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Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2022, 页码: 42
作者:  Gao, Juan;  Liu, Xin-Wei;  Dai, Yu-Hong;  Huang, Yakui;  Gu, Junhua
收藏  |  浏览/下载:118/0  |  提交时间:2023/02/07
Distributed non-convex optimization  Machine learning  Momentum methods  Optimization algorithms  Convergence rate  
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:79/0  |  提交时间:2023/02/07
augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact  
Multiobjective optimization with least constraint violation: optimality conditions and exact penalization 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2022, 页码: 24
作者:  Chen, Jiawei;  Dai, Yu-Hong
收藏  |  浏览/下载:106/0  |  提交时间:2022/06/21
Multiobjective optimization with least constraint violation  Optimality conditions  Exact penalization  Calmness  Infeasibility condition