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An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 5, 页码: 1121-1135
作者:  Xu, Fengmin;  Sun, Min;  Dai, Yuhong
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
Adaptive Lagrangian algorithm  deleveraging  price cross-impact  
A new fully polynomial time approximation scheme for the interval subset sum problem 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2017, 卷号: 68, 期号: 4, 页码: 749-775
作者:  Diao, Rui;  Liu, Ya-Feng;  Dai, Yu-Hong
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Interval subset sum problem  Computational complexity  Solution structure  Fully polynomial time approximation scheme  Worst-case performance  
anadaptivelagrangianalgorithmforoptimalportfoliodeleveragingwithcrossimpact 期刊论文
journalofsystemsscienceandcomplexity, 2017, 卷号: 30, 期号: 5, 页码: 1121
作者:  Xu Fengmin;  Sun Min;  Dai Yuhong
收藏  |  浏览/下载:94/0  |  提交时间:2020/01/10
天然气稳态运行优化的混合整数模型及其算法 期刊论文
运筹学学报, 2017, 卷号: 021, 期号: 002, 页码: 13
作者:  黄亚魁;  李博;  康阳;  戴彧虹;  柳建军
收藏  |  浏览/下载:126/0  |  提交时间:2020/01/10
A SEQUENTIAL UPDATING SCHEME OF THE LAGRANGE MULTIPLIER FOR SEPARABLE CONVEX PROGRAMMING 期刊论文
MATHEMATICS OF COMPUTATION, 2017, 卷号: 86, 期号: 303, 页码: 315-343
作者:  Dai, Yu-Hong;  Han, Deren;  Yuan, Xiaoming;  Zhang, Wenxing
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
Convex programming  augmented Lagrangian method  splitting method  method of multipliers  image processing