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Constructing generalized mean functions using convex functions with regularity conditions 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2006, 卷号: 17, 期号: 1, 页码: 37-51
作者:  Zhao, YB;  Fang, SC;  Li, D
收藏  |  浏览/下载:104/0  |  提交时间:2018/07/30
convexity  mathematical programming  generalized mean function  self-concordant functions  S*-regular functions  
On restart procedures for the conjugate gradient method 期刊论文
NUMERICAL ALGORITHMS, 2004, 卷号: 35, 期号: 2-4, 页码: 249-260
作者:  Dai, YH;  Liao, LZ;  Li, D
收藏  |  浏览/下载:92/0  |  提交时间:2018/07/30
unconstrained optimization  conjugate gradient method  BFGS updating formula  restart  global convergence  
Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2004, 卷号: 49, 期号: 3, 页码: 447-457
作者:  Zhu, SS;  Li, D;  Wang, SY
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
dynamic portfolio selection  dynamic programming  mean-variance formulation  stochastic control  
A globally and locally superlinearly convergent non interior-point algorithm for P-0 LCPs 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2003, 卷号: 13, 期号: 4, 页码: 1195-1221
作者:  Zhao, YB;  Li, D
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
linear complementarity problem  non interior-point algorithm  Tikhonov regularization  P-0 matrix  regularized central path  
Locating the least 2-norm solution of linear programs via a path-following method 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2002, 卷号: 12, 期号: 4, 页码: 893-912
作者:  Zhao, YB;  Li, D
收藏  |  浏览/下载:86/0  |  提交时间:2018/07/30
linear programming  path-following algorithm  regularized central path  least 2-norm solution  
Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2001, 卷号: 40, 期号: 3, 页码: 898-924
作者:  Zhao, YB;  Li, D
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
complementarity problems  non-interior-point methods  homotopy continuation trajectories  P-0-functions  P-*-functions  
Near-subconvexlikeness in vector optimization with set-valued functions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2001, 卷号: 110, 期号: 2, 页码: 413-427
作者:  Yang, XM;  Li, D;  Wang, SY
收藏  |  浏览/下载:68/0  |  提交时间:2018/07/30
set-valued functions  vector optimization  nearly-subconvexlike functions  theorems of the alternative  scalarization  Lagrangian multiplier theorem  
Monotonicity of fixed point and normal mappings associated with variational inequality and its application 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2001, 卷号: 11, 期号: 4, 页码: 962-973
作者:  Zhao, YB;  Li, D
收藏  |  浏览/下载:95/0  |  提交时间:2018/07/30
variational inequalities  cocoercive maps  (strongly) monotone maps  fixed point and normal maps  iterative algorithm  
On a new homotopy continuation trajectory for nonlinear complementarity problems 期刊论文
MATHEMATICS OF OPERATIONS RESEARCH, 2001, 卷号: 26, 期号: 1, 页码: 119-146
作者:  Zhao, YB;  Li, D
收藏  |  浏览/下载:105/0  |  提交时间:2018/07/30
complementarity problems  continuation methods  homotopy continuation trajectories  strictly feasible condition  P-0-functions  P*-functions  
Strict feasibility conditions in nonlinear complementarity problems 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2000, 卷号: 107, 期号: 3, 页码: 641-664
作者:  Zhao, YB;  Li, D
收藏  |  浏览/下载:70/0  |  提交时间:2018/07/30
complementarity problems  strict feasibility  quasimonotone maps  P-0-maps  P-*-maps