| Publication | Date of Publication | Type |
|---|
Convergence and iteration-complexity of a primal-dual majorization-minimization method for large-scale linear programming
Pacific Journal of Optimization | 2025-01-16 | Paper |
IPRSDP: a primal-dual interior-point relaxation algorithm for semidefinite programming
Computational Optimization and Applications | 2024-05-07 | Paper |
IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming
Journal of Global Optimization | 2023-11-08 | Paper |
Exact penalty method for D-stationary point of nonlinear optimization
| 2023-09-24 | Paper |
A Family of Distributed Momentum Methods Over Directed Graphs With Linear Convergence
IEEE Transactions on Automatic Control | 2023-09-06 | Paper |
A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize
Journal of the Operations Research Society of China | 2023-06-05 | Paper |
Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization
Computational Optimization and Applications | 2023-04-17 | Paper |
A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
Mathematics of Computation | 2023-02-24 | Paper |
Achieving three dimensional quadratic termination for gradient methods
| 2022-12-14 | Paper |
A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
Mathematical Methods of Operations Research | 2022-12-08 | Paper |
A dual Bregman proximal gradient method for relatively-strongly convex optimization
Numerical Algebra, Control and Optimization | 2022-11-02 | Paper |
Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
Journal of Industrial and Management Optimization | 2022-10-26 | Paper |
A primal-dual majorization-minimization method for large-scale linear programs
| 2022-08-07 | Paper |
An inertial proximal Peaceman-Rachford splitting method
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
On the acceleration of the Barzilai-Borwein method
Computational Optimization and Applications | 2022-03-15 | Paper |
How does the linear independence assumption affect algorithms of nonlinear constrained optimization
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
Equipping the Barzilai-Borwein method with the two dimensional quadratic termination property
SIAM Journal on Optimization | 2021-12-01 | Paper |
On the asymptotic convergence and acceleration of gradient methods
Journal of Scientific Computing | 2021-11-29 | Paper |
Stochastic variance reduced gradient methods using a trust-region-like scheme
Journal of Scientific Computing | 2021-03-02 | Paper |
Gradient methods exploiting spectral properties
Optimization Methods & Software | 2020-11-19 | Paper |
Box constrained total generalized variation model and primal-dual algorithm for Poisson noise removal
Journal of Pseudo-Differential Operators and Applications | 2020-08-25 | Paper |
A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
| 2020-07-21 | Paper |
A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
Journal of Industrial and Management Optimization | 2020-07-16 | Paper |
A globally convergent primal-dual interior-point relaxation method for nonlinear programs
Mathematics of Computation | 2020-02-18 | Paper |
A family of spectral gradient methods for optimization
Computational Optimization and Applications | 2019-09-04 | Paper |
Geometric Convergence for Distributed Optimization with Barzilai-Borwein Step Sizes
| 2019-07-17 | Paper |
A subspace clustering method based on class-wise sparse and low-rank representation
| 2019-06-21 | Paper |
Relaxed inertial proximal Peaceman-Rachford splitting method for separable convex programming
Frontiers of Mathematics in China | 2018-10-04 | Paper |
A filter-free sequential quadratic programming algorithm with infeasibility detection
| 2018-07-18 | Paper |
On accelerated proximal gradient algorithms with parameters in extrapolation coefficients
| 2017-05-17 | Paper |
Trust region BB methods for unconstrained minimization
| 2016-08-10 | Paper |
Advances in linear and nonlinear programming
Operations Research Transactions | 2014-11-03 | Paper |
A new nonmonotone spectral projected gradient method for bound constrained optimization
| 2014-06-30 | Paper |
A new revised simplex method for degenerate linear programs
| 2013-01-24 | Paper |
Global convergence of an SQP algorithm for nonlinear optimization with overdetermined constraints
Numerical Algebra, Control and Optimization | 2012-08-30 | Paper |
Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method
INFORMS Journal on Computing | 2012-06-18 | Paper |
A trust-region filter-SQP method for mathematical programs with linear complementarity constraints
Journal of Industrial and Management Optimization | 2012-01-18 | Paper |
A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization
SIAM Journal on Optimization | 2011-10-18 | Paper |
A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
Mathematical Programming. Series A. Series B | 2010-10-13 | Paper |
On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
Journal of Computational and Applied Mathematics | 2010-04-21 | Paper |
Stratified model for estimating fatigue crack growth rate of metallic materials
Applied Mathematics and Mechanics. (English Edition) | 2008-09-01 | Paper |
A robust SQP method for mathematical programs with linear complementarity constraints
Computational Optimization and Applications | 2006-09-28 | Paper |
Global convergence analysis of line search interior-point methods for nonlinear programming without regularity assumptions
Journal of Optimization Theory and Applications | 2005-10-18 | Paper |
Global convergence on an active set SQP for inequality constrained optimization
Journal of Computational and Applied Mathematics | 2005-06-01 | Paper |
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
Journal of Global Optimization | 2005-04-07 | Paper |
A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs
SIAM Journal on Optimization | 2005-02-23 | Paper |
Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
Mathematical Programming. Series A. Series B | 2005-01-11 | Paper |
A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs
SIAM Journal on Optimization | 2004-01-19 | Paper |
A robust trust region algorithm for solving general nonlinear programming
Journal of Computational Mathematics | 2002-04-30 | Paper |
A Robust Algorithm for Optimization with General Equality and Inequality Constraints
SIAM Journal on Scientific Computing | 2000-10-19 | Paper |
scientific article; zbMATH DE number 227346 (Why is no real title available?)
| 1993-08-19 | Paper |
scientific article; zbMATH DE number 227347 (Why is no real title available?)
| 1993-08-19 | Paper |
