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On the complexity of sequentially lifting cover inequalities for the knapsack polytope 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 10
作者:  Chen, Wei-Kun;  Dai, Yu-Hong
收藏  |  浏览/下载:125/0  |  提交时间:2020/05/24
integer programming  sequentially lifted cover inequality  complexity  lifting problem  
Efficient projected gradient methods for cardinality constrained optimization 期刊论文
SCIENCE CHINA-MATHEMATICS, 2019, 卷号: 62, 期号: 2, 页码: 245-268
作者:  Xu, Fengmin;  Dai, Yuhong;  Zhao, Zhihu;  Xu, Zongben
收藏  |  浏览/下载:172/0  |  提交时间:2019/04/02
sparse approximation  projected gradient method  global convergence  signal recovery  index tracking  
Alternating projection method for a class of tensor equations 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: 346, 页码: 490-504
作者:  Li, Zhibao;  Dai, Yu-Hong;  Gao, Huan
收藏  |  浏览/下载:156/0  |  提交时间:2019/01/11
Tensor-vector product  Tensor equation  Ellipsoid surface  Alternating projection method  Regularity  
An index tracking model with stratified sampling and optimal allocation 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2018, 卷号: 34, 期号: 2, 页码: 144-157
作者:  Wang, Meihua;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载:152/0  |  提交时间:2018/07/30
index tracking  out-of-sample performance  stratified sampling  stratified hybrid genetic algorithm  s-rar crossover  
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:120/0  |  提交时间:2018/07/30
Enhanced indexation  Chance constraint  Mixed integer programming  Distributionally robust approach