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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  
A GLOBALLY CONVERGENT PRIMAL-DUAL INTERIOR-POINT RELAXATION METHOD FOR NONLINEAR PROGRAMS 期刊论文
MATHEMATICS OF COMPUTATION, 2020, 卷号: 89, 期号: 323, 页码: 1301-1329
Authors:  Liu, Xin-Wei;  Dai, Yu-Hong
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Nonlinear programming  constrained optimization  interior-point method  logarithmic barrier problem  global convergence  
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
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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
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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
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Hemivariational inequality  contact mechanics  nonmonotone  nonsmooth optimization problem  smoothing quadratic regularization  
An exact penalty method for semidefinite-box-constrained low-rank matrix optimization problems 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2020, 卷号: 40, 期号: 1, 页码: 563-586
Authors:  Liu, Tianxiang;  Lu, Zhaosong;  Chen, Xiaojun;  Dai, Yu-Hong
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rank constrained optimization  non-Lipschitz penalty  nonmonotone proximal gradient  penalty method  
An improved Dai-Kou conjugate gradient algorithm for unconstrained optimization 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2019, 页码: 23
Authors:  Liu, Zexian;  Liu, Hongwei;  Dai, Yu-Hong
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Conjugate gradient algorithm  Limited memory  Quasi-Newton method  Preconditioned conjugate gradient algorithm  Global convergence  
Uzawa methods for a class of block three-by-three saddle-point problems 期刊论文
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2019, 页码: 26
Authors:  Huang, Na;  Dai, Yu-Hong;  Hu, QiYa
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inexact Uzawa method  saddle-point problem  Uzawa method  
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
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Unconstrained optimization  Steepest descent method  Spectral gradient method  R-linear convergence  R-superlinear convergence  
Max-Min Fairness User Scheduling and Power Allocation in Full-Duplex OFDMA Systems 期刊论文
IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, 2019, 卷号: 18, 期号: 6, 页码: 3078-3092
Authors:  Zhang, Xiaozhou;  Chang, Tsung-Hui;  Liu, Ya-Feng;  Shen, Chao;  Zhu, Gang
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Full-duplex  OFDMA  max-min fairness  user pairing  two-time-scale optimization