CSpace

浏览/检索结果: 共12条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
Fast algorithms for sparse portfolio selection considering industries and investment styles 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
作者:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载:135/0  |  提交时间:2020/06/30
Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization  
STRUCTURED QUASI-NEWTON METHODS FOR OPTIMIZATION WITH ORTHOGONALITY CONSTRAINTS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 4, 页码: A2239-A2269
作者:  Hu, Jiang;  Jiang, Bo;  Lin, Lin;  Wen, Zaiwen;  Yuan, Ya-Xiang
收藏  |  浏览/下载:155/0  |  提交时间:2020/01/10
optimization with orthogonality constraints  structured quasi-Newton method  limited-memory Nystrom approximation  Hartree-Fock total energy minimization  
Anisotropic Meshes and Stabilization Parameter Design of Linear SUPG Method for 2D Convection-Dominated Convection-Diffusion Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2018, 卷号: 76, 期号: 1, 页码: 48-68
作者:  Di, Yana;  Xie, Hehu;  Yin, Xiaobo
收藏  |  浏览/下载:186/0  |  提交时间:2018/07/30
Convection-diffusion equation  Stabilization parameter  SUPG  Anisotropic mesh  
ORACLE INEQUALITIES AND SELECTION CONSISTENCY FOR WEIGHTED LASSO IN HIGH-DIMENSIONAL ADDITIVE HAZARDS MODEL 期刊论文
STATISTICA SINICA, 2017, 卷号: 27, 期号: 4, 页码: 1903-1920
作者:  Zhang, Haixiang;  Sun, Liuquan;  Zhou, Yong;  Huang, Jian
收藏  |  浏览/下载:138/0  |  提交时间:2018/07/30
High-dimensional covariates  oracle inequalities  sign consistency  survival analysis  variable selection  
Iterative parameter estimate with batched binary-valued observations 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2016, 卷号: 59, 期号: 5, 页码: 18
作者:  Zhao, Yanlong;  Bi, Wenjian;  Wang, Ting
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
Binary-valued observation  maximum likelihood estimate  strongly convex  system identification  exponential rate  
iterativeparameterestimatewithbatchedbinaryvaluedobservations 期刊论文
sciencechinainformationsciences, 2016, 卷号: 59, 期号: 5, 页码: 18
作者:  Zhao Yanlong;  Bi Wenjian;  Wang Ting
收藏  |  浏览/下载:111/0  |  提交时间:2020/01/10
POSITIVE-DEFINITE MEMORYLESS SYMMETRIC RANK ONE METHOD FOR LARGE-SCALE UNCONSTRAINED OPTIMIZATION 期刊论文
PACIFIC JOURNAL OF OPTIMIZATION, 2011, 卷号: 7, 期号: 1, 页码: 29-41
作者:  Leong, Wah June;  Abu Hassan, Malik
收藏  |  浏览/下载:105/0  |  提交时间:2018/07/30
large-scale unconstrained optimization  symmetric rank one method  memoryless method  optimal scaling  
A trust region method for optimization problem with singular solutions 期刊论文
APPLIED MATHEMATICS AND OPTIMIZATION, 2007, 卷号: 56, 期号: 3, 页码: 379-394
作者:  Zhang, Juliang;  Wu, Liangyun;  Zhang, Xiangsun
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
nonlinear convex optimization  trust region method  local error bound  superlinear convergence  nonsingularity  
Application of Wu elimination method to constrained dynamics 期刊论文
APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION, 2006, 卷号: 27, 期号: 10, 页码: 1399-1408
作者:  Jia Yi-feng;  Chen Yu-fu;  Xu Zhi-qiang
收藏  |  浏览/下载:105/0  |  提交时间:2018/07/30
Hamilton system  constrained dynamics  characteristic chain  Hessian matrix  
New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds 期刊论文
MATHEMATICAL PROGRAMMING, 2006, 卷号: 106, 期号: 3, 页码: 403-421
作者:  Dai, YH;  Fletcher, R
收藏  |  浏览/下载:79/0  |  提交时间:2018/07/30