The following pages link to Shu-Zhong Zhang (Q888302):
Displaying 38 items.
- Tensor principal component analysis via convex optimization (Q2340337) (← links)
- On a generalized Cournot oligopolistic competition game (Q2393078) (← links)
- Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
- Approximation bounds for quadratic maximization and max-cut problems with semidefinite programming relaxation (Q2475315) (← links)
- General models in min-max continuous location: Theory and solution techniques (Q2564174) (← links)
- General models in min-max planar location: Checking optimality conditions (Q2564175) (← links)
- Low-complexity algorithms for sequencing jobs with a fixed number of job-classes (Q2564755) (← links)
- A primal-dual decomposition algorithm for multistage stochastic convex programming (Q2571003) (← links)
- Distributionally robust profit opportunities (Q2661601) (← links)
- Binary random projections with controllable sparsity patterns (Q2676161) (← links)
- (Q2707233) (← links)
- Characterizing Real-Valued Multivariate Complex Polynomials and Their Symmetric Tensor Representations (Q2797107) (← links)
- Polymatroid Optimization, Submodularity, and Joint Replenishment Games (Q2892220) (← links)
- Maximum Block Improvement and Polynomial Optimization (Q2902871) (← links)
- On Convergence of the Maximum Block Improvement Method (Q2954383) (← links)
- Local Linear Convergence of ISTA and FISTA on the LASSO Problem (Q2954397) (← links)
- On New Classes of Nonnegative Symmetric Tensors (Q2968174) (← links)
- OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843) (← links)
- A Semidefinite Relaxation Scheme for Multivariate Quartic Polynomial Optimization with Quadratic Constraints (Q3058502) (← links)
- (Q3079668) (← links)
- The Role of Robust Optimization in Single-Leg Airline Revenue Management (Q3117774) (← links)
- On the Low Rank Solutions for Linear Matrix Inequalities (Q3169010) (← links)
- Bounding Probability of Small Deviation: A Fourth Moment Approach (Q3169090) (← links)
- (Q3212291) (← links)
- Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection (Q3225916) (← links)
- On implementation of a self-dual embedding method for convex programming (Q3377974) (← links)
- On a Wide Region of Centers and Primal-Dual Interior Point Algorithms for Linear Programming (Q4346229) (← links)
- An Optimal High-Order Tensor Method for Convex Optimization (Q5026443) (← links)
- Moments Tensors, Hilbert's Identity, and <i>k</i>-wise Uncorrelated Random Variables (Q5244868) (← links)
- Probability Bounds for Polynomial Functions in Random Variables (Q5244874) (← links)
- Tensor and its tucker core: The invariance relationships (Q5355094) (← links)
- Complex Matrix Decomposition and Quadratic Programming (Q5388059) (← links)
- On Cones of Nonnegative Quadratic Functions (Q5704124) (← links)
- Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality (Q6076865) (← links)
- Linearly-convergent FISTA variant for composite optimization with duality (Q6101606) (← links)
- A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian (Q6149391) (← links)
- Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems (Q6161309) (← links)
- Projectively and Weakly Simultaneously Diagonalizable Matrices and their Applications (Q6180358) (← links)
