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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 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
We consider an inverse quadratic programming (QP) problem in which the parameters in both the objective function and the constraint set of a given QP problem need to be adjusted as little as possible so that a known feasible solution becomes the optimal one. We formulate this problem as a linear...
Persistent link: https://www.econbiz.de/10010999626
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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. 379-405
Persistent link: https://www.econbiz.de/10008721065
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A class of nonlinear Lagrangians for nonconvex second order cone programming
Zhang, Liwei; Gu, Jian; Xiao, Xiantao - In: Computational Optimization and Applications 49 (2011) 1, pp. 61-99
Persistent link: https://www.econbiz.de/10009149871
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A Perturbation approach for an inverse quadratic programming problem
Zhang, Jianzhong; Zhang, Liwei; Xiao, Xiantao - In: Computational Statistics 72 (2010) 3, pp. 379-404
We consider an inverse quadratic programming (QP) problem in which the parameters in both the objective function and the constraint set of a given QP problem need to be adjusted as little as possible so that a known feasible solution becomes the optimal one. We formulate this problem as a linear...
Persistent link: https://www.econbiz.de/10010759221
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A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
Wu, Jia; Zhang, Liwei; Zhang, Yi - In: Journal of Global Optimization 55 (2013) 2, pp. 359-385
In this paper, we consider a class of mathematical programs governed by second-order cone constrained parameterized generalized equations. We reformulate the necessary optimality conditions as a system of nonsmooth equations under linear independence constraint qualification and the strict...
Persistent link: https://www.econbiz.de/10010994048