应数学与统计学院邀请，国际著名优化专家，英国南安普顿大学运筹学教授徐慧福（Huifu Xu）博士将于2016年7月10日到2016年7月21日访问我校，并做如下学术讲座。

题目：Convergence Analysis for Mathematical Programs with  

       　Distributionally Robust Chance Constraint 

时间：2016年7月19日，10:10—12:00

地点：理科楼407

讲座内容：Convergence analysis for optimization problems with chance constraints concerns  
impact of variation of probability measure in the chance constraints on the optimal value and the  
optimal solutions and research on this topic has been well documented in the literature of stochastic 
 programming. In this paper, we extend such analysis to optimization problems with distributionally 
 robust chance constraints where the true probability is unknown, but it is possible to construct an  
ambiguity set of distributions and the chance constraint is based on the most conservative selection 
 of probability distribution from the ambiguity set. 

      The convergence analysis focuses on impact of the variation of the ambiguity set on the optimal 
 value and the optimal solutions. We start by deriving  general convergence results under abstract  
conditions such as continuity of the robust probability function and uniform convergence of robust  
probability functions and followed with detailed analysis of these conditions. Two sufficient  
conditions  have been derived with one applicable to both continuous and discrete probability  
distribution and the other  to continuous distribution but different from the well known traditional  
boundary condition in the literature. Case studies are carried out for ambiguity sets being  
constructed through moments and samples.

报告人简介：徐慧福（Huifu Xu）博士现为南安普顿大学运筹学教授。他于1989年于南京大学获得计算数学硕士学位，1999年在澳大利亚 Ballarat大学获得博士学位。在澳大利亚Graduate School of Management三年博士后研究之后，徐博士受聘为南安普顿大学数学科学学院讲师，2007年晋升为高级讲师,2013受聘为伦敦城市大学运筹学教授，2015年返回南安普顿大学任运筹学教授。徐慧福教授是国际著名的优化专家，他从事连续优化研究26年，先后对带均衡约束的数学规划问题、具有随机占优约束的优化问题等随机规划和鲁棒优化问题进行了系统研究，取得了一系列创新性成果。徐教授已在Mathematical Programming、Mathematics of Operations Research、SIAM J. Optimization、JOTA等国际顶级期刊发表论文70余篇，多次受邀在国际高水平学术会议上做大会报告，他现为Computational Management Science等国际期刊的编委。