The following pages link to Feng-Min Xu (Q939568):
Displaying 50 items.
- (Q544195) (redirect page) (← links)
- A new Lagrangian net algorithm for solving max-bisection problems (Q544198) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- Adaptive projected gradient thresholding methods for constrained \(l_0\) problems (Q892792) (← links)
- A discrete filled function algorithm for approximate global solutions of max-cut problems (Q939569) (← links)
- A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems (Q1014949) (← links)
- A tight semidefinite relaxation of the MAX CUT problem (Q1417849) (← links)
- A novel method for a class of structured low-rank minimizations with equality constraint (Q1675980) (← links)
- An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact (Q1697674) (← links)
- Efficient projected gradient methods for cardinality constrained optimization (Q1729947) (← links)
- Generalized symmetric ADMM for separable convex optimization (Q1753070) (← links)
- A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842) (← links)
- Recovery of seismic wavefields by an \(l_{q}\)-norm constrained regularization method (Q1785033) (← links)
- An efficient method for convex constrained rank minimization problems based on DC programming (Q1793529) (← links)
- A branch-and-bound algorithm embedded with DCA for DC programming (Q1954706) (← links)
- Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191) (← links)
- General \(H\)-matrices and their Schur complements (Q2258094) (← links)
- The local linear \(M\)-estimation with missing response data (Q2336401) (← links)
- A new portfolio rebalancing model with transaction costs (Q2336854) (← links)
- A multiple penalty function method for solving max-bisection problems (Q2489432) (← links)
- A continuation algorithm for max-cut problem (Q2644353) (← links)
- A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils (Q2666658) (← links)
- An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504) (← links)
- (Q2987350) (← links)
- Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization (Q3006142) (← links)
- (Q3166876) (← links)
- A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization (Q3174787) (← links)
- (Q3441497) (← links)
- (Q3559076) (← links)
- A CONTINUATION APPROACH USING NCP FUNCTION FOR SOLVING MAX-CUT PROBLEM (Q3638702) (← links)
- (Q4463036) (← links)
- An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
- Accelerated method for optimization over density matrices in quantum state estimation (Q4643696) (← links)
- (Q4658641) (← links)
- (Q4708773) (← links)
- Group sparse enhanced indexation model with adaptive beta value (Q5041670) (← links)
- A Robust Interior Point Method for Computing the Analytic Center of an Ill-Conditioned Polytope with Errors (Q5127591) (← links)
- Convergence revisit on generalized symmetric ADMM (Q5151532) (← links)
- (Q5382238) (← links)
- (Q5402632) (← links)
- (Q5440597) (← links)
- (Q5483089) (← links)
- Algorithmic Applications in Management (Q5710131) (← links)
- (Q5716604) (← links)
- Sparse portfolio rebalancing model based on inverse optimization (Q5746700) (← links)
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact (Q6056327) (← links)
- Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610) (← links)
- A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
- On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management (Q6092540) (← links)
- Data analysis technology and inequality in capital costs (Q6549839) (← links)
