27 Result(s)
within
Li-** Pang
Mathematics
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Article
Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint
For a mean-CVaR model with cardinality constraint, we consider the situation where the true distribution of underlying uncertainty is unknown. We develop a distributionally robust mean-CVaR model with cardinal...
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Article
A class of infeasible proximal bundle methods for nonsmooth nonconvex multi-objective optimization problems
We propose a class of infeasible proximal bundle methods for solving nonsmooth nonconvex multi-objective optimization problems. The proposed algorithms have no requirements on the feasibility of the initial po...
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Article
\({\cal U}{\cal V}\) -theory of a Class of Semidefinite Programming and Its Applications
In this paper we study optimization problems involving convex nonlinear semidefinite programming (CSDP). Here we convert CSDP into eigenvalue problem by exact penalty function, and apply the
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Article
A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods
We propose a discretization algorithm for solving a class of nonsmooth convex semi-infinite programming problems that is based on a bundle method. Instead of employing the inexact calculation to evaluate the l...
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Article
Causal inference for left-truncated and right-censored data with covariate measurement error
Causal inference is an important tool in observational studies. Many estimation procedures have been developed under complete data and precise measurements. However, when the datasets contain the incomplete r...
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Article
An Inexact Modified Newton Method for Viscc and Application in Gras** Force
For the variational inequality with symmetric cone constraints problem, we consider using the inexact modified Newton method to efficiently solve it. It provides a unified framework for dealing with the variat...
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Article
A Class of Alternating Linearization Algorithms for Nonsmooth Convex Optimization
We consider the problems of minimizing the sum of a continuously differentiable convex function and a nonsmooth convex function in this paper. These problems arise in many applications of practical interest. A...
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A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
We propose an inexact proximal bundle method for constrained nonsmooth nonconvex optimization problems whose objective and constraint functions are known through oracles which provide inexact information. The ...
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Article
Generalized latin matrix and construction of orthogonal arrays
In this paper, generalized Latin matrix and orthogonal generalized Latin matrices are proposed. By using the property of orthogonal array, some methods for checking orthogonal generalized Latin matrices are pr...
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Article
An approximate bundle method for solving nonsmooth equilibrium problems
We present an approximate bundle method for solving nonsmooth equilibrium problems. An inexact cutting-plane linearization of the objective function is established at each iteration, which is actually an appro...
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Article
A Fast Space-decomposition Scheme for Nonconvex Eigenvalue Optimization
In this paper, a nonsmooth bundle algorithm to minimize the maximum eigenvalue function of a nonconvex smooth function is presented. The bundle method uses an oracle to compute separately the function and subg...
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Article
SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
In this paper we apply modified Newton method based on sample average approximation (SAA) to solve stochastic variational inequality with stochastic second-order cone constraints (SSOCCVI). Under some moderate...
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Article
Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems
Semi-infinite problem (SIPs) are widely used in many control systems for solving complex control problem, such as polymerase chain reaction control system or other real time control system. In this paper, we p...
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Article
Open AccessOn local aspects of sensitivity in topological dynamics
In this paper along with the research on weakly mixing sets and transitive sets, we introduce a local aspect of sensitivity in topological dynamics and give the concept of an s-set. It is shown that a weakly m...
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Article
Optimality Conditions for Multiobjective Optimization Problem Constrained by Parameterized Variational Inequalities
We study a multiobjective optimality problem constrained by parameterized variational inequalities. By separation theorem for convex sets, we translate the multiobjective optimality problem into single objecti...
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Article
The space decomposition theory for a class of eigenvalue optimizations
In this paper we study optimization problems involving eigenvalues of symmetric matrices. One of the difficulties with numerical analysis of such problems is that the eigenvalues, considered as functions of a ...
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Article
The hamiltonian numbers in digraphs
In the paper, we study the hamiltonian numbers in digraphs. A hamiltonian walk of a digraph D is a closed spanning directed walk with minimum length in D. The length of a hamiltonian walk of a digraph D is called...
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Article
Hamiltonian numbers of Möbius double loop networks
For the study of hamiltonicity of graphs and digraphs, Goodman and Hedetniemi introduced the concept of Hamiltonian number. The Hamiltonian number h(D) of a digraph D is the minimum length of a cl...
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Article
On the Convergence of Coderivative of SAA Solution Map** for a Parametric Stochastic Variational Inequality
The aim of this paper is to investigate the convergence properties for Mordukhovich’s coderivative of the solution map of the sample average approximation (SAA) problem for a parametric stochastic variational ...
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Article
A VU-decomposition method for a second-order cone programming problem
A VU-decomposition method for solving a second-order cone problem is presented in this paper. It is first transformed into a nonlinear programming problem. Then, the structure of the Clarke subdifferential corres...
