Zhihua Allen-Zhao

 

School of Mathematics and Statistics
Xidian University.

Email: allenzhaozh@gmail.com

 

I am currently a Lecturer in the School of Mathematics and Statistics at Xidian University. I received my PhD from the School of Economics and Finance (Financial Optimization) at Xi'an Jiaotong University, advised by Fengmin Xu. Before that, I obtained my master of science from the School of Mathematics and Statistics (Operations Research) at Xi'an Jiaotong University, advised by Fengmin Xu.

 

ORCID: http://orcid.org/0000-0003-2391-5337

Google Scholar: http://scholar.google.com/citations?user=i-YP7WUAAAAJ

 

Research Interests

• Theory and algorithms for continuous optimization including sparse optimization, stochastic optimization, and robust optimization

• Applications in quantitative finance, data science, and machine learning

 

Academic Experience

• The Hong Kong Polytechnic University, Hong Kong, Research Associate

2024.03–2024.08

Supervisor: Prof. Xiaojun Chen

• Chines Academy of Sciences, Beijing, Visiting Scholar

2015.05–2015.08, 2013.09–2013.12

Supervisor: Prof. Yu-Hong Dai

 

Teaching

• Advanced Mathematics A-I, Fall 2022, 2023, 2024.

• Advanced Mathematics A-II, Spring 2023, 2025.

• Engineering Optimization, Fall 2023, 2025.

 

Research Papers

• Robust Solutions to a System of Stochastic Vertical Linear Complementarity Problems (with X. Zha and X. Chen), to appear in Mathematics of Operations Research, 2025.

• A Joint Sparse Self-Representation Learning Method for Multiview Clustering (with M. Jia, Y. Zhao and S. Liu), Applied Intelligence, 2025, 55(16): 1039.

• Inertial Primal-dual Projection Neurodynamic Approaches for Constrained Convex Optimization Problems and Application to Sparse Recovery (with Y. Zhao, L. Wang and X. He), Neural Networks, 2025, 186: 107274.

• Sparse Portfolio Optimization via L1 over L2 Regularization (with Z. Wu, K. Sun, Z. Ge and T. Zeng), European Journal of Operational Research, 2024, 319(3): 820-833.

• Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint (with F. Xu, Y. Dai and S. Liu), Computers & Operations Research, 2024, 161: 106420.

• Chance constrained conic-segmentation support vector machine with uncertain data (with S.Peng and G. Canessa), Annals of Mathematics and Artificial Intelligence, 2023: 1-23.

• Robust portfolio rebalancing with cardinality and diversification constraints (with F. Xu, D. Du and M. Wang), Quantitative Finance, 2021, 21(10):      1707-1721.

• CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints  (with H. Wang, X. Yang and F. Xu), Applied Economics Letters, 2020, 28(3): 201-207.

• Efficient projected gradient methods for cardinality constrained optimization (with F. Xu, Y. Dai and Z. Xu), Science China-Mathematics, 2019, 62(2): 245-268.

• A sparse enhanced indexation model with L1/2 norm and its alternating quadratic penalty method (with F. Xu, M. Wang and C. Zhang), Journal of the Operational Research Society,  2019, 70(3): 433-445.

• Adaptive projected gradient thresholding methods for constrained L0 problems (with F. Xu and X. Li), Science China-Mathematics, 2015, 58(10): 2205-2224.

• Partly Adaptive Elastic Net and Its Application to Microarray Classification (with J. Li and  Y. Jia), Neural Computing and Applications, 2013, 22(6): 1193-1200.

 

Research Group

• Mengxue Jia (PhD student): September 2021 – December 2025

• Chenzheng Guo (PhD student): September 2024 – present

• Lixing Duan (PhD student): September 2024 – present

• Zeyu Li (PhD student): March 2025 – present

• Jiayi Lu (Graduate student): September 2021 – June 2024

• Xinyi Zhang (Graduate student): September 2021 – June 2024

• Yujun Liu (Graduate student): September 2023 – present

• Zemin You (Graduate student): September 2023 – present

• Ze Gao (Graduate student): September 2024 – present

• Mengqing Wang (Graduate student): September 2025 – present

• Jie Wu (Graduate student): September 2026 – present