| Publication | Date of Publication | Type |
|---|
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation
Computational Optimization and Applications | 2026-01-19 | Paper |
A new branch-and-cut algorithm for linear sum-of-ratios problem based on SLO method and LO relaxation
Computational Optimization and Applications | 2025-01-20 | Paper |
A new global algorithm for factor-risk-constrained mean-variance portfolio selection
Journal of Global Optimization | 2023-11-08 | Paper |
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints
Computational Optimization and Applications | 2023-08-03 | Paper |
An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
Journal of Global Optimization | 2023-08-02 | Paper |
A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation
Numerical Algorithms | 2021-09-27 | Paper |
An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
Computational Optimization and Applications | 2021-08-09 | Paper |
Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
INFORMS Journal on Computing | 2021-06-23 | Paper |
Convergence analysis of modified \(p\)th power Lagrangian algorithms with alternative updating strategies for constrained nonconvex optimization
Journal of Computational and Applied Mathematics | 2021-06-03 | Paper |
New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
Mathematical Programming Computation | 2019-05-03 | Paper |
Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods
Journal of Optimization Theory and Applications | 2019-03-06 | Paper |
On saddle points in semidefinite optimization via separation scheme
Journal of Optimization Theory and Applications | 2015-06-01 | Paper |
Semi-definite programming relaxation of quadratic assignment problems based on nonredundant matrix splitting
Computational Optimization and Applications | 2015-02-10 | Paper |
Some results on augmented Lagrangians in constrained global optimization via image space analysis
Journal of Optimization Theory and Applications | 2014-02-03 | Paper |
Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
Computational Optimization and Applications | 2014-01-30 | Paper |
Necessary optimality conditions for a class of nonsmooth vector optimization
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
Convergence properties of augmented Lagrangian methods for constrained global optimization
Optimization Methods & Software | 2009-02-23 | Paper |
On the characterization of preinvex functions
Journal of Optimization Theory and Applications | 2008-08-21 | Paper |
| Kuhn-Tucker type necessary optimality conditions for a class of nonsmooth minimax fractional programming | 2008-08-06 | Paper |
On characterizations of \(D\)-\(\eta\)-properly prequasi-invex function
Journal of Systems Science and Complexity | 2008-05-07 | Paper |
On necessary conditions for a class of nondifferentiable minimax fractional programming
Journal of Computational and Applied Mathematics | 2008-04-07 | Paper |
Remarks on criteria of prequasi-invex functions
Applied Mathematics. Series B (English Edition) | 2006-09-11 | Paper |
New methods for characterizing \(D\)-\(\eta\)-properly prequasi-invex functions
Applied Mathematics. Series B (English Edition) | 2006-05-09 | Paper |
