The following pages link to Jie Sun (Q237875):
Displaying 50 items.
- (Q186225) (redirect page) (← links)
- Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
- Proximal analysis and the minimal time function of a class of semilinear control systems (Q301713) (← links)
- Minimum recession-compatible subsets of closed convex sets (Q421277) (← links)
- Sparse recovery on Euclidean Jordan algebras (Q471921) (← links)
- Convergence analysis of a parallel projection algorithm for solving convex feasibility problems (Q501512) (← links)
- On methods for solving nonlinear semidefinite optimization problems (Q550502) (← links)
- Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs (Q613430) (← links)
- Subdifferential properties of the minimal time function of linear control systems (Q652697) (← links)
- On coherency and other properties of MAXVAR (Q684042) (← links)
- An interior point algorithm of O\((\sqrt m| \ln\varepsilon |)\) iterations for \(C^ 1\)-convex programming (Q687091) (← links)
- A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions (Q688916) (← links)
- Global convergence of a two-parameter family of conjugate gradient methods without line search (Q697544) (← links)
- Global convergence of nonmonotone descent methods for unconstrained optimization problems (Q697549) (← links)
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints. (Q703222) (← links)
- Quadratic cost flow and the conjugate gradient method (Q707094) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- A weak condition for global stability of delayed neural networks (Q747019) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs (Q781112) (← links)
- Properties of the augmented Lagrangian in nonlinear semidefinite optimization (Q868537) (← links)
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming (Q927160) (← links)
- The \(SC^1\) property of the squared norm of the SOC Fischer-Burmeister function (Q943805) (← links)
- Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems (Q1265014) (← links)
- A generator and a simplex solver for network piecewise linear programs (Q1335389) (← links)
- On the structure of convex piecewise quadratic functions (Q1336069) (← links)
- A trust region algorithm for minimization of locally Lipschitzian functions (Q1338134) (← links)
- On piecewise quadratic Newton and trust region problems (Q1356055) (← links)
- A polynomial cutting surfaces algorithm for the convex feasibility problem defined by self-concordant inequalities (Q1567481) (← links)
- Parallel interior point schemes for solving multistage convex programming (Q1610884) (← links)
- On the dual representation of coherent risk measures (Q1640041) (← links)
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← links)
- Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (Q1739045) (← links)
- An analytic center cutting plane method for solving semi-infinite variational inequality problems (Q1771068) (← links)
- A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods (Q1771071) (← links)
- Efficient algorithms for the smallest enclosing ball problem (Q1774576) (← links)
- A smoothing Newton algorithm for mathematical programs with complementarity constraints (Q1780125) (← links)
- Optimal atomic-resolution structures of prion AGAAAAGA amyloid fibrils (Q1783477) (← links)
- On the \(\log\)-exponential trajectory of linear programming (Q1810887) (← links)
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems (Q1810968) (← links)
- Solution methodologies for the smallest enclosing circle problem (Q1810982) (← links)
- On the rate of local convergence of high-order-infeasible-path-following algorithms for \(P_*\)-linear complementarity problems (Q1819152) (← links)
- A convergence analysis for a convex version of Dikin's algorithm (Q1915918) (← links)
- A predictor-corrector method for extended linear-quadratic programming (Q1919785) (← links)
- Stochastic variance reduced gradient methods using a trust-region-like scheme (Q1995995) (← links)
- The elicited progressive decoupling algorithm: a note on the rate of convergence and a preliminary numerical experiment on the choice of parameters (Q2070411) (← links)
- Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization (Q2086938) (← links)
- An inertial triple-projection algorithm for solving the split feasibility problem (Q2097467) (← links)
- An interior point parameterized central path following algorithm for linearly constrained convex programming (Q2113635) (← links)
