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Solving stochastic optimization with expectation constraints efficiently by a stochastic augmented Lagrangian-type algorithm
Zhang, Liwei; Zhang, Yule; Wu, Jia; Xiao, Xiantao - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 2989-3006
Persistent link: https://www.econbiz.de/10014326332
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Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
Zhang, Liwei; Guo, Shaoyan; Wu, Jia; Hao, Shoulin - In: Mathematical methods of operations research 78 (2013) 3, pp. 373-404
Persistent link: https://www.econbiz.de/10010227445
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On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
Zhang, Yule; Zhang, Liwei - In: Operations research letters 44 (2016) 4, pp. 474-478
Persistent link: https://www.econbiz.de/10011535360
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A Perturbation approach for an inverse quadratic programming problem
Zhang, Jianzhong; Zhang, Liwei; Xiao, Xiantao - In: Mathematical methods of operations research 72 (2010) 3, pp. 379-404
Persistent link: https://www.econbiz.de/10008748339
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Exchange risk and asset returns : a theoretical and empirical study of an open economy asset pricing model
Huang, Lin; Wu, Jia; Zhang, Rui - In: Emerging markets review 21 (2014), pp. 96-116
Persistent link: https://www.econbiz.de/10011304335
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A unified analysis of stochastic gradient-free Frank-Wolfe methods
Guo, Jiahong; Liu, Huiling; Xiao, Xiantao - In: International transactions in operational research : a … 29 (2022) 1, pp. 63-86
Persistent link: https://www.econbiz.de/10012630723
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Convergence analysis of a subsampled Levenberg-Marquardt algorithm
Xing, Ganchen; Gu, Jian; Xiao, Xiantao - In: Operations research letters 51 (2023) 4, pp. 379-384
Persistent link: https://www.econbiz.de/10014426569
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Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems
Wang, Yun; Zhang, Liwei - In: Mathematical methods of operations research 70 (2009) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10003905233
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Conditional value-at-risk approximation to value-at-risk constrained programs : a remedy via Monte Carlo
Hong, L. Jeff; Hu, Zhaolin; Zhang, Liwei - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 385-400
Persistent link: https://www.econbiz.de/10010362435
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The augmented Langrangian method for a type of inverse quadratic programming problems over second-order cones
Zhang, Yi; Zhang, Liwei; Wu, Yue - In: Top : transactions in operations research 22 (2014) 1, pp. 45-79
Persistent link: https://www.econbiz.de/10010347849