Zhaosong Lu
Associate Professor
PhD Operations Research - Georgia Institute of Technology - 2005
tel 778.782.7426
fax 778.782.7488
zhaosong@sfu.ca
office Surrey 2887
Research Interests
My primary research interests lie in theory and algorithms of continuous optimization with an emphasis on convex programming including linear programming, second-order cone programming, semidefinite programming, and general cone programming. I am also interested in exploring wide applications of convex programming in finance, statistics, machine learning, and decision making under uncertainty.
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