蒋杰(副研究员)
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- 硕士生导师
- 教师英文名称:Jie Jiang
- 所在单位:数学与统计学院
- 学历:研究生(博士)毕业
- 办公地点:LD624
- 性别:男
- 联系方式:jiangjiecq@163.com
- 学位:理学博士学位
- 在职信息:在职
- 毕业院校:香港理工大学
- 所属院系:数学与统计学院
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蒋杰,研究生学历,双博士学位,副研究员,硕士生导师。2013年7月,我从西安交通大学-数学与统计学院毕业,获理学学士学位,并保送西安交通大学-数学与统计学院硕博连读,导师为陈志平教授。2016年12月,我参加西安交通大学和香港理工大学的双学位联合博士培养计划,并在香港理工大学-应用数学系研究和学习,导师为陈小君讲座教授(SIAM/AMS fellow)。我分别于2019年6月从香港理工大学-应用数学系毕业,获哲学博士学位;2019年9月从西安交通大学-数学与统计学院毕业,获理学博士学位。
2019年10月,我以弘深博士后青年教师(特别资助)加入重庆大学-数学与统计学院;2022年10月,博士后出站并留任重庆大学-数学与统计学院-信息与计算科学系讲师;2023年9月,任重庆大学-数学与统计学院-信息与计算科学系副研究员。
我的研究领域属于运筹学。我主要从事随机优化方面的研究工作,涵盖了随机规划,分布式鲁棒优化,随机均衡,多阶段问题,随机算法,机会约束优化问题,以及这些模型在一些实际问题中的应用。目前对min-max问题,离散决策模型(Discrete Choice Models)以及一些机器学习问题的数学基础比较感兴趣。我累计发表了20余篇论文,一些代表作如下:
[1] Chen Z, Jiang J. Stability analysis of optimization problems with kth order stochastic and distributionally robust dominance constraints induced by full random recourse. SIAM Journal on Optimization, 2018, 28(2): 1396-1419.
[2] Jiang J, Shi Y, Wang X, Chen X. Regularized two-stage stochastic variational inequalities for Cournot-Nash equilibrium under uncertainty. Journal of Computational Mathematics, 2019, 37(6): 813-842.
[3] Jiang J, Chen X, Chen Z. Quantitative analysis for a class of two-stage stochastic linear variational inequality problems. Computational Optimization and Applications, 2020, 76(2): 431–460.
[4] Jiang J, Sun H, Zhou B. Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage. Numerical Algorithms, 2022, 89(1): 167-194
[5] Peng S, Jiang J. Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches. Computational Optimization and Applications, 2021, 80(1): 153–184.
[6] Jiang J, Li S. Regularized sample average approximation approach for two-stage stochastic variational inequalities. Journal of Optimization Theory and Applications, 2021, 190(2): 650–671.
[7] Jiang J, Chen X. Pure Characteristics Demand Models and Distributionally Robust Mathematical Programs with Stochastic Complementarity Constraints. Mathematical Programming, 2023, 198: 1449–1484.
[8] Jiang J, Sun H. Monotonicity and complexity of multistage stochastic variational inequalities. Journal of Optimization Theory and Applications, 2023, 196: 433-460.
[9] Jiang J, Chen X. Optimality conditions for nonsmooth nonconvex-nonconcave min-max problems and generative adversarial networks. SIAM Journal on Mathematics of Data Science, 2023, 5(3): 693-722.
[10] Jiang J, Peng S. Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation. European Journal of Operational Research, 2024, 313(2): 616-627.
[11] Jiang J, Sun H. Discrete approximation for two-stage stochastic variational inequalities. Journal of Global Optimization, 2024, 89: 117–142.
[12] Zhou B, Jiang J, Song Y, Sun H. Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities. Numerical Algorithms, 2024.
[13] Jiang J, Sun H, Chen X. Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models. SIAM Journal on Optimization, 2024, 34(3): 2917-2942.
[14] Zhou B, Jiang J, Sun H. Dynamic stochastic projection method for multistage stochastic variational inequalities. Computational Optimization and Applications, 2024, 89: 485-516.
[15] Jiang J. Distributionally robust variational inequalities: Relaxation, quantification and discretization. Journal of Optimization Theory and Applications, 2024, 203: 227-255.
[16] Qiu Z, Jiang J, Chen X. A quasi-Newton subspace trust region algorithm for nonmonotone variational inequalities in adversarial learning over box constraints. Journal of Scientific Computing, 2024, 101.
在主持的基金项目方面,我有一项青年科学基金以及中国博士后基金(73批)面上项目在研,已结题的有中国博士后基金(67批)面上项目和重庆市博士后基金项目。
我讲授《机器学习》、《非线性最优化算法》、《最优化方法》等课程。
更多信息,可参见我的一些个人主页如下:
GitHub,ORCID,Google,Google Scholar
【课题组招生】欢迎对(随机)优化,机器学习,算法设计,统计推断,风险量化等感兴趣的优秀本科生加入课题组!