Xue Xiang Huang

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Person:415426

Available identifiers

zbMath Open huang.xuexiangMaRDI QIDQ415426

List of research outcomes

PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q60679472023-12-14Paper
https://portal.mardi4nfdi.de/entity/Q29838542017-05-17Paper
https://portal.mardi4nfdi.de/entity/Q55017412015-08-14Paper
A differential game model for a developing and a developed country2014-11-21Paper
Characterizing the nonemptiness and compactness of the solution set of a vector variational inequality by scalarization2014-11-03Paper
Generalized weak sharp minima of variational inequality problems with functional constraints2013-11-14Paper
Levitin–Polyak Type Well-Posedness in Constrained Optimization2012-08-27Paper
Levitin-Polyak well-posedness for optimization problems with generalized equilibrium constraints2012-05-08Paper
Further study on the Levitin-Polyak well-posedness of constrained convex vector optimization problems2011-12-21Paper
Levitin-Polyak well-posedness of generalized vector equilibrium problems with functional constraints2011-09-29Paper
Generalized proximal point algorithms for multiobjective optimization problems2011-06-20Paper
Connections among constrained continuous and combinatorial vector optimization2011-05-03Paper
Some fundamental issues of basic line search algorithm for linear programming problems2011-01-20Paper
Further study on strong Lagrangian duality property for invex programs via penalty functions2010-12-06Paper
Levitin-Polyak well-posedness in vector quasivariational inequality problems with functional constraints2010-09-28Paper
Levitin–Polyak Well-Posedness of Vector Variational Inequality Problems with Functional Constraints2010-09-17Paper
https://portal.mardi4nfdi.de/entity/Q35726022010-07-08Paper
https://portal.mardi4nfdi.de/entity/Q35683592010-06-11Paper
https://portal.mardi4nfdi.de/entity/Q34032682010-02-12Paper
https://portal.mardi4nfdi.de/entity/Q53189632009-07-22Paper
Levitin-Polyak well-posedness of generalized quasivariational inequalities with functional constraints2009-03-09Paper
Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints2009-02-04Paper
Levitin-Polyak well-posedness in generalized variational inequality problems with functional constraints2008-02-11Paper
A smoothing scheme for optimization problems with max-min constraints2008-02-11Paper
Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints2007-10-31Paper
Levitin-Polyak well-posedness of constrained vector optimization problems2007-09-10Paper
Lower-order penalization approach to nonlinear semidefinite programming2007-09-10Paper
Convergence analysis of a class of penalty methods for vector optimization problems with cone constraints2007-01-11Paper
Calmness and exact penalization in vector optimization with cone constraints2006-11-17Paper
Approximate augmented Lagrangian functions and nonlinear semidefinite programs2006-10-04Paper
Partial augmented Lagrangian method and mathematical programs with complementarity constraints2006-09-04Paper
https://portal.mardi4nfdi.de/entity/Q54808132006-08-07Paper
Generalized Levitin--Polyak Well-Posedness in Constrained Optimization2006-05-30Paper
The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function2005-11-11Paper
A Unified Augmented Lagrangian Approach to Duality and Exact Penalization2005-11-11Paper
https://portal.mardi4nfdi.de/entity/Q57025982005-11-02Paper
Vector optimization. Set-valued and variational analysis.2005-08-02Paper
https://portal.mardi4nfdi.de/entity/Q54621762005-08-01Paper
Lower-order penalty methods for mathematical programs with complementarity constraints2005-07-18Paper
https://portal.mardi4nfdi.de/entity/Q30231212005-07-04Paper
Further study on augmented Lagrangian duality theory2005-06-09Paper
Asymptotic analysis of a class of nonlinear penalty methods for constrained multiobjective optimization.2004-08-26Paper
A sequential quadratic penalty method for nonlinear semidefinite programming2004-06-15Paper
Duality for multiobjective optimization via nonlinear Lagrangian functions2004-06-11Paper
Convergence analysis of a class of nonlinear penalization methods for constrained optimization via first-order necessary optimality conditions2003-10-29Paper
Some existence results of efficiency in vector optimization2003-07-15Paper
Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems2003-07-14Paper
Partially strictly monotone and nonlinear penalty functions for constrained mathematical programs2003-06-09Paper
On characterizations of proper efficiency for nonconvex multiobjective optimization2003-03-23Paper
Nonlinear Lagrangian for Multiobjective Optimization and Applications to Duality and Exact Penalization2003-01-05Paper
A new approach to frequency weightedL2optimal model reduction2002-10-16Paper
Characterizations of nonemptiness and compactness of the set of weakly efficient solutions for convex vector optimization and applications2002-09-17Paper
H/sub 2/ near-optimal model reduction2002-07-21Paper
Duality and exact penalization for vector optimization via augmented Lagrangian2002-02-26Paper
Efficiency and approachability of nonconvex bicriteria programs2002-02-21Paper
A Nonlinear Lagrangian Approach to Constrained Optimization Problems2001-06-21Paper
Approximate optimal solutions and nonlinear Lagrangian functions.2001-01-01Paper
Equivalents of an approximate variational principle for vector-valued functions and applications2000-08-21Paper
https://portal.mardi4nfdi.de/entity/Q42647991999-10-07Paper
A unified approach to the existing three types of variational principles for vector valued functions1999-10-05Paper
Stability results for Ekeland's \(\varepsilon\) variational principle for vector valued functions1999-10-05Paper
Ekeland's \(\varepsilon\)-variational principle for set-valued mappings1999-08-22Paper
https://portal.mardi4nfdi.de/entity/Q31250341997-05-20Paper
https://portal.mardi4nfdi.de/entity/Q40161211992-12-16Paper
https://portal.mardi4nfdi.de/entity/Q33494921990-01-01Paper

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