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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
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Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization  
Set-completely-positive representations and cuts for the max-cut polytope and the unit modulus lifting 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 卷号: 76, 期号: 4, 页码: 913-932
Authors:  Jarre, Florian;  Lieder, Felix;  Liu, Ya-Feng;  Lu, Cheng
Favorite  |  View/Download:2/0  |  Submit date:2020/05/24
Max-cut problem  Complex variables  Semidefinite relaxation  Unit modulus lifting  
Preface: special issue of MOA 2018 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 3
Authors:  Liu, Ya-Feng;  Xu, Fengmin;  Fan, Neng;  Peng, Jiming
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MiKM: multi-step inertial Krasnosel'skii-Mann algorithm and its applications 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2019, 卷号: 73, 期号: 4, 页码: 801-824
Authors:  Dong, Q. L.;  Huang, J. Z.;  Li, X. H.;  Cho, Y. J.;  Rassias, Th. M.
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Nonexpansive operator  Multi-step inertial Krasnosel'skii-Mann algorithm  Monotone inclusion  Bounded perturbation resilience  Douglas-Rachford splitting method  Forward-backward splitting method  Backward-forward splitting method  Davis-Yin splitting method  
Preface: Special issue of MOA 2016 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 1-3
Authors:  Koch, Thorsten;  Liu, Ya-Feng;  Peng, Jiming
Favorite  |  View/Download:8/0  |  Submit date:2018/07/25
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
Authors:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
Favorite  |  View/Download:9/0  |  Submit date:2018/07/30
Enhanced indexation  Chance constraint  Mixed integer programming  Distributionally robust approach  
Generalized coefficient strengthening cuts for mixed integer programming 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 289-306
Authors:  Chen, Wei-Kun;  Chen, Liang;  Yang, Mu-Ming;  Dai, Yu-Hong
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Mixed integer programming  Cutting plane method  Separation algorithm  Coefficient strengthening  
Generalized coefficient strengthening cuts for mixed integer programming 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 289
Authors:  Chen, Wei-Kun;  Chen, Liang;  Yang, Mu-Ming;  Dai, Yu-Hong
Favorite  |  View/Download:4/0  |  Submit date:2019/12/31
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5
Authors:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
Favorite  |  View/Download:4/0  |  Submit date:2019/12/31
Preface: Special issue of MOA 2016 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 1
Authors:  Koch, Thorsten;  Liu, Ya-Feng;  Peng, Jiming
Favorite  |  View/Download:4/0  |  Submit date:2019/12/31