Zhaosong Lu

Professor in Operations Research
Department of Mathematics
Simon Fraser University
Office: Surrey 2887
Phone: (778) 782-7426
Fax: (778) 782-7488
Email: zhaosong@sfu.ca


I joined the Department of Mathematics at Simon Fraser University in September 2006, and have been an associate faculty member in the Department of Statistics and Actuarial Science at SFU since January 2010. Prior to that, I was a Zeev Nehari Visiting Assistant Professor in the Department of Mathematical Sciences at Carnegie Mellon University during the academic year 2005-2006. I completed my PhD in Operations Research under the supervision of Dr. Renato D. C. Monteiro and Dr. Arkadi S. Nemirovski in the School of Industrial and Systems Engineering at Georgia Institute of Technology in August 2005.


Research Interests
  • Theory and algorithms for deterministic and/or stochastic continuous optimization
  • Applications in finance, statistics, machine learning, image processing, engineering design, and decision-making under uncertainty
Awards and Honors
  • NSERC Discovery Grant, 2007-2011, 2012-2016, 2017-2021.
  • The President's Research Grant, Simon Fraser University, 2006-2008.
  • INFORMS George Nicholson Best Student Paper Competition, Finalist, 2005.
  • MATH 808 Advanced Linear Programming, Spring 2012, 2016, 2018, SFU.
  • APMA 923 Numerical Methods in Continuous Optimization, Fall 2011, 2013, 2015, 2017, SFU.
  • MATH 800 Special Topics in Continuous Optimization, Fall 2008, Spring 2010, SFU.
  • MATH 348 Probabilistic Models in Operations Research, Spring 2007, SFU.
  • MACM 316 Numerical Analysis I, Spring 2008, 2010, 2011, 2012, SFU.
  • MATH 309 Continuous Optimization, Fall 2007, 2010, SFU.
  • MATH 308 Linear Optimization, Fall 2018, SFU.
  • MACM 201 Discrete Mathematics, Spring 2007, 2008, SFU.
  • MATH 151 Calculus I, Spring 2009, Fall 2010, 2013, 2015, 2017, 2018, SFU.
  • MATH 150 Calculus I with Review, Spring 2009, 2014, 2015, 2017, SFU.
  • 21-112 Calculus II, Spring 2006, Carnegie Mellon.
  • 21-690 Methods of Optimization, Fall 2005, Carnegie Mellon.
  • ISyE 4231 Engineering Optimization, Fall 2004, Georgia Tech.
Research Papers Technical Reports

Software Packages

  • ALSPCA: A package for finding sparse principal components
  • PDL0: Packages for solving L0 minimization related problems
  • PDRank: Packages for solving rank minimization related problems
  • ADMDS: A package for solving the Dantzig selector problem

    Editorial Service

  • Associate Editor: SIAM Journal on Optimization.
  • Associate Editor: Computational Optimization and Applications.
  • Associate Editor: Big Data and Information Analytics.

    My Research Group

    Current graduate students and visitors
    • Hong Zhu (Visiting Professor): December 2018 - present
    • Haggai Liu (Master student): September 2018 - present
    • Xiaorui Li (PhD student): September 2014 - present

    Former graduate students and visitors
    • Zirui Zhou (Alan Mekler Postdoctoral Fellow): October 2016 - August 2018. Current position: Assistant Professor at Hong Kong Baptist University.
    • Yong Zhang (PhD student): March 2009 - August 2014. Current position: Huawei research lab in Vancouver.
    • Xiaodi Bai (Visiting PhD student): Februray 2013 - February 2014. Current position: Assistant Professor at Zhejiang University of Technology, China.
    • Xiaorui Li (Master student): September 2011 - December 2013. Current position: PhD student at Simon Fraser University.
    • Ting Kei Pong (Visiting researcher): July 2010 - March 2011. Current position: Assistant Professor at Hong Kong Polytechnic University.
    • Hua Zheng (Master student): September 2007 - December 2009. Current position: Statistics Analyst at Cardiac Services BC, Vancouver, Canada.


    To prospective graduate students:

    I am currently recruiting well-motivated PhD students with strong mathematics background and research interest in optimization theory and/or appplication in business, finance, statistics and machine learning. As an applicant, if your native language is not English or you do not hold a degree from any English speaking country, you must take TOEFL or IELTS exam. The minimum university requirements for test scores is TOEFL 88 with a minimum of 20 in each category (internet based exam), or TOEFL 570 and TWE 5 (paper based), or TOEFL 230 (computer based), and IELTS overall band score of 7.0. For the details of application, please visit the website: http://www.math.sfu.ca/grad/prospective.shtml.

    Two Advantages of international students to apply Canadian Universities:

    1. You can become a Canadian permanent resident while studying for your PhD degree. Canada intends to accept up to 1,000 international PhD students per year as permanent residents through the Federal Skilled Worker Program. Starting November 5, 2011, many international PhD students will be eligible to submit applications for processing as federal skilled workers. To be eligible, they must have completed at least two years of study toward the attainment of a PhD and remain in good academic standing at a provincially recognized post-secondary educational institution in Canada.

    2. GRE scores are not required.


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