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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  
A Full Multigrid Method for Distributed Control Problems Constrained by Stokes Equations 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2017, 卷号: 10, 期号: 3, 页码: 639-655
作者:  Butt, M. M.;  Yuan, Y.
收藏  |  浏览/下载：112/0  |  提交时间：2018/07/30
PDE-constrained optimization  stokes equations  multigrid  staggered grids  finite difference  
Exact-approximate boundary controllability of the thermoelastic plate with a curved middle surface 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2017, 卷号: 451, 期号: 1, 页码: 405-433
作者:  Yang, Fengyan;  Bin-Mohsin, Bandar;  Chen, Goong;  Yao, Pengfei
收藏  |  浏览/下载：136/0  |  提交时间：2018/07/30
Exact-approximate boundary  controllability  Thermoelastic plate  Curved middle surface  Riemannian geometry  Multiplier method  
On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints 期刊论文
LINEAR ALGEBRA AND ITS APPLICATIONS, 2017, 卷号: 516, 页码: 264-285
作者:  Bai, Zhong-Zhi;  Tao, Min
收藏  |  浏览/下载：115/0  |  提交时间：2018/07/30
Equality-constraint quadratic  programming problem  Iteration method  Successive relaxation  
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：95/0  |  提交时间：2020/01/10
A SEQUENTIAL UPDATING SCHEME OF THE LAGRANGE MULTIPLIER FOR SEPARABLE CONVEX PROGRAMMING 期刊论文
MATHEMATICS OF COMPUTATION, 2017, 卷号: 86, 期号: 303, 页码: 315-343
作者:  Dai, Yu-Hong;  Han, Deren;  Yuan, Xiaoming;  Zhang, Wenxing
收藏  |  浏览/下载：111/0  |  提交时间：2018/07/30
Convex programming  augmented Lagrangian method  splitting method  method of multipliers  image processing