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Multiobjective optimization with least constraint violation: optimality conditions and exact penalization 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2022, 页码: 24
Authors:  Chen, Jiawei;  Dai, Yu-Hong
Favorite  |  View/Download:26/0  |  Submit date: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
Authors:  Dong, Zhi-Long;  Peng, Jiming;  Xu, Fengmin;  Dai, Yu-Hong
Favorite  |  View/Download:67/0  |  Submit date: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
Authors:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong
Favorite  |  View/Download:72/0  |  Submit date:2020/06/30
Portfolio selection  Industry classification  Style investment  ADMM  Sparse 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
Favorite  |  View/Download:70/0  |  Submit date:2020/05/24
Hemivariational inequality  contact mechanics  nonmonotone  nonsmooth optimization problem  smoothing quadratic regularization  
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
Favorite  |  View/Download:79/0  |  Submit date:2020/05/24
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
Favorite  |  View/Download:102/0  |  Submit date:2020/01/10
inexact Uzawa method  saddle-point problem  Uzawa method  
CONVERGENCE RATE OF GRADIENT DESCENT METHOD FOR MULTI-OBJECTIVE OPTIMIZATION 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2019, 卷号: 37, 期号: 5, 页码: 689-703
Authors:  Zeng, Liaoyuan;  Dai, Yuhong;  Huang, Yakui
Favorite  |  View/Download:63/0  |  Submit date:2020/05/24
Multi-objective optimization  Gradient descent  Convergence rate