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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: Computational Statistics 78 (2013) 3, pp. 373-404

Matrix conic optimization induced by spectral norm (MOSN) has found important applications in many fields. This paper focus on the optimality conditions and perturbation analysis of the MOSN problem. The Karush–Kuhn–Tucker (KKT) conditions of the MOSN problem can be reformulated as a...

Persistent link: https://www.econbiz.de/10010848026

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/10010950391

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 : an international … 55 (2013) 2, pp. 359-385

Persistent link: https://www.econbiz.de/10010071066

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

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

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

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

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

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

Alternating direction method of multipliers for linear hyperspectral unmixing

Dai, Yu-Hong; Xu, Fangfang; Zhang, Liwei - In: Mathematical methods of operations research : ZOR 97 (2023) 3, pp. 289-310

Persistent link: https://www.econbiz.de/10014334564