Dr Hou-Duo Qi is a Professor of Optimization within the School of Mathematical Sciences at the University of Southampton.
A link to his personal homepage can be found here.
- Matrix Optimization in finance
- Sparse Optimization
- Distance Matrix Optimization
Hou-Duo is a Professor of Optimization specializing in large scale optimization theory and applications. He is particularly interested in correlation matrix optimization and its application in finance. Much of his recent research is on sparse optimization and distance matrix optimization with applications in machine learning problems.
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.
His past research interests include numerical methods for complementarity problems and variational inequalities; and stability analysis of delayed neural networks.
External roles and responsibilities
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)