中文版 | English

在结果中检索

CSpace

浏览/检索结果: 共6条，第1-6条 帮助

限定条件    
已选(0)清除 条数/页：   排序方式：
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
收藏  |  浏览/下载：73/0  |  提交时间：2023/02/07
augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact  
A PRIMAL-DUAL ALGORITHM FOR UNFOLDING NEUTRON ENERGY SPECTRUM FROM MULTIPLE ACTIVATION FOILS 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021, 卷号: 17, 期号: 5, 页码: 2367-2387
作者:  Dai, Yu-Hong;  Wang, Zhouhong;  Xu, Fengmin
收藏  |  浏览/下载：118/0  |  提交时间：2022/04/02
Boltzmann's entropy  ill-condition  interior point algorithm  analytic center  neutron spectrum unfolding  numerical stability  
On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2021, 页码: 24
作者:  Dong, Zhi-Long;  Peng, Jiming;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载：147/0  |  提交时间：2021/04/26
financial network  systemic risk  mixed integer programming  coefficient strengthening  sequential linear optimization  
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  
Preface: special issue of MOA 2018 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 3
作者:  Liu, Ya-Feng;  Xu, Fengmin;  Fan, Neng;  Peng, Jiming
收藏  |  浏览/下载：115/0  |  提交时间：2020/05/24
A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2019, 卷号: 37, 期号: 6, 页码: 843-865
作者:  Wang, Zhouhong;  Dai, Yuhong;  Xu, Fengmin
收藏  |  浏览/下载：148/0  |  提交时间：2020/05/24
Analytic center  Ill-conditioning  Unboundedness  Primal-dual interior point algorithm  Convergence  Polynomial complexity