Rujun Jiang (江如俊)

Assistant Professor
School of Data Science
Fudan University
No. 220 Handan Road, Shanghai 200433

Office: N106, Zibin Building
Telephone: +86(0)2165641180
Email: rjjiang@fudan.edu.cn


Background

I am currently an assistant professor at School of Data Science, Fudan University. I received my Bachelor degree in Mathematics in 2012 from University of Science and Technology of China. I obtained my PhD degree in 2016 in The Chinese University of Hong Kong under the supervision of Professor Duan Li. Before joining Fudan, I spent one year in CUHK as a postdoctoral fellow.

Postdoc and graduate student positions available


Teaching

DATA620008: Optimization Theory and Methods

DATA130026: Numerical Optimization


Research Interest

Continuous optimization, Optimization methods for large scale problems and their applications in machine learning and signal processing, Mixed integer programming, Portfolio selection optimization


Preprints

  1. Rujun Jiang and Xudong Li. H\" olderian error bounds and Kurdyka-{\L} ojasiewicz inequality for the trust region subproblem. arXiv preprint arXiv:1911.11955, 2019.
  2. Rujun Jiang, Man-Chung Yue, Zhishuo Zhou. An accelerated first-order method with complexity analysis for solving cubic regularization subproblems. arXiv preprint arXiv:1911.12545, 2019.
  3. Alex L. Wang and Rujun Jiang. New notions of simultaneous diagonalizability of quadratic forms with applications to QCQPs. arXiv preprint arXiv:2101.12141, 2021. code

Journal Articles

  1. Hezhi Luo, Xiaodong Ding,Jiming Peng, Rujun Jiang and Duan Li. Complexity Results and Effective Algorithms for Worst-case Linear Optimization under Uncertainties. INFORMS Journal on Computing (2020). https://doi.org/10.1287/ijoc.2019.0941 appendix data and code
  2. Rujun Jiang and Duan Li. A Linear-Time Algorithm for Generalized Trust Region Subproblems. SIAM Journal on Optimization (2020) 30(1): 915-932.
  3. Rujun Jiang and Duan Li. Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming. Journal of Global Optimization (2019) 75(2): 461-494. https://doi.org/10.1007/s10898-019-00793-y
  4. Rujun Jiang and Duan Li. Novel reformulations and efficient algorithms for the generalized trust region subproblem. SIAM Journal on Optimization (2019) 29(2): 1603-1633.
  5. Baiyi Wu, Duan Li and Rujun Jiang. Quadratic Convex Reformulation for Quadratic Programming with Linear On-Off Constraints. European Journal of Operational Research (2019) 274(3): 824-836.
  6. Xueting Cui, Xiaoling Sun, Shushang Zhu, Rujun Jiang, and Duan Li. Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method. INFORMS Journal on Computing (2018) 30(3): 454-471. appendix
  7. Rujun Jiang, Duan Li and Baiyi Wu. SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices. Mathematical Programming (2018) 169(2): 531-563.
  8. Rujun Jiang and Duan Li. Simultaneous diagonalization of matrices and its applications in quadratically constrained quadratic programming. SIAM Journal on Optimization (2016) 26(3): 1649-1668.

Conference Articles

  1. Rujun Jiang, Huikang Liu and Anthony Man-Cho So. LPA-SD: An Efficient First-Order Method for Single-Group Multicast Beamforming. To appear in the Proceedings of the 19th IEEE International Workshop on Signal Processing Advances in Wireless Communications (SPAWC 2018), 2018.
  2. Rujun Jiang and Duan Li. On Conic Relaxations of Generalization of the Extended Trust Region Subproblem. In World Congress on Global Optimization, pp. 145-154. Springer, Cham, 2019.
  3. Rujun Jiang and Duan Li. Semidefinite Programming Based Convex Relaxation for Nonconvex Quadratically Constrained Quadratic Programming. In World Congress on Global Optimization, pp. 213-220. Springer, Cham, 2019.