Zhibin Deng (邓智斌)

Zhibin Deng's personal website

Zhibin Deng (邓智斌)

Tenure-Track Assistant Professor

School of Economics and Management Sciences

University of Chinese Academy of Sciences (UCAS)

Phone: +86-10-82680681

Office: N509 Zhongguancun South First Rd., Haidian District, Beijing 100190, P.R. China.

Email: zhibindeng@ucas.edu.cn

Google Scholar

I’m an associate professor of the School of Economics and Management at the University of Chinese Academy of Sciences, Beijing.

I received my Ph.D. from the Industrial and System Engineering (ISE) department at North Carolina State University in December 2013.

Recently, I’ve been interested in various approaches to making data-driven decisions in the context of revenue management, including dynamic programming and machine learning.

My research is also broadly related to mathematical optimization.

Education

Ph.D. in Industrial and System Engineering, North Carolina State University, 2013

M.S. in Operations Research, Tsinghua University, 2009

B.S. in Applied Mathematics, Tsinghua University, 2007

Teaching

Optimization Theory, Model and Algorithms 2023, 2024

Machine Learning for Finance, 2024

Food Supply Chain Management 2021, 2022, 2023, 2024

Data, Model, and Decision-Making 2017, 2021, 2022, 2023, 2024

Optimization and Simulation Methods in Finance 2014-2024

Financial Engineering, 2019

Introduction to Operations Research 2018

Grants

  1. 国家自然科学基金青年科学项目, 11501543, 0-1二次约束二次优化问题的非凸二次松弛, 2016/01-2018/12, 21.2万元, 已结题, 主持.
  2. 北京市科委重大项目子课题, 中小企业违约风险识别, 2017/01-2018/12, 20.0万元, 已结题, 主持.
  3. 中国科学院大学青年能力提升项目, 网络关键节点挖掘问题, 2019/01-2020/12, 20.0万元, 已结题, 主持.
  4. 中国科学院大学院所合作项目, 基于非凸松弛的二次优化问题及其应用, 2017/01-2018/12, 20.0万元, 已结题, 主持.
  5. 中国科学院大学青年启动基金, 二次优化问题的非凸0-1松弛, 2015/01-2016/12, 5.0万元, 已结题, 主持.
  6. 国家自然科学基金面上项目, 12171151, 非凸稀疏二次优化问题的全局优化方法研究, 2022-01-01至2025-12-31, 51万元, 在研, 参与.
  7. 国家自然科学基金重大项目, T2293774, 国家和社会数据安全治理的智能方法, 2023-01-01至2027-12-31, 20万, 在研, 参与.
  8. 中国科学院大学数字经济监测预测预警与政策仿真教育部哲学社会科学实验室（培育）子课题, 5万, 已结题, 主持.

Awards

  1. Excellent Course Award for “Optimization and Simulation Methods in Finance” in 2022, 2023, 2025, UCAS.
  2. Zhu-Li-Yue-Hua Award for Excellent Faculty in 2022, UCAS.
  3. Best Paper Award of the Year 2017, Journal of Global Optimization.
  4. Excellent Course Award for “Financial Engineering” in 2019, School of Economics and Management, UCAS.
  5. Best Teaching Award of the Year 2017, School of Economics and Management, UCAS.

Publication

  1. Wu, Hongxu; Deng, Zhibin; Li, Jianping; Wang, Qiao. Enhancing stock return prediction in the Chinese market: A GAN-based approach, Research in International Business and Finance, 75:102760, Mar. 2025.
  2. Lu, Cheng; Kang, Gaojian; Qu, Guangtai; Deng, Zhibin. Quadratic convex reformulations for a class of complex quadratic programming problems, Computational Optimization and Applications, 91(1):125-144, March 2025.
  3. Li, Shaoze; Wu, Junhao; Lu, Cheng; Deng, Zhibin; Fang Shu-Cherng. An efficient solution method for solving convex separable quadratic optimization problems, accepted by Pacific Journal on Optimization, Mar. 2025.
  4. Qu, Guangtai; Li, Shaoze; Deng, Zhibin; Lu, Cheng. A fast global algorithm for multi-linearly constrained separable binary quadratic program, Journal of Industrial and Management Optimization, 21(2): 1456-1473, February 2025.
  5. Xu, Yingzhe; Xu, Jintao; Lu, Cheng; Fang, Shu-Cherng; Deng, Zhibin. A new global algorithm for homogeneous complex quadratic programming problems and applications, Pacific Journal of Optimization, 20(4):667-682, October 2024.
  6. Liu, Yang-He; Xu, Ying-Zhe; Lu, Cheng; Deng, Zhibin. A second-order cone relaxation-based branch-and-bound algorithm for complex quadratic programs on acyclic graphs, Journal of the Operations Research Society of China, online first, 27 October 2023.
  7. Lu, Cheng; Ma, Jitao; Deng, Zhibin; Xing, Wenxun. A graphic structure based branch-and-bound algorithm for complex quadratic optimization and applications to magnitude least-square problem, Journal of Global Optimization, 88(1):115–137, January 2024.
  8. Wu, Junhao; Lu, Cheng; Li, Shaoze; Deng, Zhibin. A semidefinite relaxation based global algorithm for two-level graph partition problem, Journal of Industrial and Management Optimization, 19(9):7036-7053, September 2023.
  9. Xu, Yingzhe; Lu, Cheng; Deng, Zhibin; Liu, Ya-Feng. New semidefinite relaxations for a class of complex quadratic programming problems, Journal of Global Optimization, 87(1):255–275, May 2023.
  10. Li, Shaoze; Deng, Zhibin; Lu, Cheng; Wu, Junhao; Dai, Jinyu; Wang Qiao. An efficient global algorithm for indefinite separable quadratic knapsack problems with box constraints, Computational Optimization and Applications, 86(1):241–273, 02 May 2023.
  11. Wang, Qiao; Lu, Cheng; Deng, Zhibin; Dong, Jichang. A simplified completely positive reformulation for binary quadratic programs, Operations Research Letters, 51(3):197-200, May 2023.
  12. Lu, Cheng; Deng, Zhibin; Fang, Shu-Cherng; Xing, Wenxun. A new global algorithm for Max-Cut problem with chordal sparsity, Journal of Optimization Theory and Applications, 197(2):608–638, May 2023. Download the test instances used in this paper here.
  13. Lu, Cheng; Wu, Junhao; Deng, Zhibin; Li, Shaoze; A fast global algorithm for singly linearly constrained separable binary quadratic program with partially identical parameters, Optimization Letters, 17(3):613–628, April 2023.
  14. Wang, Huihui; Fang, Shu-Cherng; Huang, Min; Zhang, Qihuan; Deng, Zhibin. A joint model of location, inventory and third-party logistics provider in supply chain network design, Computers and Industrial Engineering, 174:108809, 2022.
  15. Luo, Jian; Fang, Shu-Cherng; Deng, Zhibin; Tian, Ye. Robust kernel-free support vector regression based on optimal margin distribution, Knowledge-Based Systems, 253:109477, 2022.
  16. Lu, Cheng; Deng, Zhibin; Fang, Shu-Cherng; Jin Qingwei; Xing, Wenxun. Fast computation of global solutions to the single-period unit commitment problem, Journal of Combinatorial Optimization, 44(3):1511–1536, Oct. 2022.
  17. Guo, Lei; Deng, Zhibin; A new augmented Lagrangian method for MPCCs – Theoretical and numerical comparison with existing augmented Lagrangian methods, Mathematics of Operations Research, 47(2):1229–1246, 2022.
  18. Lu, Cheng; Deng, Zhibin. A branch-and-bound algorithm for solving max-k-cut problem, Journal of Global Optimization, 81(2):367–389, 2021.
  19. Zhou, Jing; Deng, Zhibin. A low-dimensional SDP relaxation based spatial branch and bound method for nonconvex quadratic programs, Journal of Industrial & Management Optimization, 16(5):2087-2102, 2020.
  20. Deng, Zhibin; Lu, Cheng; Tian, Ye; Luo, Jian. Globally solving extended trust region subproblems with two intersecting cuts, Optimization Letters, 14(3):1855–1867, 2020.
  21. Deng, Zhibin; Fang, Shu-Cherng; Lu, Cheng; Guo, Xiaoling. A branch-and-cut algorithm using polar cuts for solving nonconvex quadratic programming problems, Optimization, 67(2):359-375, 2018.
  22. Deng, ZhiBin; Tian, Ye; Lu, Cheng; Xing, WenXun. Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming, Journal of Industrial & Management Optimization, 14(2):625-638, 2018.
  23. Tian, Ye; Deng, Zhibin; Luo, Jian; Li, Yueqing. An intuitionistic fuzzy set based S3VM model for binary classification with mislabeled information, Fuzzy Optimization and Decision Making, 17(4):475-494, 2018.
  24. Lu, Cheng; Deng, Zhibin; Zhou, Jing; Guo, Xiaoling. A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming, Journal of Global Optimization, 73(2):371-388, 2019.
  25. Lu, Cheng; Deng, Zhibin. DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs, Optimization Letters, 12(5):985-996, 2018.
  26. Lu, Cheng; Deng, Zhibin; Zhang, Wei-Qiang; Fang, Shu-Cherng. Argument division based branch-and-bound algorithm for unit-modulus constrained complex quadratic programming, Journal of Global Optimization, 70(1): 171-187, 2018.
  27. Lu, Cheng; Deng, Zhibin; Jin, Qingwei. An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints, Journal of Global Optimization, 67(3):475-493, 2017.
  28. Tian, Ye; Sun, Miao; Deng, Zhibin; Luo, Jian; Li, Yueqing. A new fuzzy set and nonkernel SVM approach for mislabeled binary classification with applications, IEEE Transactions on Fuzzy Systems, 25(6):1536-1545, 2017.
  29. Tian, Ye; Jin, Qingwei; Deng, Zhibin. Quadratic optimization over a polyhedral cone, Journal of Industrial & Management Optimization, 12(1):269-285, 2016.
  30. Li, Xingmei; Fang, Shu-Cherng; Guo, Xiaoling; Deng, Zhibin; Qi, Jianxun. An extended model for project portfolio selection with project divisibility and interdependency, Journal of Systems Science and Systems Engineering, 25(1):119-138, 2016.
  31. Tian, Ye; Shu-Cherng, Fang; Deng, Zhibin; Jin, Qingwei. Cardinality constrained portfolio selection problem: A completely positive programming approach, Journal of Industrial and Optimization Management, 12(3):1041–1056, 2016.
  32. Luo, Jian; Fang, Shu-Cherng; Bai, Yanqin; Deng, Zhibin. Fuzzy quadratic surface support vector machine based on Fisher discriminant analysis, Journal of Industrial Optimization and Management, 12(1):357–373, 2016.
  33. Luo, Jian; Fang, Shu-Cherng; Deng, Zhibin; Guo, Xiaoling. Soft quadratic surface support vector machine for binary classification, Asia-Pacific Journal of Operational Research, 33(6):1650046, 2016.
  34. Nie, Tiantian; Fang, Shu-Cherng; Deng, Zhibin; Lavery, John E. On linear conic relaxation of discrete quadratic programs, Optimization Methods and Software, 31(4):737-754, 2016.
  35. Li, Xingmei; Huang, Yao-Huei; Fang, Shu-Cherng; Deng, Zhibin. Reformulations for project portfolio selection problem considering interdependence and cardinality, Pacific Journal of Optimization, 12(2):355-366, 2016.
  36. Deng, Zhibin; Fang, Shu-Cherng; Jin, Qingwei; Lu, Cheng. Conic approximation to nonconvex quadratic programming with convex quadratic constraints, Journal of Global Optimization, 61(3):459-478, 2015.
  37. Deng, Zhibin; Lavery, John E; Fang, Shu-Cherng; Luo, Jian; ℓ1 Major Component Detection and Analysis (ℓ1 MCDA) in Three and Higher Dimensional Spaces, Algorithms, 7(3):429-443, 2014.
  38. Guo, Xiaoling; Deng, Zhibin; Fang, Shu-Cherng; Xing, Wenxun. Quadratic optimization over one first-order cone, Journal of Industrial and Management Optimization, 10:945-963, 2014.
  39. Guo, Xiao-ling; Deng, Zhibin; Fang, Shu-Cherng; Wang, Zhenbo; Xing, Wenxun. Quadratic optimization over a second-order cone with linear equality constraints, Journal of the Operations Research Society of China, 2(1):17-38, 2014.
  40. Zhou, Jing; Deng, Zhibin; Fang, Shu-Cherng; Xing, Wenxun. Detection of a copositive matrix over a $p$-th order cone, Pacific Journal of Optimization, 10(3):593-611, 2014.
  41. Deng, Zhibin; Bai, Yanqin; Fang, Shu-Cherng; Tian, Ye; Xing, Wenxun; A branch-and-cut approach to portfolio selection with marginal risk control in a linear conic programming framework, Journal of Systems Science and Systems Engineering, 22(4):385-400, 2013.
  42. Deng, Zhibin; Fang, Shu-Cherng; Jin, Qingwei; Xing, Wenxun. Detecting copositivity of a symmetric matrix by an adaptive ellipsoid-based approximation scheme, European Journal of Operational Research, 229(1):21-28, 2013.
  43. Tian, Ye; Fang, Shu-Cherng; Deng, Zhibin; Xing, Wenxun. Computable representation of the cone of nonnegative quadratic forms over a general second-order cone and its application to completely positive programming, Journal of Industrial and Management Optimization, 9(3):703-721, 2013.
  44. Jin, Qingwei; Tian, Ye; Deng, Zhibin; Fang, Shu-Cherng; Xing, Wenxun. Exact computable representation of some second-order cone constrained quadratic programming problems, Journal of the Operations Research Society of China, 1(1):107-134, 2013.
  45. Luo, Jian; Deng, Zhibin; Bulatov, Dimitri; Lavery, John E; Fang, Shu-Cherng. Comparison of an L1-regression-based and a RANSAC-based planar segmentation procedure for urban terrain data with many outliers, Image and Signal Processing for Remote Sensing XIX, 8892:09, 2013.

中文论文

  1. 谭宇霄, 彭博, 邓智斌, 王宇, 李莉. 基于连续凸近似的多阶段弹道重规划求解算法. 宇航总体技术, 8(6):1-9. 2024年11月. 知网
  2. 吴宏旭, 房勇, 邓智斌. A股市场的隐性因子模型——基于特征排序框架的深度学习. 系统科学与数学. 2024年. DOI
  3. 吴宏旭, 邓智斌, 王俏. 金融信息神经网络——基于A股市场的实证研究. 系统工程理论与实践. 2024年, 待发表.

Working Paper

  1. Chen, Xin; Hu, Zhenyu; Deng, Zhibin. Dynamic pricing problem for multiple heterogeneous consumers with reference price effects, working paper, 2023.
  2. Qu, Guangtai; Wu, Junhao; Lu, Cheng; Deng, Zhibin; Liu, Ya-Feng. A mixed-integer semidefinite relaxation for AC optimal transmission switching, working paper, 2024.
  3. Lu, Cheng; Qu, Guangtai; Wu, Junhao; Li, Shaoze; Deng, Zhibin; Fang, Shu-Cherng. Reformulations for separable quadratic optimization problems with symmetric structures via variable aggregation, submitted to SIAM Journal on Optimization, Nov. 2024.
  4. Wu, Junhao; Li, Shaoze; Lu, Cheng; Deng, Zhibin; Fang, Shu-Cherng. Tightness of a variable aggregation-based reformulation for a class of mixed-integer convex optimization problems with symmetric structures, working paper, Jan. 2025.

Conferences and Presentations

  1. 2025年7月，儋州，生产与运营管理国际会议（中国），Quadratic Nonconvex Reformulation: A New Paradigm for Enhancing Mixed Integer Quadratic Programming Solvers，分会报告
  2. 2024年10月，贵阳，中国运筹学会第17届年会，Reformulations of Quadratic Separable Optimization Problems with Symmetric Structures via Variable Aggregation, 专题邀请报告
  3. 2024年8月，沈阳，东北大学管理学院，Reformulations of Quadratic Separable Optimization Problems with Symmetric Structures via Variable Aggregation, 邀请报告
  4. 2024年6月，上海，华东理工大学，访问交流郭磊教授
  5. 2024年3月，北京，第三届智能与决策优化前沿论坛
  6. 2023年10月，昆明，第二十一届中国工业与应用数学学会年会， Global Algorithms for Nonconvex Separable Quadratic Optimization with Symmetric Structures，分会报告
  7. 2023年8月，日本东京， CSIAM国际学术会议， New Semidefinite Relaxations for A Class of Complex Quadratic Programming，分会报告
  8. 2023年5月，成都，第十四届全国数学优化学术会， Global Algorithms for Nonconvex Separable Quadratic Optimization with Symmetric Structures，分会报告
  9. 2023年4月，长沙，第十六届运筹学年会， Global Algorithms for Nonconvex Separable Quadratic Optimization with Symmetric Structures，分会报告
  10. 2021年11月，北京，北京运筹协会学术年会， A Graphic Structure Based Branch and Bound Algorithm for Nonconvex Sparse Quadratic Optimization Problems，专题邀请报告
  11. 2020年10月，受Northern Illinois University工业工程系邀请，参加网上云会议，并做报告