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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
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  
MiKM: multi-step inertial Krasnosel'skii-Mann algorithm and its applications 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2019, 卷号: 73, 期号: 4, 页码: 801-824
作者:  Dong, Q. L.;  Huang, J. Z.;  Li, X. H.;  Cho, Y. J.;  Rassias, Th. M.
收藏  |  浏览/下载:145/0  |  提交时间:2020/01/10
Nonexpansive operator  Multi-step inertial Krasnosel'skii-Mann algorithm  Monotone inclusion  Bounded perturbation resilience  Douglas-Rachford splitting method  Forward-backward splitting method  Backward-forward splitting method  Davis-Yin splitting method  
Generalized coefficient strengthening cuts for mixed integer programming 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 289-306
作者:  Chen, Wei-Kun;  Chen, Liang;  Yang, Mu-Ming;  Dai, Yu-Hong
收藏  |  浏览/下载:161/0  |  提交时间:2018/07/30
Mixed integer programming  Cutting plane method  Separation algorithm  Coefficient strengthening  
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
作者:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Enhanced indexation  Chance constraint  Mixed integer programming  Distributionally robust approach  
A homotopy interior point method for semi-infinite programming problems 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2007, 卷号: 37, 期号: 4, 页码: 631-646
作者:  Liu, Guo-xin
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
semi-infinite programming  first-order necessary optimality condition  homotopy method  global convergence  
A class of inverse dominant problems under weighted l(infinity) norm and an improved complexity bound for Radzik's algorithm 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2006, 卷号: 34, 期号: 4, 页码: 551-567
作者:  Wang, Q;  Yang, XG;  Zhang, JZ
收藏  |  浏览/下载:87/0  |  提交时间:2018/07/30
dominant set  improvement problem  inverse problem  linear fractional combinatorial optimization  polynomial time algorithm  
On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2005, 卷号: 33, 期号: 3, 页码: 369-391
作者:  Fang, SC;  Han, JY;  Huang, ZH;  Birbil, SI
收藏  |  浏览/下载:105/0  |  提交时间:2018/07/30
entropy function  finite termination  non-interior continuation method  vertical linear complementarity problems  smoothing approximation  
A nonlinear scalarization function and generalized quasi-vector equilibrium problems 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2005, 卷号: 32, 期号: 4, 页码: 451-466
作者:  Chen, GY;  Yang, XQ;  Yu, H
收藏  |  浏览/下载:92/0  |  提交时间:2018/07/30
existence  generalized quasi-vector equilibrium  scalarization method  
Blind channel identification based on noisy observation by stochastic approximation method 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2003, 卷号: 27, 期号: 2-3, 页码: 249-271
作者:  Fang, HT;  Chen, HF
收藏  |  浏览/下载:87/0  |  提交时间:2018/07/30
stochastic approximation  blind identification  on-line update  noisy observation  strong consistency  
Global linear and quadratic one-step smoothing newton method for P(0)-LCP 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2003, 卷号: 25, 期号: 4, 页码: 363-376
作者:  Zhang, LP;  Zhang, XS
收藏  |  浏览/下载:118/0  |  提交时间:2018/07/30
P(0)-matrix linear complementarity problem  smoothing Newton method  global linear  convergence  quadratic convergence