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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  
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  
Gradient methods exploiting spectral properties 期刊论文
OPTIMIZATION METHODS & SOFTWARE, 2020, 页码: 25
作者:  Huang, Yakui;  Dai, Yu-Hong;  Liu, Xin-Wei;  Zhang, Hongchao
收藏  |  浏览/下载:146/0  |  提交时间:2020/05/24
Gradient methods  spectral property  Barizilai-Borwein method  linear convergence  quadratic optimization  bound constrained optimization  
Smoothing quadratic regularization method for hemivariational inequalities 期刊论文
OPTIMIZATION, 2020, 页码: 24
作者:  Zhang, Yanfang;  Dai, Yu-Hong;  Han, Weimin;  Li, Zhibao
收藏  |  浏览/下载:153/0  |  提交时间:2020/05/24
Hemivariational inequality  contact mechanics  nonmonotone  nonsmooth optimization problem  smoothing quadratic regularization