· Operational research
· Combinatorial optimisation
· Constraint Programming
· Local search methods
· Stochastic programming
Before Sep,2007: Msc, Bsc of Xi’an Jiaotong University, Xi’an, China
2012: Ph.D. of University of Nottingham, UK
Project title: Hybrid Solution Approach to Advanced Real-world Portfolio Optimisation Problems
Post-doctoral research project, Funded by LANCS innovation,University of Nottingham, U.K., Jul/2012-present
To take the uncertainty of market into account when optimising the portfolio, stochastic programming has been applied to model the uncertainty. Hybrid solution methods which integrate mathematic methods with heuristics have been investigated to seek high quality solutions in a reasonable computational time.
Project title: Towards Advanced Real-world Portfolio Optimisation
Post-doctoral research project, funded by EPSRC Research Development Fund - Pathways to Impact, University of Nottingham, U.K., Feb/2012-Jun/2012
Demands of NAG’s customers have been identified, understood and converted into mathematical constraints to model real world portfolio selection problems. Math-heuristics methods have been developed and used to generate qualitative measureable solution in a limited CPU time.
Project title: Integration of constraint programming, OR techniques and local search for combinatorial optimisation problems
Ph.D. project, University of Nottingham, U.K., Sep/2007-Mar/2011
Hybrid approaches to highly constrained large scale optimisation problems have been systematically investigated and designed. The approaches benefit from the efficiency of AI (Constraint Programming) in modelling and solving complex logical and non-linear constraints, and classic OR techniques, such as IP and LP. Constraint-directed local search has also been investigated in order to seek good results in limited computational time.
· F. He, R. Qu, Integrated nurse scheduling optimisation with Conditional Value-at-Risk constraint under patient demand uncertainty, under review, 2014
· F. He, R. Qu, R. John, A compromise based fuzzy goal programming approach with satisfaction function for multi-objective portfolio selection, under review, 2014
· F. He, R. Qu, E. Tsang, Hybridising local search with Branch-and-Bound for constrained portfolio selection problems, under review, 2013
· F. He, R. Qu, A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems, accepted for publishing at Information Sciences, 2014. Impact factor: 3.643.pdf
· F. He, R. Qu, A Constraint Programming based column generation approach to nurse rostering problems, Computers & Operations Research, 39(12): 3331–3343, 2012. Impact factor: 1.909.pdf
Refereed Conference papers
· F. He, R. Qu, A Constraint-directed Local Search Approach to Nurse Rostering Problems, In Proceeding of the 6th International Workshop on Local Search Techniques in Constraint Satisfaction (LSCS'09) at the 15th International Conference on Principles and Practice of Constraint Programming (CP09), Lisbon, Portugal, 20 Sep, 2009. .pdf
R. Qu, F. He, E. K. Burke, Hybridizing Integer Programming
Models with an Adaptive Decomposition Approach
for Exam Timetabling Problems, in: Proceeding of 4th Multidisciplinary
International Scheduling Conference (MISTA2009),
R. Qu, F. He, A Hybrid Constraint Programming Approach for
Nurse Rostering Problems, Allen T., Ellis R. and
Petridis M. (eds.) Applications and Innovations in Intelligent Systems XVI.
The Twenty-eighth SGAI International Conference on Artificial Intelligence