset and Liability Management.

 

            A list of consultancy projects is given below.

 

 

Investigator(s)

Project Title

Year

Amount in HK$

 

Ip, W.C. and Kwan, Y.K.

Thematic household survey in the first quarter commissioned by The Statistics and Census Department of HKSAR

2001

50,000

 

Ip, W.C.

Household survey for the study of the impact of information technology on planning commissioned by Planning Department of HKSAR

2001

10,000

 

Ip, W.C. and Lui, P.K. (APSS)

Thematic household survey in the fourth quarter commissioned by Statistics and Census Department of HKSAR

2001

20,000

 

Ip, W.C., Kwan, Y.K., Kwan, P.Y.K., Chiu, L.L. and Yu, C.W. (EE)

Household energy consumption study 2001 commissioned by Electrical and Mechanical Services Department of HKSAR

2002

200,000

 

Ip, W.C.

Thematic household survey in the fourth quarter commissioned by Statistics and Census Department of HKSAR

2002

10,000

 

Ip, W.C.

Transport energy consumption  survey commissioned by Electrical and Mechanical Services Department of HKSAR

2002

10,000

 

Ip, W.C. and Chiu, L.L.

Updating energy indices to most recent demographic data commissioned by Electrical and Mechanical Services Department of HKSAR

2002

6,000

 

Ip, W.C., Kwan, Y.K., Kwan, P.Y.K. and Chiu, L.L.

Overall Study on Reviewing the Progress and Evaluating the Information Technology in Education (ITEd) Projects 1998/2003

2002 –

2004

300,000

 

Yang, X.Q. and Zhou, X.

Development of operations research models for the feasibility study of automated passenger / vehicle clearance projects

2002

460,000

 

Kwan, Y.K. and Ip, W.C.

Vertification of the confidence level of sampling strategy – China Light & Power Co. Ltd.

2002

4,290

 

Chan, C.K. and Leung, P.K.

Classification of grades in the plan do check act cycle – ISO9004

2003

30,000

 

Ip, W.C. and Kwan, Y.K.

Advice on market survey conducted in Hong Kong in relation to trade marks “XXX Cigarettes Lable” and “YYY” commissioned by a legal firm

2003

5,000

 

Ip, W.C., Kwan, P.Y.K. and Chiu, L.L.

Factorization analysis and development of energy models commissioned by Electrical and Mechanical Services Department of HKSAR

2003

93,600

 

Kwan, P.Y.K., Kwan, Y.K., Ip, W.C. and Chiu, L.L.

Estimation of number of metering irregularity cases from the whole CLP power accounts and their annual revenue loss for Domestic Tariff; General Service Tariff and Bulk Tariff – China Light & Power Co. Ltd.

2003

15,600

 

 

 

8.              ACADEMIC VISITORS

 

1.         Dr. Dai Yu-hong, Institute of Computational Mathematics and Scientific Engineering, China, 3 Dec. 2001 - 2 Jan. 2002. [Dr. X.Q. Yang, Semi-infinite and Semi-definite Programming: Optimality, Duality and Discretization].

 

2.         Prof. Wong Kar-hung, University of Witwatersrand, South Africa, 18 Dec. 2001 - 26 Jan. 2002. [Dr. Joseph H.W. Lee, The Studies of Computational Optimal Discrete-valued Controls Using Simulated Annealing].

 

3.         Ms. Wu Zhi-you, Department of Mathematics, Chongqing Teachers College, China, 2 Jan. - 1 Mar. 2002. [Dr. Joseph H.W. Lee, Numerical Studies of Optimal Discrete-valued Control Problems].

 

4.         Dr. Meng Zhi-qing, Department of Computer Science, Xiangtan University, China, 3 Jan. - 2 Feb. 2002. [Dr. X.Q. Yang, Semi-infinite and Semi-definite Programming: Optimality, Duality and Discretization].

 

5.         Prof. Chan Kung-sik, Department of Statistics and Actuarial Science, University of Iowa, USA, 5 Jan. - 19 Jan. 2002.

 

6.         Dr. Mustapha Ait Rami, University of Wuerzhurg, Germany, 7 Jan. - 6 Mar. 2002. [Prof. K.L. Teo, Computational Optimization and Optimal Control].

 

7.         Prof. Zhang Hui-qiang, Department of Engineering Mechanics, Tsinghua University, China, 21 Jan. - 20 Feb. 2002. [Dr. Chan Cheong-ki, Numerical Modelling of Mixing Layer Using an Improved Stochastic Separated Flow Model].

 

8.         Prof. Satoshi Ito, Institute of Statistical Mathematics, Japan, 6 Feb. - 18 Mar. 2002. [Prof. K.L. Teo, Computational Optimization and Optimal Control].

 

9.         Prof. Koiso Miyuki, Kyoto University of Education, Japan, 18-23 Feb. 2002. [Dr. L.F. Cheung, On the Bernstein Conjecture for Stable Constant Mean Curvature Hypersurfaces].

 

10.       Prof. Wu Soon-yi, Department of Mathematics, National Cheng Kung University, Taiwan, 25 Feb. - 2 Mar. 2002. [Prof. L. Qi, Reformulation Methods in Optimization].

 

11.       Prof. Feng De-xing, Institute of Systems Science, Chinese Academy of Sciences, China, 4 Mar. - 3 Apr. 2002. [Dr. S.H. Hou, Control and Stabilization of Certain Flexible Structure Systems].

 

12.       Prof. Wei Zeng-xin, Department of Mathematics and Information Science, Guang Xi University, China, 4 Mar. - 31 Aug. 2002. [Prof. L. Qi, Application of Reformulation Methods to Stochastic Programmes and Semi-infinite Programming Problems].

 

13.       Ms. Wu Zhi-you, Department of Mathematics, Chongqing Teachers College, China, 2-30 May 2002. [Dr. Joseph H.W. Lee, Computational Studies of Optimal Switching Control in Plasma Heating by Neutral Injection].

 

14.       Prof. Wu Soon-yi, Department of Mathematics, National Cheng Kung University, Taiwan, 6-11 May 2002. [Prof. K.L. Teo, Computational Optimization and Optimal Control].

 

15.       Prof. Guan Lu-tai, Department of Scientific Computation & Computer Applications, Zhongshan University, China, 13 May - 12 June 2002. [Prof. L. Qi & Dr. X.Q. Yang, Generalized Newton Methods and Smoothing Newton Methods for Constrained Approximation Problems].

 

16.       Prof. Jia Zhong-zhen, Department of Applied Mathematics, Beijing Polytechnic University, China, 13 May - 12 June 2002. [Dr. W.C. Ip, Testing for Heteroscedasticity and Structural Changes in Economic Time Series by Wavelets].

 

17.       Prof. Wang Soog-gui, Faculty of Science, Beijing Polytechnic University, China, 13 May - 12 June 2002. [Dr. W.C. Ip, Linear Estimators of Mixed Effect Models].

 

18.       Dr. Yang Yu-fei, School of Mathematics, University of New South Wales, Australia, 15 May - 16 June 2002. [Prof. L. Qi, Stablized Methods in Optimization].

19.       Professor Liu Xin-zhi, Department of Applied Mathematics, University of Waterloo, 8 June - 14 June 2000. [Professor K.L. Teo, Impulsive Control Systems with Time Delay].

 

20.       Dr. Shao Quan-xi, CSIRO Mathematical & Information Sciences in Australia, 8 June - 7 July 2002. [Dr. H. Wong, Statistical Modelling of Flooding Level and Space Time Variation of Water Cycle with Application to China].

 

21.       Prof. Wong Kar-hung, University of Witwatersrand, South Africa, 15 June - 14 July 2002. [Dr. Joseph H.W. Lee, Hybrid-GA and Hybrid-SA Approach to Optimal Discrete-valued Control Problems].

 

22.       Dr. Montaz Ali, University of Witwatersrand, South Africa, 27 June - 14 July 2002. [Dr. Joseph H.W. Lee, Hybrid-GA and hybrid-SA Approach to Optimal Discrete-Valued Control Problems].

 

23.       Dr. Chen Min, Academy of Mathematics and System Science, Chinese Academy of Science, 2 July - 31 July 2002. [Dr. P.K. Leung, Process Control for Correlated and Contaminated Time Series Data].

 

24.       Prof. Brian Geoffrey Kingsman, Department of Management Science, Lancaster University, United Kingdom, 9 July - 22 July 2002. [Dr. Chan Chi-kin, Co-ordinated Single-Vendor Multi-Buyer Inventory Method].

 

25.       Ms. Wu Zhi-you, Department of Mathematics, Chongqing Teachers College, China, 1 Aug. - 30 Aug. 2002. [Dr. Joseph H.W. Lee, Numerical Studies of Optimal Discrete - Valued Control Problems].

 

26.       Dr. Wang Nan, Department of Actuarial Science and Statistics, City University, UK, 1 Aug. - 31 Aug. 2002. [Mr. Huang Wei-Kwang, The Characteristics about the Upward and Downward Moverments of a Surplus Process and the Rules to Monitor the Process].

 

27.       Prof. G.A. Evans, Department of Mathematical Sciences, De Montfort University, UK, 22 Aug. - 29 Aug. 2002. [Dr. K.C. Chung, Development of New Quadrature Rules for Irregular Oscillatory Integrals].

 

28.       Prof. Sven Nordholm, Australian Telecommunications Research Institure, Curtin University of Technology, Australia, 8 Sept. - 27 Sept. 2002. [Prof. K.L. Teo, Digital Filter Design via Optimization].

 

29.       Dr. Nedelko Grbic, Department of Electrical & Electronic Engineering, University of Technology, Australia, 7 Sept. - 21 Sept. 2002. [Prof. K.L. Teo, Digital Filter Design via Optimization].

 

30.       Mr. Peng Jian-wen, Department of Mathematics, Chongqing Normal University, China, 27 Sept. - 26 Oct. 2002. [Dr. Joseph Lee, Computational Studies of Optimal Switching Control in Plasma Heating by Neutral Injection].

 

31.       Prof. Li Yuan, Department of Mathematics, Guangzhou University, China, 30 Sept. - 29 Oct. 2002. [Dr. W.C. Ip, Characterization and Identification of Surface Texture Based on Wavelets].

 

32.       Mr. Dong Hong-bin, Institute of System Science, Chinese Academy of Sciences, China, 3 Oct. - 2 Dec. 2002. [Dr. S.H. Hou].

 

33.       Prof. Zhao Yi, Department of Mathematics, Zhongshan University, China, 7 Oct. - 6 Nov . 2002. [Dr. S.H. Hou]


34.       Dr. Wan Zhong, Department of Applied Mathematics, Hunan University, China, 19 - 23 Oct. 2002. [Prof. L. Qi, Reformulation Methods in Optimization].

 

35.       Prof. Satoshi Ito, Institute of Statistical Mathematics, Japan, 21 Oct. - 4 Nov. 2002. [Prof. K.L. Teo, Survey on Semi-infinite Programming Software].

 

36.       Prof. Fred A. Spiring, Department of Statistics, University of Manitoba, Canada, 26 Oct. - 15 Nov. 2002. [Dr. P.K. Leung, Process Control for Correlated and Contaminated Time Series Data].

 

37.       Ms. Wu Zhi-you, Department of Mathematics, Chongqing Teachers College, China, 6 Nov. - 7 Dec . 2002. [Dr. Joseph H.W. Lee, Numerical Studies of Optimal Discrete-Valued Control Problems].

 

38.       Dr. Sien Deng, Department of Mathematical Sciences, Northern Illinoise University, USA, 16 Nov. - 14 Dec. 2002. [Dr. X.Q. Yang, Nonconvex Multiple-criteria Optimization].

 

39.       Prof. Xia Jun, Institute of Geographical Science and Natural Science, Chinese Academy of Science, 21 - 28 Nov. 2002. [Dr. H. Wong, Northern China Water Resources Safety Problems].

 

40.       Prof. Lim Yong Ching, Department of Electrical and Computer Engineering, National University of Singapore, 25 - 28 Nov. 2002. [Prof. K.L. Teo, Optimum Filter Design].

 

41.       Prof. Sven Nordholm, Australian Telecommunications Research Institute, Curtin University of Technology, 25 - 29 Nov. 2002. [Prof. K.L. Teo, Semi-infinite Optimization Approach to Telecommunications Applications].

 

42.       Dr. Yu Hui, Institute of System Science, Chinese Academy of Science, 25 Nov. - 24 Dec. 2002. [Dr. Joseph H.W. Lee, Numerical Studies of Optimal Discrete-Valued Control Problems].

 

43.       Dr. Shao Quan-xi, CSIRO Mathematical & Information Sciences in Australia, 26 Nov. - 25 Dec. 2002. [Dr. H. Wong, Statistical Modelling of Flooding Level and Space-Time Variation of Water Cycle with Application to China].

 

44.       Prof. Helmut Maurer, Westfalische Wilhelms-Universitat at Munster, Institut fur Numerische Mathematik, Germany, 9 - 13 Dec. 2002. [Prof. K.L. Teo, Numerical Optimal Control].

 

45.       Prof. S.R. Jammalamadaka, Department of Statistics, University of California, USA, 13 - 16 Dec. 2002. [Dr. X. Zhou, Analysis of Additive and Additive-Multiplicative Hazards Models].

 

46.       Prof. Wong Kar-hung, University of Witwatersrand, South Africa, 16 Dec. 2002 - 15 Jan. 2003. [Dr. Joseph H.W. Lee, Hybrid-GA and Hybrid-SA Approach to Optimal Discrete-valued Control Problems].

 

47.       Prof. Alexander Shapiro, School of Industrial andSystems Engineering, Georgia Institute of Technology, USA, 6-12 Jan. 2003. [Prof. L. Qi, Stablized Methods in Optimization].

 

48.       Dr. Leung Yee-hong, Australian Telecommunications Research Institute, Curtin University of Technology, Australia, 6 Jan. - 1 Feb. 2003. [Prof. K.L. Teo, A Semi-infinite Optimization Approach to Telecommunication Applications].

 

49.       Prof. Peng Jian-wen, Department of Mathematics, Chongging Normal University, China, 14-27 Jan. 2003. [Dr. Joseph Lee, Computational Studies of Optimal Switching Control in Plasma Heating by Neutral Injection].

 

50.       Prof. Xia Jun, Institute of Geographical Science and Natural Resources, Chinese Academy of Science, 22-25 Jan. 2003. [Dr. H. Wong, Northern China Water Resources Safety Problems].

 

51.       Prof. Choi Yung-sze, Department of Mathematics, University of Connecticut, USA, 20 Jan. - 17 Feb . 2003. [Dr. L.F. Cheung, Soap Film under Gravity].

 

52.       Mr. Yao Bing, College of Mathematics & Information, Northwest Normal University, China, 20 – 28 Jan. 2003. [Prof. L. Qi, Manufacturing Network Flow].

 

53.       Prof. Biswa Datta, Northern Illinois University, USA, 24-27 Jan. 2003. [Prof. K.L. Teo, A Semi-infinite Optimization Approach to Telecommunications Applications].

 

54.       Prof. Li Yuan, Department of Mathematics, Guangzhou University, China, 6 Feb. - 5 Mar . 2003. [Dr. W.C. Ip & Dr. H. Wong, Testing for Heteroscedasticity and Structural Changes in Economic Time Series by Wavelets].

 

55.       Prof. Yang Zhen-hai, Department of Mathematics, Beijing Polytechnic University, China, 10 Feb. - 9 Mar. 2003. [Dr. P.K. Leung, Vertical Density Representation and Its Applications].

 

56.       Mr. Mladen Males, School of Electrical, Electronic & Computer Engineering, University of Western Australia, 10 Feb. - 9 Mar. 2003. [Prof. K.L. Teo, A Semi-infinite Optimization Approach to Telecommunication Applications].

 

57.       Ms. Wu Zhi-you, Department of Mathematics, Chongqing Teachers College, China, 18 Feb. - 17 Mar. 2003. [Dr. Joseph H.W. Lee, Optimal Design for Internet Traffic Control of Communication Networks].

 

58.       Mr. Bai Fu-sheng, Department of Mathematics, Shanghai University, China, 10 Feb. - 9 Mar. 2003. [Dr. X.Q. Yang, Nonlinear Penalty Method for Constrained Global Optimization].

 

59.       Prof. Peng Jian-wen, Department of Mathematics, Chongging Normal University, China, 7 Mar. - 6 Apr . 2003. [Prof. K.L. Teo, Optimal Feedback Control for the Token Bucket Algorithm in Internet Traffic Management].

 

60.       Dr. Meng Zhi-qing, Department of Computer Science, Xiangtan University, China, 17 Mar. - 16 Apr. 2003. [Dr. X.Q. Yang, Nonlinear Penalty Method for Constrained Global Optimization].

 

61.       Prof. Choi Yung-sze, Department of Mathematics, University of Connecticut, USA, 19 Mar. - 20 Apr . 2003. [Dr. L.F. Cheung, Soap Film under Gravity].

 

62.       Prof. Choi Yung-sze, Department of Mathematics, University of Connecticut, USA, 2 - 31 May 2003. [Dr. L.F. Cheung, Soap Film under Gravity].

 

63.       Dr. Shao Quan-xi, CSIRO Mathematical and Information Sciences, Australia, 31May - 1July 2003. [Dr. X. Zhou, Optimal Scheduling under Stochastic Order].

 

64.       Prof. Wong Kar-hung, School of Computational and Applied Mathematics, University of Witwatersrand, South Africa, 13 June - 12 July 2003. [Dr. Joseph H.W. Lee, Optimal design for Internet Traffic Control of Communication Networks].

 

65.       Dr. Yan Wei-yong, Department of Electrical and Computer Engineering, Curtin University of Technology, Australia, 14 - 27 June 2003. [Prof. K.L. Teo, Optimization Methods for Design and Analysis of Digital Systems].

 

66.       Prof. Li Yuan, Department of Mathematics, Guangzhou University, China, 24 June - 23 July 2003. [Dr. W.C. Ip, Characterization and Identification of Surface Texture Based on Wavelets].

 

67.       Prof. Zhang Shi Sheng, Department of Mathematics, Sichuan University, China, 1 - 30 July 2003. [Dr. Joseph Lee, Optimal design for internet traffic control of communication networks].

 

68.       Prof. Liu Jin-shan, Department of Mathematics, College of Sciences, South China Agriculature University, China, 10 July - 9 August 2003. [Dr. W.C. Ip, Testing for Heteroscedasticity and Structural Changes in Economic Time Series by Wavelets].

 

69.       Prof. Chen Guo-qing, Department of Mathematics, Inner Mongolia University, China, 15 July - 14 August 2003. [Dr. Joseph Lee, Optimal design for Internet Traffic Control of Communication Networks].

 

70.       Prof. Zhou Shu-zi, College of Mathematics and Econometrics, Hunan University, China, 18 July - 17 August 2003. [Prof. L.Q. Qi, Reformulation Methods in Optimization].

 

71.       Prof. Thomas Yu Pok-yin, Department of Mathematical Sciences, Rensselaer Polytechnic Institute, USA, 4 - 21 August  2003. [Prof. L.Q. Qi, Newton-Like Methods and Trust Region Methods].

 

72.       Prof. Yan Qing-xu, Information Engineering School, Geoscience Univeristy, China, 16 August - 15 September 2003. [Dr. S.H. Hou, Research on Timoshenko beam System].

 

73.       Prof. Sven Nordholm, WATRI, University of Estern Australia, 1 - 19 September 2003. [Prof. K.L. Teo, Semi-infinite Programming and Applications in Signal Processing].

 

74.       Prof. Bernard K.S. Cheung, GERAD & Ecole Polytechnique de Montreal, Montreal, Canada, 8 - 21 September 2003. [Dr. Chi-kin Chan, Dynamic Programming Approach with Genetic Algorithm Approach to the Manpower Planning Problem].

 

75.       Prof. Alexander Rubinov, School of Information Technology and Mathematical Science, University of Ballarat, Australia, 27 Sept. - 18 Oct. 2003. [Dr. X.Q. Yang, Estimating of parameters in penalty type methods].

 

76.       Prof. Wu Soon Yi, Department of Mathematics, National Cheng Kung University, Taiwan, 13 - 19 Oct. 2003. [Prof. K.L. Teo, A Semi-infinite Optimization Approach to Telecommunications Applications].

 

77.       Dr. Leung Yee-hong, Australian Telecommunications Research Institute, Curtin University of Technology, Australia, 22 Oct. - 18 Nov. 2003. [Prof. K.L. Teo, A Semi-infinite Optimization Approach to Telecommunication Applications].

 

78.       Dr. Shao Quan-xi, CSIRO Mathematical and Information Sciences, Australia, 25 Oct. - 24 Nov. 2003. [Dr. W.C. Ip, Dr. H. Wong, Northern China Water Resources Safety Problems].

 

79.       Prof. Yao En-yu, Department of Mathematics, Zhejiang University, China, 3 - 30 Nov. 2003. [Prof. L. Qi, Generalized and Inverse Network Flow Problems for Manufacturing Management Systems].

 

80.       Mr. Buon Kiong Lau, Vincent, Department of Telecommunications and Signal Processing, Blekinge Institute of Technology, Sweden, 7 Nov. - 6 Dec. 2003. [Prof. K.L. Teo, A Semi-infinite Optimization Approach to Telecommunication Applications].

 

81.       Prof. Sun Wen-yu, School of Mathematics and Computer Science, Nanjing Normal University, China, 17 Nov. - 16 Dec. 2003. [Prof. L. Qi, Robust Algorithms for Constrained Nonlinear Programmes].

 

82.       Prof. Zhang Shi Sheng, Department of Mathematics, Sichuan University, China, 19 Nov. - 14 Dec. 2003. [Dr. Joseph Lee, Optimal Design for Internet Traffic Control of Communication Networks].

 

83.       Prof. Zhao Yi, Department of Mathematics, Zhongshan University, China, 24 Nov. - 23 Dec. 2003. [Dr. S.H. Hou]

 

84.       Prof. Wang Pei-guang, College of Electronic Information & Engineering, Hebei University, China, 8 Dec. 2003 - 7 Jan. 2004. [Prof. K.L. Teo, Stability Theory & Optimal Control of Impulsive Systems].

 

85.       Prof. Zhou Shu-zi, College of Mathematics and Econometrics, Hunan University, China, 10 Dec. 2003 - 9 Jan. 2004. [Prof. L.Q. Qi, Rebust Algorithms for Constrained Nonlinear Programmes].

 

86.       Dr. Yan Wei-yong, Department of Electrical and Computer Engineering, Curtin University of Technology, Australia, 11 - 19 Dec. 2003. [Prof. K.L. Teo, A Semi-infinite Optimization Approach to Telecommunication Applications].

 

87.       Dr. Liu Wan-quan, School of Computing, Curtin University of Technology, Australia, 15 - 27 Dec. 2003. [Prof. K.L. Teo, A Semi-infinite Optimization Approach to Telecommunication Applications].

 

88.       Dr. Wang Yi-ju, Department of Mathematics and Statistics, Curtin University of Technology, Australia, 16 - 18 Dec. 2003. [Prof. L.Q. Qi, Robust Algorithms for Constrained Nonlinear Programmes].

 

89.       Prof. Pang Jong-shi, Department of Applied Mathematics, Rensselaer Polytechnic Institute, USA, 16 - 19 Dec. 2003. [Prof. L.Q. Qi, Robust Algorithms for Constrained Nonlinear Programmes].

 

90.       Prof. Hu Shou-chuan, Department of Mathematics, Southwest Missouri State University, USA, 17 - 22 Dec. 2003. [Prof. K.L. Teo, A Semi-infinite Optimization Approach to Telecommunication Applications].

 

91.       Prof. Wong Kar-hung, School of Computational and Applied Mathematics, University of Witwatersrand, South Africa, 19 Dec. 2003 - 18 Jan. 2004. [Dr. Joseph H.W. Lee, Optimal Design for Internet Traffic Control of Communications Networks].