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Fast algorithms for sparse portfolio selection considering industries and investment styles
期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
作者:
Dong, Zhi-Long
;
Xu, Fengmin
;
Dai, Yu-Hong
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浏览/下载:20/0
  |  
提交时间:2020/06/30
Portfolio selection
Industry classification
Style investment
ADMM
Sparse optimization
Preface: Special Issue on Optimization Algorithms and Applications
期刊论文
Journal of the Operations Research Society of China, 2019, 卷号: 7, 期号: 1, 页码: 1-3
作者:
Ge Dongdong
;
Wen Zaiwen
;
Yuan Yaxiang
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  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: 352, 页码: 382-400
作者:
Yang, Zhen-Ping[1]
;
Zhang, Jin[2]
;
Zhu, Xide[3]
;
Lin, Gui-Hua[4]
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  |  
浏览/下载:22/0
  |  
提交时间:2019/04/22
Nonlinear programming
Stochastic complementarity problem
Sample average approximation
Infeasible interior-point algorithm
Natural gas transmission and oligopoly models
Reconstruction of two-dimensional velocity distribution in scramjet by laser absorption spectroscopy tomography
期刊论文
APPLIED OPTICS, 2019, 卷号: 58, 页码: 205-212
作者:
Qu, Qianwei
;
Cao, Zhang
;
Xu, Lijun
;
Liu, Chang
;
Chang, Liuyong
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  |  
浏览/下载:13/0
  |  
提交时间:2019/12/30
Absorption spectroscopy
Angular distribution
Computational fluid dynamics
Flow fields
Image reconstruction
Image segmentation
Iterative methods
Laser beams
Molecules
Nonlinear equations
Ordinary differential equations
Ramjet engines
Tomography
Velocity
Absorbance coefficients
Distribution of water
High-speed flow fields
Interior point algorithm
Landweber iteration algorithms
Laser absorption spectroscopy
Simplified equations
Two Dimensional (2 D)
Velocity distribution
Star identification algorithm based on the maximum interior angle in triangle
期刊论文
Guangxue Jingmi Gongcheng/Optics and Precision Engineering, 2017, 卷号: 25, 期号: 1
作者:
Zhang, T.-S.
;
J.-M. Guo
;
Y. Bai
;
B. Liu
;
H.-Y. Zhou
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  |  
浏览/下载:16/0
  |  
提交时间:2018/06/13
A feasible direction algorithm for solving 3D sensor network localization
期刊论文
Beijing Youdian Daxue Xuebao/Journal of Beijing University of Posts and Telecommunications, 2016, 卷号: 39, 期号: 2, 页码: 98-102
作者:
Chang, Xiao-Kai
;
Zhu, Wan-Jie
;
Li, De-Kui
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  |  
浏览/下载:2/0
  |  
提交时间:2020/11/14
Computational efficiency
Nonlinear programming
Sensor nodes
3D sensor networks
Algorithm for solving
Change of variables
Feasible directions
Higher-dimensional
Interior point algorithm
Semi-definite programming
Sensor network localization
MULTISCALE APPROACH FOR OPTIMAL DESIGN IN CONDUCTIVITY OF COMPOSITE MATERIALS
期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2015, 卷号: 53, 期号: 3, 页码: 1325-1349
作者:
Liu, Jianjun
;
Cao, Liqun
;
Yan, Ningning
;
Cui, Junzhi
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  |  
浏览/下载:11/0
  |  
提交时间:2018/07/30
optimal design in conductivity
composite materials
homogenization
multiscale asymptotic method
finite element method
the interior point optimizer
A Survey of Sparse Representation: Algorithms and Applications
期刊论文
ieee access, 2015, 卷号: 3, 页码: 490-530
作者:
Zhang, Zheng
;
Xu, Yong
;
Yang, Jian
;
Li, Xuelong
;
Zhang, David
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  |  
浏览/下载:38/0
  |  
提交时间:2015/12/02
Sparse representation
compressive sensing
greedy algorithm
constrained optimization
proximal algorithm
homotopy algorithm
dictionary learning
PRIMAL-DUAL INTERIOR-POINT ALGORITHMS FOR CONVEX QUADRATIC CIRCULAR CONE OPTIMIZATION
期刊论文
NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2015, 卷号: 5, 页码: 211-231
作者:
Bai, Yanqin[1]
;
Gao, Xuerui[2]
;
Wang, Guoqiang[3]
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  |  
浏览/下载:3/0
  |  
提交时间:2019/04/26
Interior-point methods
circular cone optimization
second-order cone optimization
Kernel function
large- and small-update methods
polynomial complexity
A fast sparse signal recovery algorithm based on approximate l0 norm and hybrid optimization
期刊论文
http://dx.doi.org/10.3724/SP.J.1004.2014.02145, 2014
Wu, Fei-Yun
;
Zhou, Yue-Hai
;
Tong, Feng
;
童峰
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  |  
浏览/下载:3/0
  |  
提交时间:2015/07/22
Algorithms
Compressed sensing
Iterative methods
Linear programming
Linear systems
Optimization
Signal analysis
Signal reconstruction
Source separation
Steepest descent method
Underwater acoustics
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