Shaojian Qu

Dr. Shaojian Qu

University of Shanghai for Science and Technology, China
+3
orcid

Research Focus & Metrics

Academic Career Length

21Years (2006-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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19 September 2020 in Group Decision and Negotiation
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Journal Article
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Shaojian QuShaojian Qu
Shaojian Qu
YHYefan Han
Yefan Han
ZWZhong Wu
Zhong Wu
HRHassan Raza
Hassan Raza

1 July 2021 in Information Fusion
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Journal Article
Closed access
HLHuanhuan Li
Huanhuan Li
YJYing Ji
Ying Ji
ZGZaiwu Gong
Zaiwu Gong
Shaojian QuShaojian Qu
Shaojian Qu

1 August 2013 in Optimization Methods and Software
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Journal Article
Closed access
Shaojian QuShaojian Qu
Shaojian Qu
Mark GohMark Goh
Mark Goh
BLBing Liang
Bing Liang
This paper first proposes a trust region algorithm to obtain a stationary point of unconstrained multiobjective optimisation problem. Under suitable assumptions, the global convergence of the new algorithm is established. We then extend the trust region method to solve the non-smooth multiobjective optimisation problem.

1 April 2020 in Science of The Total Environment
Verified
Journal Article
Closed access
HCHao Cai
Hao Cai
Shaojian QuShaojian Qu
Shaojian Qu
MWMeng Wang
Meng Wang

1 January 2021 in Journal of Industrial and Management Optimization
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Journal Article
Open access
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RHRipeng Huang
Ripeng Huang
Shaojian QuShaojian Qu
Shaojian Qu
XYXiaoguang Yang
Xiaoguang Yang
ZLZhimin Liu
Zhimin Liu
Two-stage risk-neutral stochastic optimization problem has been widely studied recently. The goals of our research are to construct a two-stage distributionally robust optimization model with risk aversion and to extend it to multi-stage case. We use a coherent risk measure, Conditional Value-at-Risk, to describe risk. Due to the computational complexity of the nonlinear objective function of the proposed model, two decomposition methods based on cutting planes algorithm are proposed to solve the two-stage and multi-stage distributional robust optimization problems, respectively. To verify the validity of the two models, we give two applications on multi-product assembly problem and portfolio selection problem, respectively. Compared with the risk-neutral stochastic optimization models, the proposed models are more robust.

20 December 2019 in IEEE Access
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Journal Article
Open access
HRHassan Raza
Hassan Raza
Jia-Bao LiuJia-Bao Liu
Jia-Bao Liu
Shaojian QuShaojian Qu
Shaojian Qu
A vertex u ∈ V(G) resolves (distinguish or recognize) two elements (vertices or edges) v, w ∈ E(G)UV(G) if d G (u, v) ≠ d G (u, w) . A subset L m of vertices in a connected graph G is called a mixed metric generator for G if every two distinct elements (vertices and edges) of G are resolved by some vertex set of L m . The minimum cardinality of a mixed metric generator for G is called the mixed metric dimension and is denoted by dim m (G). In this paper, we studied the mixed metric dimension for three families of graphs D n , A n , and R n , known from the literature. We proved that, for D n the dim m (D n ) = dim e (D n ) = dim(D n ), when n is even, and for An the dim m (A n ) = dim e (A n ), when n is even and odd. The graph R n has mixed metric dimension 5.