Feng-Min Xu

Available identifiers

zbMath Open xu.fengminMaRDI QIDQ939568

List of research outcomes

Publication	Date of Publication	Type
A bi‐level programming framework for identifying optimal parameters in portfolio selection	2023-11-23	Paper
On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management	2023-11-23	Paper
Robust enhanced indexation optimization with sparse industry Layout constraint	2023-11-15	Paper
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact	2023-09-29	Paper
Group sparse enhanced indexation model with adaptive beta value	2022-10-14	Paper
A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils	2021-11-23	Paper
Fast algorithms for sparse portfolio selection considering industries and investment styles	2021-04-28	Paper
Convergence revisit on generalized symmetric ADMM	2021-02-19	Paper
A Robust Interior Point Method for Computing the Analytic Center of an Ill-Conditioned Polytope with Errors	2020-10-27	Paper
The local linear \(M\)-estimation with missing response data	2019-11-19	Paper
A new portfolio rebalancing model with transaction costs	2019-11-19	Paper
https://portal.mardi4nfdi.de/entity/Q5382238	2019-06-21	Paper
Efficient projected gradient methods for cardinality constrained optimization	2019-03-07	Paper
An index tracking model with stratified sampling and optimal allocation	2019-03-07	Paper
An efficient method for convex constrained rank minimization problems based on DC programming	2018-10-12	Paper
Recovery of seismic wavefields by an \(l_{q}\)-norm constrained regularization method	2018-09-27	Paper
A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization	2018-07-18	Paper
Accelerated method for optimization over density matrices in quantum state estimation	2018-05-28	Paper
Generalized symmetric ADMM for separable convex optimization	2018-05-25	Paper
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact	2018-02-20	Paper
A sparse enhanced indexation model with chance and cardinality constraints	2018-02-09	Paper
A novel method for a class of structured low-rank minimizations with equality constraint	2017-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q2987350	2017-05-17	Paper
An efficient optimization approach for a cardinality-constrained index tracking problem	2016-06-29	Paper
Adaptive projected gradient thresholding methods for constrained \(l_0\) problems	2015-11-12	Paper
Sparse Index Tracking Based On $L_{1/2}$ Model And Algorithm	2015-06-18	Paper
General \(H\)-matrices and their Schur complements	2015-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q5402632	2014-03-14	Paper
Sparse portfolio rebalancing model based on inverse optimization	2014-02-07	Paper
A branch-and-bound algorithm embedded with DCA for DC programming	2013-06-11	Paper
A mixed 0--1 LP for index tracking problem with CVaR risk constraints	2012-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q3166876	2012-11-01	Paper
A new Lagrangian net algorithm for solving max-bisection problems	2011-06-14	Paper
Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization	2011-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q3559076	2010-05-11	Paper
A CONTINUATION APPROACH USING NCP FUNCTION FOR SOLVING MAX-CUT PROBLEM	2009-10-28	Paper
A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems	2009-04-30	Paper
A discrete filled function algorithm for approximate global solutions of max-cut problems	2008-08-22	Paper
https://portal.mardi4nfdi.de/entity/Q5440597	2008-02-05	Paper
A continuation algorithm for max-cut problem	2007-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q3441497	2007-05-30	Paper
https://portal.mardi4nfdi.de/entity/Q5483089	2006-08-16	Paper
A multiple penalty function method for solving max-bisection problems	2006-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q5716604	2006-01-10	Paper
Algorithmic Applications in Management	2005-11-30	Paper
https://portal.mardi4nfdi.de/entity/Q4658641	2005-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q4463036	2004-05-27	Paper
A tight semidefinite relaxation of the MAX CUT problem	2004-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q4708773	2003-06-18	Paper

Research outcomes over time

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