CSpace

Browse/Search Results:  1-10 of 14 Help

Filters    
Selected(0)Clear Items/Page:    Sort:
Multiobjective optimization with least constraint violation: optimality conditions and exact penalization 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2022, 页码: 24
Authors:  Chen, Jiawei;  Dai, Yu-Hong
Favorite  |  View/Download:18/0  |  Submit date:2022/06/21
Multiobjective optimization with least constraint violation  Optimality conditions  Exact penalization  Calmness  Infeasibility condition  
On the acceleration of the Barzilai-Borwein method 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2022, 页码: 24
Authors:  Huang, Yakui;  Dai, Yu-Hong;  Liu, Xin-Wei;  Zhang, Hongchao
Favorite  |  View/Download:44/0  |  Submit date:2022/04/02
Barzilai-Borwein method  Gradient methods  Finite termination  Quadratic optimization  
On the Asymptotic Convergence and Acceleration of Gradient Methods 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2022, 卷号: 90, 期号: 1, 页码: 29
Authors:  Huang, Yakui;  Dai, Yu-Hong;  Liu, Xin-Wei;  Zhang, Hongchao
Favorite  |  View/Download:37/0  |  Submit date:2022/04/02
Gradient methods  Asymptotic convergence  Spectral property  Acceleration of gradient methods  Barzilai-Borwein method  Unconstrained optimization  Quadratic optimization  
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
Authors:  Dong, Zhi-Long;  Peng, Jiming;  Xu, Fengmin;  Dai, Yu-Hong
Favorite  |  View/Download:54/0  |  Submit date:2021/04/26
financial network  systemic risk  mixed integer programming  coefficient strengthening  sequential linear optimization  
EQUIPPING THE BARZILAI-BORWEIN METHOD WITH THE TWO DIMENSIONAL QUADRATIC TERMINATION PROPERTY 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2021, 卷号: 31, 期号: 4, 页码: 3068-3096
Authors:  Ya-Kui Huang;  Yu-Hong Dai;  Xin-Wei Liu
Favorite  |  View/Download:32/0  |  Submit date:2022/04/02
Barzilai-Borwein method  quadratic termination property  unconstrained opti-mization  extreme eigenvalue problem  box-constrained optimization  singly linearly box-constrained optimization  
Fast algorithms for sparse portfolio selection considering industries and investment styles 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
Authors:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong
Favorite  |  View/Download:57/0  |  Submit date: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
Authors:  Chen, Wei-Kun;  Dai, Yu-Hong
Favorite  |  View/Download:58/0  |  Submit date: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
Authors:  Huang, Yakui;  Dai, Yu-Hong;  Liu, Xin-Wei;  Zhang, Hongchao
Favorite  |  View/Download:63/0  |  Submit date: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
Authors:  Zhang, Yanfang;  Dai, Yu-Hong;  Han, Weimin;  Li, Zhibao
Favorite  |  View/Download:61/0  |  Submit date:2020/05/24
Hemivariational inequality  contact mechanics  nonmonotone  nonsmooth optimization problem  smoothing quadratic regularization  
A family of spectral gradient methods for optimization 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2019, 卷号: 74, 期号: 1, 页码: 43-65
Authors:  Dai, Yu-Hong;  Huang, Yakui;  Liu, Xin-Wei
Favorite  |  View/Download:69/0  |  Submit date:2020/01/10
Unconstrained optimization  Steepest descent method  Spectral gradient method  R-linear convergence  R-superlinear convergence