The Home Page of Yanqin Bai （白延琴）



上海大学理学院数学系

上海市上大路99号

200444

电话：021-66133159

Email: yqbai@staff.shu.edu.cn


******Address in Shanghai

Dept. Mathematics, College of Science
Shanghai University
99 Shangda Road, Boshan
Shanghai 200436
P. R. China
Tel: 0086-21-66133159 (O)
Email: yqbai@staff.shu.edu.cn

******My research interests

My research interests are mainly in optimization theory and algorithm, with side interested in financial mathematics, economic mathematics. Moreover, I prefer to lecture mathematical courses. Besides, my fee-time interests include playing table tennis, listening to music, reading and traveling to anywhere in the world.

******Teaching works

(1) The courses for Master degree:

Mathematical Programming;
Operations Research;

(2) The courses for Bachelor degree:

Calculus;
Mathematics Modeling;
Probability and statistics;
Operations research;
Econometrics;

****** Works Abroad
(1) September 1 2002--August 31,2004: Work as a Post-doctor
at the Optimization Group in Delft University of Technology, The Netherlands.
(2) April 1 2001--March 31 2002. Work as a research fellow
at the Optimization Group in Delft University of Technology, The Netherlands.
(3) September 1, 1997--July 25, 1999, Work as a visiting associate professor
in Aden University, Yemen.

****** Publications on Research Works (Partially)


1. Y. Q. Bai, M. Gehmi, C. Roos.

A Comparative Study　of Kernel　functions for Primal-Dual Interior-Point Algorithms in Linear　Optimization.

SIAM Journal on Optimization, Vol. 15, No.1, pp. 101-128, 2004. pdf

2. Y.Q. Bai, C. Roos,
A Polynomial-Time Algorithm for Linear Optimization Based on a New Simple Kernel Function,
Optimization Methods and Software. Vol. 18, No. 6, December 2003, pp.631--646. pdf


3. Y. Q. Bai, M. Gehmi, C. Roos,
A new efficient large-update primal-dual interior-point method based on a finite
barrier, SIAM Journal on Optimization, Vol. 13, No. 3, pp. 766-782. pdf.


4.Y. Q. Bai, C. Roos and M. Gehmi,
A primal-dual interior-point algorithm bass on an
exponential barrier,
Optimization Methods & Software, Vol.17, No.6, pp. 985-1008. pdf.


5. Y.Q. Bai, C. Roos,
A primal-dual interior-point method based on a new kernel function
with linear growth rate,
Proceedings of Industrial Optimization
Symposium and Optimization Day. Australia, November 2002. pdf.

6.Y.Q. Bai
A note on global convergence result for conjugate gradient methods,
Journal of Shanghai University (English edition),
Vol.5, No.1 (mar.2001), pp15-19.


7. L.S.Zhang, Y.Q.Bai,
Exact penalty function and minimax problem,
OR Transactions, Vol.5,No.1,(Feb. 2001), PP 47-52.


8. Y. Q. Bai and L. S. Zhang, The Global convergence for conjugate gradient methods,
OR Transactions, Vol, 4, No. 2, 2000.