2007.03-2009.12 上海大学 博士研究生 2008.06-2009.06 香港中文大学 研究助理 2010.01-2011.12 复旦大学 博士后研究员 2010.06-2011.06 香港中文大学 博士后研究员 2012.01-至今 同济大学.2009年第一届华东运筹学与控制论博士生学术论坛, 优秀论文一等奖. 运筹与决策方法: 管理科学与工程中的复杂优化问题建模与决策方法 投资组合与风险管理: 基于VaR风险约束的投资组合问题, 风险管理中的模拟仿真与优化方法 最优化方法: 线性与非线性优化,锥优化方法,混合整数规划 带离散约束条件的金融优化问题的理论和方法研究,国家自然科学基金青年基金(批准号:11101092),项目负责人,22万,2012.01-2014.12. 基于VaR和Es的金融优化模型和方法研究,中国博士后科学基金(批准号:20100470108),项目负责人,3万,2010.01-2011.12. 基于VaR和ES的风险管理和投资组合优化模型,算法和实证研究,上海市博士后科学基金(批准号:11R21411900),项目负责人,4万,2010.01-2011.12. 带离散和概率约束条件的金融优化问题的理论和方法研究,中国博士后科学基金特别资助(批准号:201104221),项目负责人,10万,2010.01-2012.12 [1]. X. J. Zheng, X. L. Sun, D. Li, Y. F. Xu, On reduction of duality gap in quadratic knapsack problems, Journal of Global Optimization, DOI: 10.1007s10898-012-9872-9 (online), 2012. [2]. X. J. Zheng, X. L. Sun, D. Li, A note on semidefinite relaxation for 0-1 quadratic knapsack problems, Optimization Methods & Software,  (online), 2012 [3]. X.T.Cui, X.J.Zheng, S.S.Zhu, X.L.Sun, Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems, Journal of Global Optimization, DOI 10.1007s10898-012-9842-2 (online), 2012. [4]. X. J. Zheng, X. L. Sun, D. Li, Y. F. Xu, On zero duality gap in nonconvex quadratic programming problems. Journal of Global Optimization, Vol. 52(2), 229-242, 2012. [5]. S. H. Ji, X. J. Zheng, X. L. Sun, An improved convex 0-1 quadratic program reformulation for quadratic knapsack problems, Pacific Journal of Optimization, Vol. 8(1), 75-87, 2012. [6]. X. J. Zheng, X. L. Sun, D. Li, Convex relaxations for nonconvex quadratically constrained quadratic programming: Matrix cone decomposition and polyhedral approximation. Mathematical Programming, Vol.129, 301-329, 2011. [7]. Y. Xia, X. L. Sun, D. Li and X. J. Zheng, On the reduction of duality gap in box constrained nonconvex quadratic program, SIAM Journal on Optimization, Vol. 21(3), 706-729, 2011. [8]. D. Li, X. L. Sun, J. J. Gao, S. S. Gu, X. J. Zheng, Reachability determination in acyclic Petri nets by cell enumeration approach, Automatica, Vol. 47, 2094-2098, 2011. [9]. X. J. Zheng, X. L. Sun, D. Li, Nonconvex quadratically constrained quadratic programming: Best D.C. decompositions and their SDP representations. Journal of Global Optimization,Vol.50, 695-712, 2011. [10]. X. J. Zheng, X. L. Sun, D. Li, Y. Xia, Duality gap estimation of linear equality constrained binary quadratic programming. Mathematics of Operations Research, Vol. 35(4), 864-880, 2010. [11]. X. J. Zheng, X. L. Sun, D. Li, Separable relaxation for nonconvex quadratic integer programming: An integer diagonalization approach, Journal of Optimization Theory and Applications, Vol. 146(2), 463-489, 2010. [12]. Z.S. Tong and X.J. Zheng, Generalized (F, )-d-V-univex functions and nonsmooth alternative theorems, International Journal of Computer Mathematics, 87(1): 158-172, 2010. [13]. X.L. Sun, X.J. Zheng and J. Sun, A Lagrangian dual and surrogate method for multi-dimensional quadratic knapsack problems, Journal of Industrial and Management Optimization, 5(1): 47-60, 2009. [14]. X.J. Zheng, Z. K. Xu and L. Cheng, Constraint qualification in a general class of nondifferentiable mathematical programming problem, Computers and Mathematics with Applications, 53(1): 21-27, 2007. [15]. X.J. Zheng and L. Cheng, Minimax fractional programming under nonsmooth generalized (F, )-d-univexity, Journal of Mathematical Analysis and Applications, 328(1): 676-689, 2007. [16]. Z.S. Tong and X.J. Zheng, Constraint qualification in a general class of Lipschitzian mathematical programming problems, Journal of Global Optimization, 38(4): 625-635, 2007.