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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:17/0  |  Submit date:2020/06/30
Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization  
A GLOBALLY CONVERGENT PRIMAL-DUAL INTERIOR-POINT RELAXATION METHOD FOR NONLINEAR PROGRAMS 期刊论文
MATHEMATICS OF COMPUTATION, 2020, 卷号: 89, 期号: 323, 页码: 1301-1329
Authors:  Liu, Xin-Wei;  Dai, Yu-Hong
Favorite  |  View/Download:14/0  |  Submit date:2020/09/23
Nonlinear programming  constrained optimization  interior-point method  logarithmic barrier problem  global convergence  
A PRIMAL-DUAL INTERIOR-POINT METHOD CAPABLE OF RAPIDLY DETECTING INFEASIBILITY FOR NONLINEAR PROGRAMS 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2020, 卷号: 16, 期号: 2, 页码: 1009-1035
Authors:  Dai, Yu-Hong;  Liu, Xin-Wei;  Sun, Jie
Favorite  |  View/Download:20/0  |  Submit date:2020/05/24
Nonlinear programming  constrained optimization  infeasibility  interior-point method  global and local convergence  
A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2019, 卷号: 37, 期号: 6, 页码: 843-865
Authors:  Wang, Zhouhong;  Dai, Yuhong;  Xu, Fengmin
Favorite  |  View/Download:19/0  |  Submit date:2020/05/24
Analytic center  Ill-conditioning  Unboundedness  Primal-dual interior point algorithm  Convergence  Polynomial complexity  
A Partial First-Order Affine-Scaling Method 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 1, 页码: 1-16
Authors:  Gu, Ran;  Yuan, Ya Xiang
Favorite  |  View/Download:18/0  |  Submit date:2019/12/13
Linear inequality constraints  affine scaling  interior point  
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:20/0  |  Submit date:2019/03/05
semidefinite programming  ADMM  semismooth Newton method  electronic structure calculation  two-body reduced density matrix  
The advanced role of computational mechanics and visualization in science and technology: analysis of the Germanwings Flight 9525 crash 期刊论文
PHYSICA SCRIPTA, 2017, 卷号: 92, 期号: 3, 页码: 33
Authors:  Chen, Goong;  Wang, Yi-Ching;  Perronnet, Alain;  Gu, Cong;  Yao, Pengfei;  Bin-Mohsin, Bandar;  Hajaiej, Hichem;  Scully, Marlan O.
Favorite  |  View/Download:13/0  |  Submit date:2018/07/30
fracture mechanics and impact engineering  supercomputer simulations  mathematical modeling  pulverization  
Reciprocity gap method for an interior inverse scattering problem 期刊论文
JOURNAL OF INVERSE AND ILL-POSED PROBLEMS, 2017, 卷号: 25, 期号: 1, 页码: 57-68
Authors:  Zeng, Fang;  Liu, Xiaodong;  Sun, Jiguang;  Xu, Liwei
Favorite  |  View/Download:31/0  |  Submit date:2018/07/30
Interior inverse scattering  inhomogeneous medium  Dirichlet eigenvalue  reciprocity gap method  
THE RECIPROCITY GAP METHOD FOR A CAVITY IN AN INHOMOGENEOUS MEDIUM 期刊论文
INVERSE PROBLEMS AND IMAGING, 2016, 卷号: 10, 期号: 3, 页码: 855-868
Authors:  Zeng, Fang;  Liu, Xiaodong;  Sun, Jiguang;  Xu, Liwei
Favorite  |  View/Download:30/0  |  Submit date:2018/07/30
Interior inverse scattering problem  inhomogeneous medium  reciprocity gap method  
MULTISCALE APPROACH FOR OPTIMAL DESIGN IN CONDUCTIVITY OF COMPOSITE MATERIALS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2015, 卷号: 53, 期号: 3, 页码: 1325-1349
Authors:  Liu, Jianjun;  Cao, Liqun;  Yan, Ningning;  Cui, Junzhi
Favorite  |  View/Download:9/0  |  Submit date:2018/07/30
optimal design in conductivity  composite materials  homogenization  multiscale asymptotic method  finite element method  the interior point optimizer