教育经历:
1994.9——1998.7 河南师范大学数学系学习,获基础数学学士学位;
1998.9——2001.3 西安电子科技大学数学系学习,获运筹学与控制论硕士学位;
2001.9——2005.5 西安交通大学理学院计算数学系学习,获计算数学博士学位。
工作经历:
2003年3月晋升为讲师,2008年5月晋升为副教授,20016年1月晋升为教授,
2008年9月聘为硕士研究生导师,2016年7月被批准担任博士研究生导师;
2001.3——2015.9,西安交通大学数学与统计学院任教,曾任信计支部的支部书记;
2015.10——至今,西安交通大学经济与金融学院银管系任教,2018年起任系主任。
研究方向:
稀疏金融优化、金融工程
主讲课程:
金融工程、金融模型与金融最优化、金融随机分析(第二卷)
论文:
1 论文目录(已录用)
[1] Zhihua Zhao, Fengmin Xu,Meihua Wang, Chengyi Zhang, A sparse enhanced indexation model with L1/2 normand Its Alternating Quadratic Penalty Method, Journal of OR Society, 2018. SSCI 检索期刊
[2] 徐凤敏,景奎,梁循,一类稀疏投资组合双层参数估计模型及其应用,中国管理科学, 2018
2 论文目录(已出版)
[1] Fengmin Xu, Meihua Wang, Yu-Hong Dai and Dachuan Xu. A sparse enhanced indexation model with chance and cardinality constraints. Journal of Global Optimization, 2018,70(1):5-25. SSCI检索, IDS 号: FS6XD.
[2] Meihua Wang, Fengmin Xu, Yu-Hong Dai, An index tracking model embedded stratified sampling in optima-l allocation, Applied Stochastic models in business and Industry,2018,34(2):144-157, SSCI检索, IDS : GC7VV.
[3] Xiaojun Chen, T. Kelly, Fengmin Xu and Zaikun Zhang, A Smoothing Direct Search Method for Monte Carlo-based Constrained Nonsmooth Nonconvex Optimization, SIAM Journal on Scientific Computing, 2018, 40 (4) 2174-2199. SSCI检索, IDS 号: GS0CL
[4] Fengmin Xu, Yanfei Wang. Recovery of seismic wave fields by an lq-Norm constrained regularization method. Inverse Problems and Imaging, 2018,12(5):1157-1172.SCI 检索:IDS号: GW5PQ.
[5]徐凤敏,景奎,孙娟,基于综合指标的中小企业生命周期阶段划分, 管理学刊, 2018.31(6).
[6]陈圣杰,戴彧虹,徐凤敏,稀疏线性规划研究, 计算数学, 2018, 40(4):339-353.
[7] Jianchao Bai, Jicheng Li, Fengmin Xu, Hongchao Zhang. Generalized symmetric ADMM for separable convex optimization. Computational Optimization & Applications, 2018,70:(1) pp.129-170. SCI 检索, IDS 号: GA8SY
[8]Jianchao Bai, Jicheng Li, Fengmin Xu, Pingfan Dai. A novel method for a class of structured low-rank minimizations with equality constraint. Journal of Computational and Applied Mathematics, 2018, 330:475–487, SCI 检索, IDS 号: FN1WX。
[9]Jianchao Bai, Jicheng Li, Fengmin Xu, Accelerated method for optimization over density matrices in quantum state estimation, 2018, 66(5): 869-880. SCI 检索:IDS号: FZ6UZ.
[10]Fengmin Xu, Min Sun, Yu-Hong Dai. An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact. Journal of Systems Science & Complexity, 2017, 30(5):1-15. SCI 检索, IDS 号: FB7ZV
[11]Fengmin Xu, YuHong Dai, Zhihua Zhao and Zongben Xu, Efficient projected gradient methods for a class of L0 constrained optimization, Science China Mathematics. 2017.DOI: 10.1007/s11425-016-9
124-0, SCI 检索期刊.
[12] Wanping Yang, Jinkai Zhao and Fengmin Xu, An efficient method for convex constrained rank minimization problems based on DC programming, Accepted by Mathematical Problems in Engineering , 2016, 29, pp.1-15. SCI检索IDS:DT3QG.
[13]Fengmin Xu, Zhaosong Lu and Zongben Xu. An efficient optimization approach for a cardinality-constrained index tracking problem. Optimization Methods & Software, 2016, 31(2):258-271. SCI检索 IDS:DC9BL
[14]赵志华,徐凤敏,袁晓玲,基于稀疏鲁棒优化的超越指数模型及实证分析,数值计算与计算机应用,2016, 37(3):199-210.
[15]Zhihua Zhao,Fengmin Xu and Xiangyang Li, Adaptive projected gradient thresholding methods for constrained l0 problems, Science China Mathematics, 2015,58(10), pp. 2205-2224. SCI 检索(IDS: CS0PV)
[16]Fengmin Xu ,Wang Guan and Gao Yuelin, Nonconvex L1/2 regularization for sparse portfolio selection, Pacific Journal of Optimization, 2014 10 (1), pp 163-176. SCI 检索 (IDS:AA8JR).
[17]Fengmin Xu, Shanhe Wang, A hybrid simulated annealing threshoding algorithm for compressed sensing, Signal Processing, 2013 93(6), pp 1577-1585. SCI检索(IDS: 120KS)
[18]Fengmin Xu, Xusheng Ma and Baili Chen, A new Lagrange net algorithm for solving max-bisection problems, Journal of Computational and Applied Mathematics, 2011 235 (13), pp.3718-3723, SCI 检索 (IDS: 773CV)
[19]Fengmin Xu, Shanhe Wang and Zongben Xu, A hybrid hard thresholding algorithm for compressed sensing, IEEE 3rd International Conference on Communication Software and Networks, 2011. EI 检索(EI Accession Number 20113914379004)
[20]Fengmin Xu and Chengxian Xu, A continuation approach using NCP function for solving max-cut problem, Asia-Pacific Journal of Operation Research, 2009 26 (4), pp. 445-456, SCI 检索(IDS:497FA)
[21]Xiaojun Chen, Fengmin Xu and Yinyu Ye, Lower bound theory of nonzero entries in solution of L2-Lp minimization, SIAM Journal on Scientific Computing, 2010 32 (5), pp. 2832-2852. SCI检索(IDS:668TN)香港访问合作文章,入选高倍引用论文
[22]Zongben Xu, Xiangyu Chang, Fengmin Xu and Hai Zhang, An iterative half thresholding algorithm for L1/2 regularization, IEEE Transaction on Neural Networks, 2012 23 (7), pp. 1013-1027, SCI 检索 (IDS:960ON)入选高倍引用论文
[23]Meihua Wang, Cheng Li, Honggang Xue, and Fengmin Xu,A new portfolio rebalancing model with transaction costs.Journal of Applied Mathematics,Volume 2014, Article ID 942374, 7 pages. SCI检索(IDS: AG8TL)通讯作者
[24]Meihua Wang, Chengxian Xu, Fengmin Xu, Honggang Xue, A mixted 0-1 LP for index tracking with CVAR constraints, Annals of Operational Research, 2012, 196 (1) , pp 591-609, SCI 检索 (IDS: 965CN)通讯作者
[25]Meihua Wang, Xu, Fengmin, Guan Wang, Sparse portfolio rebalancing model based on inverse optimization, Optimization Methods and Software, 2014, 29(2), pp 297-309, SCI检索, (IDS: 248CX) 通讯作者
[26]Meihua Wang, Fengmin Xu, Chengxian Xu, A branch and bound algorithm embedded with DCA for DC programming, Mathematical problems in engineering, Accepted, 2012. SCI 检索 (IDS: 990UE)通讯作者
[27]Cheng-yi Zhang, Fengmin Xu, Zongben Xu,Jicheng Li ,General H-matrices and their Schur compl ements, Frontiers of Mathematics in China, 2014, 9(5), pp 1141-1168, SCI 检索 (IDS AN2NZ)通讯作者
[28]Shuanghua Luo, Cheng-Yi Zhang, Fengmin Xu, The local linear M-Estimation with missing response data, Journal of Applied Mathematics, 2014. SCI 检索(IDS: AL1LG) 通讯作者
[29]Zhang Cheng-Yi, Luo Shuanghua, Li Jicheng, Xu Fengmin, An Extension of the Class of Matrices Arising in the Numerical Solution of PDEs, Electronic Journal of Linear Algebra, 23(2012), pp 422-444. SCI 检索 (IDS: 982ME)
[30]Aifang Liang, Chengxian Xu and Fengmin Xu, A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems, European of Journal of Operational Research, 2009, 197 (2), pp.519-531. SCI 检索 (IDS: 424ZD)
[31]Chengyi Zhang, Shanghua Luo, Fengmin Xu and Chengxian Xu, The eigenvalue distribution of Schur complements of no strictly diagonally dominant matrices and central H-matrices, Electronic Journal of Linear Algebra, 2009, 18 (1), pp. 801-820. SCI 检索 (IDS: 535ZS)
[32] Aifang Liang, Chengxian Xu and Fengmin Xu, A discrete filled function algorithm for approximate global solutions of max-cut problems, Journal of Computational and Applied Mathematics, 2008, 220 (1), pp.643-660. SCI 检索 (IDS: 340HN),EI 检索(EI Accession Number 083111416612)
[33]胡春萍, 薛宏刚, 徐凤敏, 基于时间加权的指数优化复制模型与实证分析, 系统工程 理论与实践, 2014, 34(9), pp. 2193-2201.
科研项目:
[1] 支持大数据分析的优化理论与方法研究, 国家自然科学基金重点项目, 2017-2021, 230万元,合作单位。
[2] 关于约束稀疏优化问题的理论、算法及应用研究,国家自然科学基金面上项目,2016-2019,50万元,主持。
[3] 关于压缩传感所引起的非凸优化问题稀疏解研究,国家自然科学基金青年基金项目,2012-2014,23万元,主持。
[4] 图的最大二等分问题的近似算法及其应用研究,中国博士后科学基金项目,2008-2010,批准号20080440189,5万元,主持。
[5] 非凸Lp正则化的算法及应用研究,交大基本科研业务费国际科技合作项目, 2014-2015,10万元,主持。
[6] 基于非线性规划的钟差预测方法研究,中国科学院精密导航定位与定时技术重点实验室开放基金课题,2012-2013,2万元,主持。
[7] 物联网海量采集数据数学分析建模, 横向课题,2012-2014,6万元,主持。
[8] 机器学习正则化理论基础与算法实现,西安交通大学基本科研业务费自由探索与自主创新类项目,2010-2013,4万元,主持。
[9] 图最大割问题的连续化算法,国家自然科学基金(10671152)2007-2009,20万,排名第一,参与。
[10]基于样本外追踪效果的股票市场指数优化复制问题研究, 国家自然科学基金(71171158), 2012-2015,42万元, 排名第一,参与。
[11]寻求现实多阶段投资组合选择问题时间相容最优投资策略的高性能, 国家自然科学基金(71371152)58万元,2014-2017,排名第一,参与。
主要兼职:
中国双选法学会理事;
中国双选法学会经济数学与管理数学分会副理事长兼秘书长;
中国运筹学学会数学规划分会理事。