CSpace
(本次检索基于用户作品认领结果)

浏览/检索结果: 共8条,第1-8条 帮助

限定条件        
已选(0)清除 条数/页:   排序方式:
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 5, 页码: 1121-1135
作者:  Xu, Fengmin;  Sun, Min;  Dai, Yuhong
收藏  |  浏览/下载:103/0  |  提交时间:2018/07/30
Adaptive Lagrangian algorithm  deleveraging  price cross-impact  
anadaptivelagrangianalgorithmforoptimalportfoliodeleveragingwithcrossimpact 期刊论文
journalofsystemsscienceandcomplexity, 2017, 卷号: 30, 期号: 5, 页码: 1121
作者:  Xu Fengmin;  Sun Min;  Dai Yuhong
收藏  |  浏览/下载:96/0  |  提交时间:2020/01/10
IMPROVED PROJECTED GRADIENT ALGORITHMS FOR SINGLY LINEARLY CONSTRAINED QUADRATIC PROGRAMS SUBJECT TO LOWER AND UPPER BOUNDS 期刊论文
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2010, 卷号: 27, 期号: 1, 页码: 71-84
作者:  Fu, Yun-Shan;  Dai, Yu-Hong
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
Monotone projected gradient algorithm  Support Vector Machine (SVM)  adaptive steepest descent step-size  Dai-Yuan step-size  projection subproblem  
A Stochastic Approximation Frame Algorithm with Adaptive Directions 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2008, 卷号: 1, 期号: 4, 页码: 460-474
作者:  Xu, Zi;  Dai, Yu-Hong
收藏  |  浏览/下载:83/0  |  提交时间:2018/07/30
Stochastic approximation  conjugate gradient  adaptive directions  
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
The cyclic Barzilai-Borwein method for unconstrained optimization 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2006, 卷号: 26, 期号: 3, 页码: 604-627
作者:  Dai, Yu-Hong;  Hager, William W.;  Schittkowski, Klaus;  Zhang, Hongchao
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
unconstrained optimization  gradient method  convex quadratic programming  non-monotone line search  
Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming 期刊论文
NUMERISCHE MATHEMATIK, 2005, 卷号: 100, 期号: 1, 页码: 21-47
作者:  Dai, YH;  Fletcher, R
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
Adaptive two-point stepsize gradient algorithm 期刊论文
NUMERICAL ALGORITHMS, 2001, 卷号: 27, 期号: 4, 页码: 377-385
作者:  Dai, YH;  Zhang, HC
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
unconstrained optimization  steepest descent method  two-point stepsize gradient method  nonmonotone line search