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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

Linear rate convergence of the alternating direction method of multipliers for convex composite programming

Han, Deren; Sun, Defeng; Zhang, Liwei - In: Mathematics of operations research 43 (2018) 2, pp. 622-637

Persistent link: https://www.econbiz.de/10011868623

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

The augmented Langrangian method for a type of inverse quadratic programming problems over second-order cones

Zhang, Yi; Zhang, Liwei; Wu, Yue - In: Top : an official journal of the Spanish Society of … 22 (2014) 1, pp. 45-79

Persistent link: https://www.econbiz.de/10010347849

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

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

Efficient presolving methods for solving maximal covering and partial set covering location problems

Chen, Liang; Chen, Sheng-Jie; Chen, Wei-Kun; Dai, Yu-Hong; … - In: European journal of operational research : EJOR 311 (2023) 1, pp. 73-87

Persistent link: https://www.econbiz.de/10014335365

A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs

Liu, Xin-Wei; Dai, Yu-Hong; Huang, Ya-Kui - In: Mathematical methods of operations research : ZOR 96 (2022) 3, pp. 351-382

Persistent link: https://www.econbiz.de/10013455093

Efficient Projected Gradient Methods for L 0 Constrained Optimization

Xu, FengMin; Dai, Yu-Hong; Zhao, Zhi-Hua; Xu, Zongben - 2021

Sparse optimization has attracted increasing attention in numerous areas such as compressed sensing, financial optimization and image processing. In this paper, we first consider a special class of l0 constrained optimization problems, which involves box constraints and a singly linear...

Persistent link: https://www.econbiz.de/10013239809

Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint

Allen-Zhao, Zhihua; Xu, Fengmin; Dai, Yu-Hong; Liu, Sanyang - 2023

In this paper, we investigate an enhanced indexation methodology using robust Conditional Value-at-Risk (CVaR) and group-sparse optimization. A featured difference from the existing literatures is to describe the tail risk using the worst-case CVaR of excess returns (WCVaR-ER), and the process...

Persistent link: https://www.econbiz.de/10014256083