Xiaoyi Gu

I am a Quantitative Researcher at Susquehanna International Group, LLP (SIG).

I earned my Ph.D. degree in Operations Research at Georgia Tech ISYE. I was grateful to be advised by Professor Santanu S. Dey and Professor Shabbir Ahmed.

Before studying at Georgia Tech, I graduated from Peking University with a B.S. degree in Applied Mathematics and a B.S. degree in Physics.

Please find my CV here.

Publications

• Lifting Convex Inequalities for Bipartite Bilinear Programs
  Xiaoyi Gu, Santanu S. Dey, Jean-Philippe P. Richard
  Mathematical Programming, 2023

• Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming
  Xiaoyi Gu, Shabbir Ahmed, Santanu S. Dey
  SIAM Journal on Optimization, 2020

• Global Optimization with Orthogonality Constraints via Stochastic Diffusion on Manifold
  Honglin Yuan, Xiaoyi Gu, Rongjie Lai, Zaiwen Wen
  Journal of Scientific Computing, 2019