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Professor and Department Head Shuzhong Zhang

Zhang

 

Ph.D., Erasmus University, Operations Research, 1991
B.Sc., Fudan University, Applied Mathematics, 1984

Office: ME 130E - phone: (612) 624-8406
Email: zhangs@umn.edu
Personal Web Page

Research

Broad interests in optimization, operations research, management science and economics. Recent research topics including approximation algorithms for nonlinear optimization, randomized solutions, game theory, signal processing, risk management, and financial decision models.

Selected Publications

B. Chen, S. He, Z. Li, and S. Zhang, "Maximum Block Improvement and Polynomial Optimization", SIAM Journal on Optimization, 22, 87 -- 107, 2012.

L. Chen, S. He, and S. Zhang,"When All Risk-Adjusted Performance Measures Are the Same: In Praise of the Sharpe Ratio", Quantitative Finance, 11 (10), 1439 -- 1447, 2011.

L. Chen, S. He, and S. Zhang,"Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection", Operations Research, 59 (4), 847 -- 865, 2011.

A. De Maio, Y. Huang, M. Piezzo, S. Zhang and A. Farina, "Design of Radar Receiver Filters Optimized According to L_p-norm Based Criteria", IEEE Transactions on Signal Processing, 59 (8), 4023 -- 4029, 2011.

W. Ai, Y.W. Huang, and S. Zhang,"New Results on Hermitian Matrix Rank-One Decomposition", Mathematical Programming, 128, 253 -- 283, 2011.

Z.Q. Luo, W.K. Ma, A.M.C. So, Y. Ye, and S. Zhang, "Semidefinite Relaxation of Quadratic Optimization Problems", IEEE Signal Processing Magazine, 27 (3), 20 -- 34, 2010.

S. He, J. Zhang, S. Zhang, "Bounding Probability of Small Deviation: A Fourth Moment Approach", Mathematics of Operations Research, 35 (1), 208 -- 232, 2010.

Z.Q. Luo and S. Zhang, "A Semidefinite Relaxation Scheme for Multivariate Quartic Polynomial Optimization With Quadratic Constraints", SIAM Journal on Optimization, 20 (4), 1716 -- 1736, 2010.

A. De Maio, S. De Nicola, Y. Huang, D.P. Palomar, S. Zhang and A. Farina, "Code Design for Radar STAP via Optimization Theory", IEEE Transactions on Signal Processing, 58 (2), 679 -- 694, 2010.

Z.Q. Luo and S. Zhang, "Duality Gap Estimation and Polynomial Time Approximation for Optimal Spectrum Management", IEEE Transactions on Signal Processing, 57 (7), 2675 -- 2689, 2009.

X.Q. Wang, S. Zhang, and D.D. Yao, "Separated Continuous Conic Programming: Strong Duality and an Approximation Algorithm", SIAM Journal on Control and Optimization, 48 (4), 2118 -- 2138, 2009.

W. Ai and S. Zhang, "Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition", SIAM Journal on Optimization, 19 (4), 1735 -- 1756, 2009.

A. De Maio, S. De Nicola, Y.W. Huang, Z.Q. Luo, and S. Zhang, "Design of Phase Codes for Radar Performance Optimization With a Similarity Constraint", IEEE Transactions on Signal Processing, 57 (2), 610 -- 621, 2009.

A. De Maio, S. De Nicola, Y.W. Huang, S. Zhang, and A. Farina, "Adaptive Detection and Estimation in the Presence of Useful Signal and Interference Mismatches", IEEE Transactions on Signal Processing, 57 (2), 436 -- 450, 2009.

S.I. Birbil, J.B.G. Frenk, J. Gromicho, and S. Zhang, "An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization", Management Science, 55 (1), 148 -- 163, 2009.

 

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