Xin-Wei Liu

Available identifiers

zbMath Open liu.xinweiMaRDI QIDQ939864

List of research outcomes

Publication	Date of Publication	Type
IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming	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	2023-09-06	Paper
A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize	2023-06-05	Paper
Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization	2023-04-17	Paper
A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints	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	2022-12-08	Paper
A dual Bregman proximal gradient method for relatively-strongly convex optimization	2022-11-02	Paper
Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth 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	2022-03-21	Paper
On the acceleration of the Barzilai-Borwein method	2022-03-15	Paper
How does the linear independence assumption affect algorithms of nonlinear constrained optimization	2021-12-17	Paper
Equipping the Barzilai--Borwein Method with the Two Dimensional Quadratic Termination Property	2021-12-01	Paper
On the asymptotic convergence and acceleration of gradient methods	2021-11-29	Paper
Stochastic variance reduced gradient methods using a trust-region-like scheme	2021-03-02	Paper
Gradient methods exploiting spectral properties	2020-11-19	Paper
Box constrained total generalized variation model and primal-dual algorithm for Poisson noise removal	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	2020-07-16	Paper
A globally convergent primal-dual interior-point relaxation method for nonlinear programs	2020-02-18	Paper
A family of spectral gradient methods for optimization	2019-09-04	Paper
Geometric Convergence for Distributed Optimization with Barzilai-Borwein Step Sizes	2019-07-17	Paper
https://portal.mardi4nfdi.de/entity/Q5382062	2019-06-21	Paper
Relaxed inertial proximal Peaceman-Rachford splitting method for separable convex programming	2018-10-04	Paper
https://portal.mardi4nfdi.de/entity/Q3176022	2018-07-18	Paper
https://portal.mardi4nfdi.de/entity/Q2987352	2017-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q2991123	2016-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q2923565	2014-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q4980511	2014-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q4901344	2013-01-24	Paper
Global convergence of an SQP algorithm for nonlinear optimization with overdetermined constraints	2012-08-30	Paper
Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method	2012-06-18	Paper
A trust-region filter-SQP method for mathematical programs with linear complementarity constraints	2012-01-18	Paper
A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization	2011-10-18	Paper
A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties	2010-10-13	Paper
On the implementation of a log-barrier progressive hedging method for multistage stochastic programs	2010-04-21	Paper
Stratified model for estimating fatigue crack growth rate of metallic materials	2008-09-01	Paper
A robust SQP method for mathematical programs with linear complementarity constraints	2006-09-28	Paper
Global convergence analysis of line search interior-point methods for nonlinear programming without regularity assumptions	2005-10-18	Paper
Global convergence on an active set SQP for inequality constrained optimization	2005-06-01	Paper
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods	2005-04-07	Paper
A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs	2005-02-23	Paper
Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.	2005-01-11	Paper
A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs	2004-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q2732184	2002-04-30	Paper
A Robust Algorithm for Optimization with General Equality and Inequality Constraints	2000-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q5286786	1993-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q5286787	1993-08-19	Paper

Research outcomes over time

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