Li Yang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraints	2024-01-25	Paper
Kernel density estimation based distributionally robust mean-CVaR portfolio optimization	2022-10-24	Paper
Generalized Bose-Fermi mapping and strong coupling ansatz wavefunction for one dimensional strongly interacting spinor quantum gases	2022-08-01	Paper
KDE distributionally robust portfolio optimization with higher moment coherent risk	2022-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q4995984	2021-07-01	Paper
An augmented Lagrangian proximal alternating method for sparse discrete optimization problems	2020-02-20	Paper
Distributionally robust return-risk optimization models and their applications	2019-11-19	Paper
A penalty PALM method for sparse portfolio selection problems	2017-06-21	Paper
Inseparable robust reward-risk optimization models with distribution uncertainty	2017-05-29	Paper
A constraint shifting homotopy method for computing fixed points on nonconvex sets	2016-08-15	Paper
A homotopy method based on penalty function for nonlinear semidefinite programming	2015-09-22	Paper
A homotopy method for nonlinear second-order cone programming	2015-02-23	Paper
A constraint shifting homotopy method for general non-linear programming	2014-07-10	Paper
Globally convergent homotopy method for designing piecewise linear deterministic contractual function	2014-03-11	Paper
A homotopy method for nonlinear semidefinite programming	2013-08-26	Paper
https://portal.mardi4nfdi.de/entity/Q4906121	2013-02-07	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Li Yang