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A line search penalty-free SQP method for equality-constrained optimization without Maratos effect 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 卷号: 42, 期号: 4, 页码: 3771-3802
作者:  Chen, Zhongwen;  Dai, Yu-Hong;  Zhang, Tauyou
收藏  |  浏览/下载：59/0  |  提交时间：2023/02/07
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：98/0  |  提交时间：2022/06/21
Multiobjective optimization with least constraint violation  Optimality conditions  Exact penalization  Calmness  Infeasibility condition  
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