Shu Lu
Shu Lu
Professor
Director of Admissions, M.S. Programs
355 Hanes Hall
919-962-1048
Website
Education

B.S., Tsinghua University, 2000; M.S., Tsinghua University, 2002; M.S., University of Wisconsin-Madison, 2006; M.S., University of Wisconsin-Madison, 2006; Ph.D., University of Wisconsin-Madison, 2007.

Research Interests

Optimization and Equilibrium Problems

Research Synopsis

I do research in the general area of mathematical optimization, trying to understand the structure behind continuous optimization problems and exploit such structure in solution analysis and algorithm design. I am particularly interested in developing procedures to quantitatively measure the effect of uncertainty in optimization problems, as well as novel algorithms to solve stochastic optimization problems.

Topics I have worked on include sensitivity analysis of variational inequalities, the constant rank constraint qualification, confidence regions and intervals for stochastic variational inequalities, sensitivity analysis of traffic user equilibria, and statistical inference for sparse penalized statistical regression.