MICHAEL CHEN

Associate Professor
Department of Mathematics and Statistics
York University
United States of America

Professor Mathematics
Biography

Michael Chen is an Associate Professor within the Department of Mathematics and Statistics in York University, Toronto, Canada. He has received his Ph.D in Industrial Engineering & Management Science from Northwestern University, Chicago. His research area is theories and applications of numerical optimization, especially the stochastic optimization, or optimization under uncertainty.

Research Intrest

theories and applications of numerical optimization, especially the stochastic optimization, or optimization under uncertainty

List of Publications
" Chen S(2011) First Order Convergence Rate for Sparse Grid Method in Two-Stage Linear Programming. American J. of Computational Mathematics 1:294-02. "
" Chen S , Mehrotra S(2011) Self-concordance and Decomposition Based Interior Point Methods for Two-stage Stochastic Convex Optimization Problem. SIAM J. of Optimization 4: 1667-87. "
S. Chen , X. Wang (2013)A Derivative-free Global Optimization Algorithm by Sparse Grid Integration. American Journal of Computational Mathematics 3:16-26.