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The University of Southampton
Mathematical Sciences
(023) 8059 3683

Dr Hou-Duo Qi 

Professor of Optimization

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Dr Hou-Duo Qi is a Professor of Optimization within Mathematical Sciences at the University of Southampton.

Work Experience

Senior Lecturer in Operational Research – Southampton University (2010 -)

Lecturer in Operational Research – Southampton University (2004-2009)

Queen Elizabeth II (QEII) Fellow – School of Mathematics, University of New South Wales (2004)

Department of Applied Mathematics, Hong Kong Polytechnic University (2000-02)

School of Mathematics, University of New South Wales (1998-2003)

Postdoctoral Research Fellow – Institute of Computational Mathematics, Chinese Academy of Sciences (1996-1998)



PhD in Operational Research – Institute of Applied Mathematics, Chinese Academy of Sciences (1996)

MSc in Operational Research – Qufu Normal University, China (1993)

BSc in Statistics – Peking University, China (1990)

Research interests

My current research interest is on Matrix Optimization with applications in finance and statistics. Prime examples include the (low-rank) nearest correlation matrix problem from finance; convex quadratic semidefinite programming in multidimensional scaling and optimal design of experiments; and shape-preserving curve fitting in regression models.

My past research interests include numerical methods for complementarity problems and variational inequalities; and stability analysis of delayed neural networks.

Research group

Operational Research

Affiliate research group

Computational Optimisation

Research project(s)

Computational Optimisation

Multi-dimensional Scaling in Complex Networks

Multiple-Source Localization Problems

Optimisation in Data Dimension Reduction and Visualization

School International Student Advisor (2010 --)
Post-Graduate Research Coordinator (OR admission)
Associate editor for Mathematical Programming Computation  (2013 --)
Associate editor for Asia-Pacific Journal of Operations Research (2011 --)

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Book Chapters


Working Papers

MATH3082 - Optimisation

MATH6017 - Financial Portfolio Theory

MATH6006 -Statistical Methods

Dr Hou-Duo Qi
Room 10025, Building 54, Mathematical Sciences, University of Southampton Highfield Campus Southampton SO17 1BJ

Room Number : 54/10025

Facsimile: (023) 8059 5147

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