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Fast algorithms for sparse portfolio selection considering industries and investment styles 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
Authors:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong
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Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization  
Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights 期刊论文
MATHEMATICAL PROGRAMMING, 2019, 卷号: 173, 期号: 1-2, 页码: 37-77
Authors:  Chen, Caihua;  Li, Min;  Liu, Xin;  Ye, Yinyu
Favorite  |  View/Download:10/0  |  Submit date:2019/03/11
Nonseparable convex minimization  Alternating direction method of multipliers  Block coordinate descent method  Iterate convergence  Random permutation  
On inexact ADMMs with relative error criteria 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2018, 卷号: 71, 期号: 3, 页码: 743-765
Authors:  Xie, Jiaxin
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Alternating direction method of multipliers (ADMM)  Inexactness  Relative error criteria  Large step-length  
Robust Reconstruction of Continuously Time-Varying Topologies of Weighted Networks 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2018, 卷号: 65, 期号: 9, 页码: 2970-2982
Authors:  Liu, Juan;  Mei, Guofeng;  Wu, Xiaoqun;  Lu, Jinhu
Favorite  |  View/Download:10/0  |  Submit date:2018/09/08
Time-varying and state-dependent network topology  structure reconstruction  Taylor expansion  alternating direction method of multipliers (ADMM)  
Optimized Base-Station Cache Allocation for Cloud Radio Access Network With Multicast Backhaul 期刊论文
IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS, 2018, 卷号: 36, 期号: 8, 页码: 1737-1750
Authors:  Dai, Binbin;  Liu, Ya-Feng;  Yu, Wei
Favorite  |  View/Download:16/0  |  Submit date:2019/01/11
Alternating direction method of multipliers (ADMM)  base-station (BS) caching  cloud radio access network (C-RAN)  data-sharing strategy  multicasting  wireless backhaul  
A SEMISMOOTH NEWTON METHOD FOR SEMIDEFINITE PROGRAMS AND ITS APPLICATIONS IN ELECTRONIC STRUCTURE CALCULATIONS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2018, 卷号: 40, 期号: 6, 页码: A4131-A4157
Authors:  Li, Yongfeng;  Wen, Zaiwen;  Yang, Chao;  Yuan, Ya-Xiang
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semidefinite programming  ADMM  semismooth Newton method  electronic structure calculation  two-body reduced density matrix  
稀疏线性规划研究 期刊论文
计算数学, 2018, 卷号: 040, 期号: 004, 页码: 339
Authors:  陈圣杰;  戴或虹;  徐凤敏
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Convex Euclidean distance embedding for collaborative position localization with NLOS mitigation 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2017, 卷号: 66, 期号: 1, 页码: 187-218
Authors:  Ding, Chao;  Qi, Hou-Duo
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Euclidean distance matrix  Collaborative localization  Non-line of sight (NLOS)  Augmented Lagrangian  Alternating direction method of multipliers (ADMM)  
An Adaptive Correction Approach for Tensor Completion 期刊论文
SIAM JOURNAL ON IMAGING SCIENCES, 2016, 卷号: 9, 期号: 3, 页码: 1298-1323
Authors:  Bai, Minru;  Zhang, Xiongjun;  Ni, Guyan;  Cui, Chunfeng
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
adaptive correction approach  error bound  tensor completion  square deal  3-block ADMM  
回响环境下的最优波束形成器设计 期刊论文
中国科学数学, 2016, 卷号: 46, 期号: 6, 页码: 877
Authors:  李志保;  戴彧虹
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10