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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
Favorite  |  View/Download:2/0  |  Submit date:2020/06/30
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:12/0  |  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:12/0  |  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:19/0  |  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
Favorite  |  View/Download:8/0  |  Submit date:2019/03/05
semidefinite programming  ADMM  semismooth Newton method  electronic structure calculation  two-body reduced density matrix  
Convex optimization learning of faithful Euclidean distance representations in nonlinear dimensionality reduction 期刊论文
MATHEMATICAL PROGRAMMING, 2017, 卷号: 164, 期号: 1-2, 页码: 341-381
Authors:  Ding, Chao;  Qi, Hou-Duo
Favorite  |  View/Download:9/0  |  Submit date:2018/07/30
Euclidean distance matrix  Convex matrix optimization  Multidimensional scaling  Nonlinear dimensionality reduction  Low-rank matrix  Error bounds  Random graph models  
Unique Decomposition and a New Model for the Ground Moving Target Indication Problem 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2017, 卷号: 173, 期号: 1, 页码: 297-312
Authors:  Li, Qingna;  He, Li;  Qi, Lijuan;  Wang, Robert
Favorite  |  View/Download:5/0  |  Submit date:2018/07/30
Ground moving target indication  Alternating direction method  Surveillance radar system  Robust principal component analysis  
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
Favorite  |  View/Download:6/0  |  Submit date:2018/07/30
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