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A NOVEL AUGMENTED LAGRANGIAN METHOD OF MULTIPLIERS FOR OPTIMIZATION WITH GENERAL INEQUALITY CONSTRAINTS 期刊论文
MATHEMATICS OF COMPUTATION, 2022, 页码: 30
Authors:  Liu, Xin-Wei;  Dai, Yu-Hong;  Huang, Ya-Kui;  Sun, Jie
Favorite  |  View/Download:79/0  |  Submit date:2023/02/07
Nonlinear programming  inequality-constrained optimization  augmented Lagrangian method of multipliers  strong global convergence  local convergence  
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
Authors:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
Favorite  |  View/Download:73/0  |  Submit date:2023/02/07
augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact  
A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds 期刊论文
MATHEMATICAL PROGRAMMING, 2022, 页码: 61
Authors:  Zhou, Yuhao;  Bao, Chenglong;  Ding, Chao;  Zhu, Jun
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Nonsmooth manifold optimization  Semismooth Newton method  Augmented Lagrangian method  Riemannian manifold  
The augmented lagrangian method can approximately solve convex optimization with least constraint violation 期刊论文
MATHEMATICAL PROGRAMMING, 2022, 页码: 35
Authors:  Dai, Yu-Hong;  Zhang, Liwei
Favorite  |  View/Download:107/0  |  Submit date:2023/02/07
Convex optimization  Least constraint violation  Augmented Lagrangian method  Shifted problem  Optimal value mapping  Solution mapping  Dual function  Conjugate dual  
Study on convex optimization with least constraint violation under a general measure 期刊论文
OPTIMIZATION, 2022, 页码: 32
Authors:  Dai, Yu-Hong;  Zhang, Liwei
Favorite  |  View/Download:172/0  |  Submit date:2023/02/07
Convex optimization  measure function  least constraint violation  augmented Lagrangian method  shifted problem  
A constrained transport divergence-free finite element method for incompressible MHD equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2021, 卷号: 428, 页码: 22
Authors:  Li, Lingxiao;  Zhang, Donghang;  Zheng, Weiying
Favorite  |  View/Download:133/0  |  Submit date:2021/04/26
Magnetohydrodynamic equations  Constrained transport  Magnetic vector potential  Divergence-free finite element method  Block preconditioner  
A proximal DC approach for quadratic assignment problem 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2021, 页码: 27
Authors:  Jiang, Zhuoxuan;  Zhao, Xinyuan;  Ding, Chao
Favorite  |  View/Download:138/0  |  Submit date:2021/04/26
Quadratic assignment problem  Doubly nonnegative programming  Augmented Lagrangian method  Rank constraint  
EXACT PENALTY FUNCTION FOR \ell2,1 NORM MINIMIZATION OVER THE STIEFEL MANIFOLD 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2021, 卷号: 31, 期号: 4, 页码: 3097-3126
Authors:  Xiao, Nachuan;  Liu, Xin;  Ya-Xiang Yuan
Favorite  |  View/Download:106/0  |  Submit date:2022/04/02
orthogonality constraint  Stiefel manifold  nonsmooth optimization  augmented Lagrangian method  
A class of smooth exact penalty function methods for optimization problems with orthogonality constraints 期刊论文
OPTIMIZATION METHODS & SOFTWARE, 2020, 页码: 37
Authors:  Xiao, Nachuan;  Liu, Xin;  Yuan, Ya-xiang
Favorite  |  View/Download:149/0  |  Submit date:2021/01/14
Orthogonality constraint  Stiefel manifold  augmented Lagrangian method  
Distributed LCMV beamformer design by randomly permuted ADMM 期刊论文
DIGITAL SIGNAL PROCESSING, 2020, 卷号: 106, 页码: 9
Authors:  Li, Zhibao;  Yiu, Ka Fai Cedric;  Dai, Yu-Hong;  Nordholm, Sven
Favorite  |  View/Download:134/0  |  Submit date:2021/01/14
Distributed LCMV beamformer  Speech enhancement  Blockwise optimization  ADMM  Random permutation