Operations Research Analyst

Jing Hu

Address: * ***** ***. *** #*, Troy, NY **180

Phone: 518-***-****

Email: *******.**@*****.***

EDUCATION

Rensselaer Polytechnic Institute (RPI), Troy, NY

Ph.D. in Mathematical Sciences, GPA 3.97/4.0 Expected May 2009

Thesis Title: On Linear Programs with Linear Complementarity Constraints

Advisors: Dr. Jong-Shi Pang and Dr. John E. Mitchell

Rensselaer Polytechnic Institute (RPI), Troy, NY

M.S. in Applied Mathematics, GPA 3.97/4.0 Aug. 2007

Beijing University of Posts and Telecommunications (BUPT), Beijing, China

B.S. in Electrical Engineering, GPA 3.9/4.0 June 2003

EXPERIENCE

Research Analyst Department of Mathematical Sciences, RPI, Troy, NY May 06 - Present

1. Studied Linear Programs with linear Complementarity Constraints (LPCC) arising from bilevel programming, inverse optimization and portfolio optimization problems.

2. Collaborated with Dr. Jong-Shi Pang and Dr. John E. Mitchell and developed methodologies for resolving LPCC problems.

3. Solely responsible for designing the algorithm and implementing the methodologies in MATLAB and in C.

4. Applied the algorithm for resolving nonconvex quadratic programs.

Research Analyst Department of Mathematical Sciences, RPI, Troy, NY May 05 – May 06

1. Initiated the idea of formulating cross-validated Support Vector Regression problems as bilevel optimization models in machine learning.

2. Successfully improved the effectiveness of model selection on data mining problems.

3. Solely responsible for implementing bilevel optimization models using AMPL and performing regression analysis on large data sets from drug design experiments.

Research Analyst Department of Mathematical Sciences, RPI, Troy, NY Aug.05 - Dec.05

1. Led a project to perform clustering analysis and formulated a minimum weighted bipartition problem as a semidefinite program.

2. Designed the numerical scheme in C for computational implementation and significantly increased the size of solvable problems.

3. Solely responsible for results reporting and final presentation.

Teaching Assistant Department of Mathematical Sciences, RPI, Troy, NY Jan.04 – May 05

1. Reviewed the lectures given by the instructor and led a discussion with the students.

2. Courses include: Adv. Calculus, Linear Algebra and Discrete Mathematics.

TECHNICAL SKILLS

Computational Applications: Windows/Unix/Linux, Microsoft Word, Excel, PowerPoint, LaTeX/WinEdt.

Programming Languages: C/C++, MATLAB, AMPL, GAMS, Maple.

Optimization Softwares: CPLEX, MOSEK, YALMIP, Softwares on NEOS.

PRESENTATIONS

LPCC Approach to Nonconvex Quadratic Programs

Institute for Operations Research and the Management Sciences (INFORMS) Annual Meeting Washington, DC, Oct. 12 – Oct. 15, 2008

LPCC Approach to Nonconvex Quadratic Programs

SIAM conference on Optimization 2008

Boston, May 9 – May 13, 2008

On the Global solution of Linear Programs with Linear Complementarity Constraints

The 2nd International Conference on Continuous Optimization

McMaster University, Canada, Aug. 13 – Aug. 16, 2007

PUBLICATIONS

LPCC and its Applications

Mathematical Programming (to be submitted)

Authors: Jing Hu, John E. Mitchell, Jong-Shi Pang.

An LPCC Approach to Nonconvex Quadratic Programs

Mathematical Programming (to be submitted)

Authors: Jing Hu, John E. Mitchell, Jong-Shi Pang.

On the Global solution of Linear Programs with Linear Complementarity Constraints

SIAM Journal on Optimization 19 (2008), pp. 445 -- 471

Authors: Jing Hu, John E. Mitchell, Jong-Shi Pang, Kristin P. Bennett, and Gautam Kunapuli.

Classification Model Selection via Bilevel Programming

Optimization Methods and Software 23 (2008), pp. 475 -- 489 

Authors: Kristin P. Bennett, Jing Hu, Gautam Kunapuli, and Jong-Shi Pang.

Bilevel Model Selection for Support Vector Machines

Data Mining and Mathematical Programming, P. M. Pardalos and P. Hansen, editors

CRM Proceedings and Lecture Notes, American Mathematical Society 45 (2008)

Authors: Kristin P. Bennett, Jing Hu, Gautam Kunapuli, and Jong-Shi Pang.

Model Selection via Bilevel Optimization

International Joint Conference in Neural Networks, Vancouver (2006), pp.1922 -- 1929

Authors: Kristin P. Bennett, Jing Hu, Gautam Kunapuli, and Jong-Shi Pang.

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