Jonathan Li

  • Hamilton ON
Jonathan Li

Education

Education
Sep 2008 - Present

Ph.D.

Work History

Work History
Sep 2007 - Dec 2007

Teaching Assistant

Course: Continuous Optimization Algorithms.

Duty: Individual tutoring, conceiving questions for assignments and examinations.Nature of firm’s activities: Academic education.

Sep 2006 - Dec 2006

Teaching Assistant

Course: Introduction of Computer.Duty: Tutorial, marking.Nature of firm’s activities: Academic education.

Jun 2005 - Jul 2006

Research staff

Davis International Knowledge Management Corp

Duty:Designing decision support system for revenue management.Nature of firm’s activities: Developing efficient study methods.

Oct 2003 - May 2005

Corporal

Military Service, Navy Salvage Fleet

Duty: Diving, instructing physics and mechanics relevant knowledge. Rescuemissions and ship repairs. Being diver coach for new trainees.Nature of firm’s activities: Special force, navy seal.

Dec 2002 - Sep 2003

Teaching Consultant

Davis International Knowledge Managment Corp

Duty: Holding 50 people course every two weeks, teaching efficient study method,marketing and selling.Nature of firm’s activities: Developing efficient study methods.

Jan 2002 - Nov 2002

Lab Research Assistant

National Sun Yat-Sen University

Project: modeling particle's movement in low-temperature, theoretical model,simulation.Duty: Conducting research.Nature of firm’s activities: Conducting research.

Skills

Skills

Computer

Programming skills: Fortran, C/C++, C#, BLAS/LAPACK Mathematical software: MATLAB/Octave, Maple, Mathematica Parallel computing and architecture: multi-processor server computing (SGI, IBM), OpenMP, P-thread, cluster and Condor multi-grid computing, MPI  Operating systems: Windows, Mac OS, Unix/Linux Scientific computing: automatic differentiation Optimization package: CPLEX, XPRESS, LGO,  MOSEK. Modeling language: AMPL, GAMS

Non-Professional Activities

Diving (licensed diver)

Swimming (licensed swimming coach and life guard)

Martial art

Profile

I am now at:

 Industrial modeling Laboratory, Mechanical and Industrial Engineering, University of Toronto,

 Toronto, ON, Canada

I am now working on:

 Optimization in finance. Specifically, risk management and option pricing.

Supervised by:

      Dr. Roy Kwon

I used to be at:

 Advanced Optimization Laboratory, School of Computational Engineering and         Science, McMaster University, Hamilton, ON, Canada

I used to work on:

 Polyhedral computation under symmetry

  • Analysis of the combinatorial structure of high-dimensional polytopes 
  • Developing efficient enumeration algorithms
  • Proving new combinatorial and geometric properties of the metric polytope

 Parallel computing, using MPI and P-thread

  • Design novel parallel implementation of the Face Enumeration algorithm Implementation on high performance computer cluster, SHARCNET (Shared Hierarchical Academic Research Computing Network)

 Supervised by:

      Dr. Antoine Deza

Interest

Portfolio Optimization Linear Programming Nonlinear Programming Conic Optimization (Semidefinite Programming, Second-Order Cone Programming) Interior Point Method / Simplex Method

Research Networks

AdvOL (Advanced Optimization Laboratory)

CORS (Canadian Operation Research Society) INFORMS (Institution For Operation Research and the Management Science)  INFORMS Optimization Society SIAM (Society for Industrial and Applied Mathematics) SHARCNET (Shared Hierarchical Academic Research Computing Network)

Organization Activities

Leader of the student helper group for the Second Mathematical Programming Society International Conference on Continuous Optimization ICCOPT II & MOPTA 07 - Modeling and Optimization: Theory and Applications, McMaster, Hamilton, August 12-17, 2007

  • Coordinating 20 students from 4 departments and 2 universities, organizing the poster advertising, route arranging, reception, and sessions technical support.

Contribution to research proposal

  • Coordinating the work of 3-5 students to collect publications and dissemination data, communicating with 13 professors from 4 universities participating in a MITACS project, systemization of data, and producing required quality report.

Scholarship, Award, Selected Award

Graduate Scholarship, McMaster University, Sept 2006-June 2008 $ 10,000.00

Entrance Award, McMaster University, Sept 2006-Sept 2007 $4,700.00 Student Subsidies Support, International Conference on Continuous Optimization (ICCOPT-II & MOPTA-07), McMaster University, Hamilton, Ontario, August 12-17, 2007  Student Subsidies Support, CMS-MITACS Joint Conference 2007, Winnipeg, Manitoba, May 31-June 3, 2007

Conference/Seminar/Summer School

Monthly Fields Industrial Optimization Seminar series, Fields Institute, Toronto,Ontario. (attended)

Weekly AdvOL Optimization Seminar series, McMaster University, Hamilton, Ontario.

3 Talks given:

  • Face lattice computation under symmetry, October 22, 2007, 
  • Face lattice computation, May 17, 2007,
  • Polyhedra Computation under Symmetry, December 18, 2006.   

 Computational Engineering and Science Symposium, McMaster University, Hamilton, Ontario.

Talk given:

  • The upper bound of the orbits of the face lattice, October 15, 2007.

 Second Mathematical Programming Society International Conference on Continuous Optimization ICCOPT II & MOPTA 07 - Modeling and Optimization: Theory and Applications, McMaster University, Hamilton, Ontario, August 12-17, 2007. (attended)   CMS-MITACS Joint Annual Conference 2007, Winnipeg, Manitoba, May 31- June 3, 2007. (attended)  Summer School of International Conference on Continuous Optimization (ICCOPT-II and MOPTA-07), McMaster University, Hamilton, Ontario, August 11-12, 2007. (attended)  SHARCNET HPTC Summer School 2007, McMaster University, Hamilton, Ontario, June 18-22, 2007. (certified)

References

References

Tamas Terlaky

Michael Best

Roy Kwon

Antoine Deza