Jie Sun

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Revision as of 20:50, 8 December 2023 by AuthorDisambiguator (talk | contribs) (AuthorDisambiguator moved page Person:186225 to Jie Sun: Duplicate)

Person:237875

Available identifiers

zbMath Open sun.jie.1DBLP54/5330-1WikidataQ57495030 ScholiaQ57495030MaRDI QIDQ237875

List of research outcomes





PublicationDate of PublicationType
Convergence analysis of four interior point continuous trajectories for convex semidefinite programming2025-01-16Paper
Two inertial proximal coordinate algorithms for a family of nonsmooth and nonconvex optimization problems2025-01-08Paper
Risk-averse optimal control model under uncertainty and its modified progressive hedging algorithm2024-11-12Paper
A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize2023-06-05Paper
A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints2023-02-24Paper
An inertial triple-projection algorithm for solving the split feasibility problem2022-11-14Paper
https://portal.mardi4nfdi.de/entity/Q50458872022-11-07Paper
Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization2022-10-26Paper
An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems2022-06-27Paper
An interior point parameterized central path following algorithm for linearly constrained convex programming2022-03-14Paper
The elicited progressive decoupling algorithm: a note on the rate of convergence and a preliminary numerical experiment on the choice of parameters2022-01-24Paper
Solvability of Multistage Pseudomonotone Stochastic Variational Inequalities2022-01-05Paper
https://portal.mardi4nfdi.de/entity/Q50135422021-11-30Paper
Stochastic variance reduced gradient methods using a trust-region-like scheme2021-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49636572021-02-19Paper
A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms2021-02-11Paper
A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs2020-07-16Paper
A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems2020-06-18Paper
CVaR-based robust models for portfolio selection2020-06-18Paper
Solving Lagrangian variational inequalities with applications to stochastic programming2020-06-15Paper
Mixed-integer minimax dynamic optimization for structure identification of glycerol metabolic network2020-04-27Paper
Distributionally robust parameter identification of a time-delay dynamical system with stochastic measurements2020-04-06Paper
A novel Euler's elastica-based segmentation approach for noisy images using the progressive hedging algorithm2020-03-03Paper
Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian2020-02-25Paper
A model of distributionally robust two-stage stochastic convex programming with linear recourse2020-02-12Paper
A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming2020-01-17Paper
Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms2019-08-27Paper
Double projection algorithms for solving the split feasibility problems2019-07-25Paper
Distributionally robust \(L_1\)-estimation in multiple linear regression2019-07-10Paper
A class of two-stage distributionally robust games2019-06-21Paper
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging2019-04-24Paper
Optimal atomic-resolution structures of prion AGAAAAGA amyloid fibrils2018-09-21Paper
A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints2018-09-05Paper
On the dual representation of coherent risk measures2018-06-13Paper
The Convergent Generalized Central Paths for Linearly Constrained Convex Programming2018-05-18Paper
Spectral operators of matrices2018-04-06Paper
Quadratic two-stage stochastic optimization with coherent measures of risk2018-04-06Paper
On coherency and other properties of MAXVAR2018-02-09Paper
Robust multi-objective optimal switching control arising in 1,3-propanediol microbial fed-batch process2017-10-04Paper
Analysis of optimal boundary control for a three-dimensional reaction-diffusion system2017-09-15Paper
Analysis of some interior point continuous trajectories for convex programming2017-07-12Paper
Inertial accelerated algorithms for solving a split feasibility problem2017-05-22Paper
An Iterative Algorithm for Split Common Fixed-Point Problem for Demicontractive Mappings2017-01-17Paper
Convergence analysis of a parallel projection algorithm for solving convex feasibility problems2017-01-09Paper
https://portal.mardi4nfdi.de/entity/Q28360632016-12-07Paper
A robust optimal control problem with moment constraints on distribution: theoretical analysis and an algorithm2016-11-23Paper
Mean–variance portfolio optimization with parameter sensitivity control2016-11-08Paper
Proximal analysis and the minimal time function of a class of semilinear control systems2016-07-01Paper
Two-stage stochastic linear programs with incomplete information on uncertainty2016-06-24Paper
A weak condition for global stability of delayed neural networks2015-10-22Paper
Nonsmooth Algorithms and Nesterov's Smoothing Technique for Generalized Fermat--Torricelli Problems2015-04-08Paper
Sparse recovery on Euclidean Jordan algebras2014-11-17Paper
https://portal.mardi4nfdi.de/entity/Q29284102014-11-07Paper
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach2014-09-18Paper
Robust two-stage stochastic linear programs with moment constraints2014-07-10Paper
New bounds for the price of anarchy under nonlinear and asymmetric costs2014-05-02Paper
https://portal.mardi4nfdi.de/entity/Q54026252014-03-14Paper
Optimization of Mechatronic Design Quotient Using Genetic Algorithm in Vibration Controllers for Flexible Beams2013-10-08Paper
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management2013-08-07Paper
An alternating direction method for solving convex nonlinear semidefinite programming problems2013-07-24Paper
Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method2012-06-18Paper
Minimum recession-compatible subsets of closed convex sets2012-05-23Paper
A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure2012-03-09Paper
Subdifferential properties of the minimal time function of linear control systems2011-12-15Paper
On methods for solving nonlinear semidefinite optimization problems2011-07-11Paper
Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras2011-04-27Paper
https://portal.mardi4nfdi.de/entity/Q30766462011-02-23Paper
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs2010-12-20Paper
Stochastic optimization problems with CVaR risk measure and their sample average approximation2010-11-10Paper
https://portal.mardi4nfdi.de/entity/Q35683512010-06-11Paper
A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems2009-08-20Paper
Computing the Optimal Replenishment Policy for Inventory Systems with Random Discount Opportunities2009-07-03Paper
The \(SC^1\) property of the squared norm of the SOC Fischer-Burmeister function2008-09-10Paper
The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming2008-06-04Paper
The toll effect on price of anarchy when costs are nonlinear and asymmetric2007-11-23Paper
Designing the distribution network for an integrated supply chain2007-10-31Paper
Second‐Order Sufficient Conditions for Error Bounds in Banach Spaces2007-09-06Paper
Properties of the augmented Lagrangian in nonlinear semidefinite optimization2007-03-06Paper
https://portal.mardi4nfdi.de/entity/Q34120742006-12-05Paper
A robust SQP method for mathematical programs with linear complementarity constraints2006-09-28Paper
A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution2006-08-10Paper
A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function2006-06-14Paper
A non-interior continuation algorithm for the \(P_0\) or \(P*\) LCP with strong global and local convergence properties2006-06-12Paper
Semismooth Matrix-Valued Functions2005-11-11Paper
An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems2005-11-11Paper
Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems2005-11-11Paper
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization2005-11-11Paper
Error Bounds for Degenerate Cone Inclusion Problems2005-11-11Paper
Global convergence analysis of line search interior-point methods for nonlinear programming without regularity assumptions2005-10-18Paper
Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions2005-08-08Paper
https://portal.mardi4nfdi.de/entity/Q54621712005-08-01Paper
https://portal.mardi4nfdi.de/entity/Q54621752005-08-01Paper
A smoothing Newton algorithm for mathematical programs with complementarity constraints2005-06-07Paper
Efficient algorithms for the smallest enclosing ball problem2005-05-17Paper
An analytic center cutting plane method for solving semi-infinite variational inequality problems2005-04-07Paper
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods2005-04-07Paper
A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems2005-02-23Paper
A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs2005-02-23Paper
Quadratic cost flow and the conjugate gradient method2005-02-09Paper
Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.2005-01-11Paper
Strong Semismoothness of Eigenvalues of Symmetric Matrices and Its Application to Inverse Eigenvalue Problems2004-01-18Paper
https://portal.mardi4nfdi.de/entity/Q44291732003-09-24Paper
On the \(\log\)-exponential trajectory of linear programming2003-06-09Paper
Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems2003-06-09Paper
Solution methodologies for the smallest enclosing circle problem2003-06-09Paper
A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems2003-01-05Paper
Global convergence of a two-parameter family of conjugate gradient methods without line search2002-09-17Paper
Global convergence of nonmonotone descent methods for unconstrained optimization problems2002-09-17Paper
Parallel interior point schemes for solving multistage convex programming2002-08-20Paper
Global convergence of conjugate gradient methods without line search2002-03-26Paper
A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems*2001-11-27Paper
Solving the discrete \(l_p\)-approximation problem by a method of centers2001-07-02Paper
A polynomial cutting surfaces algorithm for the convex feasibility problem defined by self-concordant inequalities2000-10-30Paper
On the rate of local convergence of high-order-infeasible-path-following algorithms for \(P_*\)-linear complementarity problems2000-01-05Paper
https://portal.mardi4nfdi.de/entity/Q42574341999-08-31Paper
An Analytic Center Based Column Generation Algorithm for Convex Quadratic Feasibility Problems1999-02-22Paper
Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems1999-02-11Paper
https://portal.mardi4nfdi.de/entity/Q42149171998-11-02Paper
Applying a Newton Method to Strictly Convex Separable Network Quadratic Programs1998-09-21Paper
Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems1998-05-12Paper
A Primal-dual affine scaling algorithm with necessary centering as a safeguard1997-11-11Paper
On piecewise quadratic Newton and trust region problems1997-10-15Paper
A Predictor-Corrector Algorithm for a Class of Nonlinear Saddle Point Problems1997-05-19Paper
A predictor-corrector method for extended linear-quadratic programming1997-01-19Paper
A convergence analysis for a convex version of Dikin's algorithm1996-07-01Paper
A trust region algorithm for minimization of locally Lipschitzian functions1995-09-27Paper
https://portal.mardi4nfdi.de/entity/Q48401111995-08-14Paper
A generator and a simplex solver for network piecewise linear programs1995-07-06Paper
On the structure of convex piecewise quadratic functions1994-11-01Paper
An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming1994-01-06Paper
https://portal.mardi4nfdi.de/entity/Q31424331993-12-12Paper
A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions1993-11-01Paper
A nonsmooth version of Newton's method1993-08-17Paper
A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs1992-06-25Paper
On computing the center of a convex quadratically constrained set1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q52028511990-01-01Paper
An Algorithm for Convex Quadratic Programming That Requires O(n3.5L) Arithmetic Operations1990-01-01Paper
Tracing the characteristic curve of a quadratic black box1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33254911984-01-01Paper

Research outcomes over time

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