SIM Chee Khian/SIM Chee-Khian

Senior Lecturer

12/2017 to Present

Phone:

+44 (0)23 9284 6788

Email:

chee-khian.sim@port.ac.uk

Mail:

School of Mathematics and Physics

University of Portsmouth

Lion Gate Building, Lion Terrace

Portsmouth, PO1 3HF

United Kingdom

Previous Academic-Related Positions Held

University of Portsmouth, U.K.

• • Lecturer, Department of Mathematics

National University of Singapore, Singapore

• • Senior Research Fellow, Department of Decision Sciences

  • Research Fellow, Department of Decision Sciences

  • Research Engineer, Department of Decision Sciences

  • Part-time Graduate Tutor, Department of Mathematics

The Hong Kong Polytechnic University, Hong Kong

• • Lecturer, Department of Applied Mathematics

The Logistics Institute - Asia Pacific, Singapore

• • Research Fellow

University of Washington, Seattle, U.S.A.

• • Teaching Assistant, Department of Mathematics

Education

National University of Singapore, Singapore

• • Ph.D. in Mathematics (2005). Specialized in Optimization

  • Postgraduate Diploma in Systems Analysis (1999)

  • B.Sc. (with Honors) in Mathematics (1993)

University of Washington, Seattle, U.S.A.

• • M.Sc. in Mathematics (1997). Specialized in Optimization

Honors & Awards

• • Biography included in Marquis Who's Who in the World 2011

  • A*STAR Graduate Fellowship, Singapore

  • NUS Research Scholarship, Singapore

  • University of Washington Teaching Assistantship, U.S.A.

Professional Membership

• • Member, The Institute of Mathematics and its Applications - 02/2020 to present

  • Member, The OR Society - 10/2016 to present

  • Fellow, The Higher Education Academy - 10/2015 to present

  • Member, The Institute for Operations Research and the Management Sciences - 08/2012 to 12/2012

  • Member, The Hong Kong Mathematical Society - 06/2010 to 06/2012

  • Member, Society for Industrial and Applied Mathematics - 10/2009 to 12/2013

Research Interests

• • First and second order methods to solve optimization problems, such as, subgradient methods on convex/nonconvex optimization problems and interior point methods on conic optimization problems.

  • Supply chain optimization, in particular, optimal inventory management.

Teaching/Supervisory Experience

• • Co-supervisor of a Ph.D. student.

  • Supervisor of projects by M.Sc. (in Logistics and Supply Chain Management) and B.Sc. students.

  • Lecturer for undergraduate courses on Calculus, Linear Algebra, Operations Research Methods, Ordinary Differential Equations, Simulation, and graduate courses on Graphs and Networks, Decision Analysis, Simulation.

  • Tutor for beginning level mathematics courses, as well as, business analytics courses.

Industrial Experience

• • Led and completed two systems interfaces migration from an old to a new platform.

  • Did reverse-engineering to produce functional documentations for IT systems.

  • Maintained IT systems, conducted user acceptance testings with users, and also did unit and system testings.

Professional Activities

Invited reviewer for Mathematical Reviews

Journal Referee:

Annals of Operations Research; Asia-Pacific Journal of Operational Research; Computational Optimization and Applications; EURO Journal on Computational Optimization; IEEE Transactions on Automatic Control; International Journal of Production Economics; Journal of Industrial and Management Optimization; Journal of the Operational Research Society; Journal of Optimization Theory and Applications; Mathematical Methods of Operations Research; Mathematical Programming; Numerical Functional Analysis and Optimization; Optimization; Optimization Letters; Optimization Methods and Software; Pacific Journal on Optimization; RAIRO - Operations Research; SIAM Journal on Optimization.

Presentations Given (since 2015):

• • "Semi-definite programming:  Superlinear convergence of an infeasible interior point algorithm", 1 hour presentation, ERGO Seminar, The University of Edinburgh, Edinburgh, U.K., January 2023.

  • "Relaxed Peaceman-Rachford splitting method to find the zero of the sum of two maximal strongly monotone operators:  Convergence and its rates", 20 minutes presentation, 19th EUROPT Workshop on Advances in Continuous Optimization, Caparica, Portugal, July 2022.

  • "Maximal (strong) monotonicity and the relaxed Peaceman-Rachford splitting method to find the zero of the sum of two maximal strongly monotone operators", 1 hour presentation, SMAP Colloquium, University of Portsmouth, Porstmouth, U.K., March 2022.

  • "FISTA variants on nonconvex composite optimisation problems", 20 minutes presentation, OR63 Annual Conference, virtual, September 2021.

  • "FISTA variants on nonconvex composite optimisation problems", 30 minutes presentation, 3rd IMA and OR Society Conference on Mathematics of Operational Research, virtual, April 2021.

  • "Policies for inventory models with product returns forecast from past demands and past sales", 20 minutes presentation, OR61 Annual Conference, Canterbury, U.K., September 2019.

  • "Polynomial complexity and local convergence of an interior point algorithm on semi-definite linear complementarity problems", 25 minutes presentation, 6th International Conference on Continuous Optimization (ICCOPT 2019) , Berlin, Germany, August 2019.

  • "Relaxed Peaceman-Rachford splitting method: Convergence study", 20 minutes presentation, 23rd International Symposium on Mathematical Programming (ISMP2018) , Bordeaux, France, July 2018.

  • "Forecasting product returns from past demands: Effect on optimal inventory policy and system cost", 20 minutes presentation, OR59 Annual Conference, Loughborough, U.K., September 2017.

  • "Relaxed Peaceman-Rachford splitting method on the sum of two maximal strongly monotone operators: Convergence study", 20 minutes presentation, 21st Triennial Conference for the International Federation of Operational Research Societies (IFORS2017) , Quebec City, Canada, July 2017.

  • "Inventory systems with two types of product sharing a common hardware platform: Optimal policy in the finite and infinite horizon settings", 1 hour presentation, OR Seminar, University of Portsmouth, Portsmouth, U.K., December 2016.

  • "On solving an application-based completely positive program of size 3 with further results", 20 minutes presentation, 14th EUROPT Workshop on Advances in Continuous Optimization, Warsaw, Poland, July 2016.

  • "On solving an application-based completely positive program of size 3 with further results", 1 hour presentation, ERGO Seminar, The University of Edinburgh, Edinburgh, U.K., March 2016.

  • "Distributionally robust newsvendor problem", 15 minutes presentation, CORL 2nd Annual Research and Innovation Event, Portsmouth, U.K., July 2015.

  • "On finding a generalised lowest rank solution to a linear semi-definite feasibility problem", 30 minutes presentation, 13th EUROPT Workshop on Advances in Continuous Optimization, Edinburgh, U.K., July 2015.

Publications

Refereed Publications:

• • C.-K. Sim, "Convergence rates for the relaxed Peaceman-Rachford splitting method on a monotone inclusion problem", Journal of Optimization Theory and Applications, Vol. 196(2023), pp. 298-323. [Title of paper when accepted and before editorial process - Solution to a monotone inclusion problem using the relaxed Peaceman-Rachford splitting method: Convergence and its rates]

  • J. Liang, R.D.C. Monteiro & C.-K. Sim, "A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems", Computational Optimization and Applications, Vol. 79(2021), pp. 649-679.

  • M. Chou, C.-K. Sim & X.-M. Yuan, "Policies for inventory models with product returns forecast from past demands and past sales ", Annals of Operations Research, Vol. 288(2020), pp. 137-180.

  • C.-K. Sim, "Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: Polynomial complexity and local convergence ", Computational Optimization and Applications, Vol. 74(2019), pp. 583-621.

  • R.D.C. Monteiro & C.-K. Sim, "Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators", Computational Optimization and Applications, Vol. 70(2018), pp. 763-790.

  • Q. Fu, C.-K. Sim & C.-P. Teo, "Profit sharing agreements in decentralized supply chains: A distributionally robust approach", Operations Research, Vol. 66(2018), pp. 500-513.

  • M. Chou, C.-K. Sim & X.-M. Yuan, "Infinite horizon optimal policy for an inventory system with two types of product sharing common hardware platforms", Operations Research Letters, Vol. 45(2017), pp. 12-18.

  • Y. Hu, C.-K. Sim & X. Yang, "A subgradient method based on gradient sampling for solving convex optimization problems", Numerical Functional Analysis and Optimization, Vol. 36(2015), pp. 1559-1584.

  • C.-K. Sim, "On finding a generalized lowest rank solution to a linear semi-definite feasibility problem", Operations Research Letters, Vol. 43(2015), pp. 334-338.

  • Y. Hu, X. Yang & C.-K. Sim, "Inexact subgradient methods for quasi-convex optimization problems", European Journal of Operational Research, Vol. 240(2015), pp. 315–327.

  • M. Chou, C.-K. Sim & X.-M. Yuan, "Optimal policies for inventory systems with two types of product sharing common hardware platforms: Single period and finite horizon", European Journal of Operational Research, Vol. 224(2013), pp. 283-292.

  • E.P. Chew, L.H. Lee & C.-K. Sim, "The impact of supply chain visibility when lead time is random", OR Spectrum, Vol. 35(2013), pp. 163-190.

  • M. Chou, C.-K. Sim, C.-P. Teo & H. Zheng, "Newsvendor pricing problem in a two-sided market", Production and Operations Management, Vol. 21(2012), pp. 204-208.

  • C.-K. Sim, "Superlinear convergence of an infeasible predictor-corrector path-following interior point algorithm for a semidefinite linear complementarity problem using the Helmberg-Kojima-Monteiro direction", SIAM Journal on Optimization, Vol. 21(2011), pp. 102-126.

  • C.-K. Sim, "Asymptotic behavior of underlying NT paths in interior point methods for monotone semidefinite linear complementarity problems", Journal of Optimization Theory and Applications, Vol. 148(2011), pp. 79-106.

  • C.-K. Sim, "On the analyticity of underlying HKM paths for monotone semidefinite linear complementarity problems", Journal of Optimization Theory and Applications, Vol. 141(2009), pp. 193-215.

  • C.-K. Sim & G. Zhao, "Asymptotic behavior of Helmberg-Kojima-Monteiro (HKM) paths in interior-point methods for monotone semidefinite linear complementarity problems: General theory", Journal of Optimization Theory and Applications, Vol. 137(2008), pp. 11-25.

  • C.-K. Sim & G. Zhao, "Underlying paths in interior point methods for the monotone semidefinite linear complementarity problem", Mathematical Programming, Series A, Vol. 110(2007), pp. 475-499.

  • C.-K. Sim, J. Sun & D. Ralph, "A note on the lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function", Mathematical Programming, Series A, Vol. 107(2006), pp. 547-553.

  • C.-K. Sim & G. Zhao, "A note on treating a second order cone program as a special case of a semidefinite program", Mathematical Programming, Series A, Vol. 102(2005), pp. 609-613.

Conference Papers:

• • C.-K. Sim, "Second order cone prograrm in relation to interior point method", International Conference on Scientific and Engineering Computation (IC-SEC'04), June 2004.

Grants

• • The Institute of Mathematics and its Applications Small Grant, July 2022

  • London Mathematical Society Research in Pairs (Scheme 4), February 2018

Technical Notes

• • A note on the general solution to an nth-order homogeneous linear ordinary differential equation.

  • A note on the solution to a system of first order homogeneous ordinary differential equations with constant coefficients.

  • A o(1/ρ2)-first order algorithm on composite nonconvex optimization problems.

  • A note on convergence using the relaxed Peaceman-Rachford splitting method on the sum of two maximal strongly monotone operators.

  • Dynamic lot sizing model with the same demand in each period.

  • A FISTA-type first order algorithm on nonconvex composite programs.

  • A note on the Prim's algorithm.

  • Linear conic optimization problems: A sufficient condition for strong duality.

  • A note on strong duality and complementary slackness.

  • The primal simplex method and the dual linear program.

Others

Computer Experience:

• • Operating systems: Windows; Unix

  • Computer languages exposed to: Cobol; C; Visual Basic; Java; SQL; HTML

  • Mathematical softwares: Matlab; Latex

  • Simulation softwares: Micro Saint Sharp; SIMUL8

Languages:

English; Mandarin