Xiantao Xiao

Available identifiers

zbMath Open xiao.xiantaoMaRDI QIDQ368461

List of research outcomes

Publication	Date of Publication	Type
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming	2024-02-23	Paper
A unified analysis of stochastic gradient‐free Frank–Wolfe methods	2023-11-23	Paper
Convergence analysis of a subsampled Levenberg-Marquardt algorithm	2023-09-12	Paper
A framework of convergence analysis of mini-batch stochastic projected gradient methods	2023-06-05	Paper
Regrets of proximal method of multipliers for online non-convex optimization with long term constraints	2023-01-19	Paper
Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm	2023-01-11	Paper
A proximal bundle method-based algorithm with penalty strategy and inexact oracles for constrained nonsmooth nonconvex optimization	2022-12-09	Paper
On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization	2022-10-04	Paper
https://portal.mardi4nfdi.de/entity/Q5866707	2022-09-22	Paper
The second-order directional derivatives of singular values	2021-12-17	Paper
A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods	2021-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q5210350	2020-01-22	Paper
A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization	2019-11-21	Paper
A note on distributionally robust optimization under moment uncertainty	2018-12-06	Paper
Extended Levenberg-Marquardt Method for Composite Function Minimization	2018-10-22	Paper
A regularized semi-smooth Newton method with projection steps for composite convex programs	2018-08-29	Paper
https://portal.mardi4nfdi.de/entity/Q5277049	2017-07-14	Paper
A subgradient-based convex approximations method for DC programming and its applications	2017-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q2987373	2017-05-17	Paper
A Parameter-Self-Adjusting Levenberg-Marquardt Method for Solving Nonsmooth Equations	2017-01-06	Paper
Convergence analysis on a smoothing approach to joint chance constrained programs	2016-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q3461352	2016-01-15	Paper
A perturbation-based approach for continuous network design problem with emissions	2015-07-14	Paper
On the global convergence of a parameter-adjusting Levenberg-Marquardt method	2015-04-16	Paper
A smoothing function approach to joint chance-constrained programs	2014-11-03	Paper
Quadratic model updating with gyroscopic structure from partial eigendata	2014-08-27	Paper
A sequential convex program method to DC program with joint chance constraints	2014-05-16	Paper
On the second-order directional derivatives of singular values of matrices and symmetric matrix-valued functions	2013-09-23	Paper
A class of nonlinear Lagrangians for nonconvex second order cone programming	2011-06-03	Paper
A perturbation approach for a type of inverse linear programming problems	2011-04-06	Paper
A perturbation approach for an inverse quadratic programming problem	2010-12-03	Paper
Solving a Class of Inverse QP Problems by a Smoothing Newton Method	2010-11-05	Paper
On convergence of augmented Lagrangian method for inverse semi-definite quadratic programming problems	2010-03-22	Paper
https://portal.mardi4nfdi.de/entity/Q5320022	2009-07-22	Paper
Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones	2009-06-11	Paper
A smoothing Newton method for a type of inverse semi-definite quadratic programming problem	2008-11-20	Paper
An algorithm based on resolvent operators for solving variational inequalities in Hilbert spaces	2008-11-20	Paper
A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM	2008-09-25	Paper
Two differential equation systems for equality-constrained optimization	2007-09-19	Paper
Two differential equation systems for inequality constrained optimization	2007-07-10	Paper
A nonlinear Lagrangian based on Fischer-Burmeister NCP function	2007-07-10	Paper

Research outcomes over time

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