基于罚函数方法的HJB广义互补问题研究

11871347
2018
A0405.连续优化
张凯
面上项目
教授
深圳大学
52万元
金融优化;混合互补问题;非光滑优化;变分不等式;非线性互补问题
2019-01-01到2022-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Quasi-convex feasibility problems: Subgradient methods and convergence rates 期刊论文 Yaohua Hu;Gongnong Li;Carisa Kwok Wai Yu;Tsz Leung Yip
2 Cell fate conversion prediction by group sparse optimization method utilizing single-cell and bulk OMICs data 期刊论文 Jing Qin;Yaohua Hu;Jen-Chih Yao;Ricky Wai Tak Leung;Yongqiang Zhou;Yiming Qin;Junwen Wang
3 Power penalty method for solving HJB equations arising from finance 期刊论文 Kai Zhang;Xiaoqi Yang;Yaohua Hu
4 Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems 期刊论文 Hu Yaohua;Li Chong;Meng Kaiwen;Yang Xiaoqi
5 Convergence rates of subgradient methods for quasi-convex optimization problems 期刊论文 Yaohua Hu;Jiawen Li;Carisa Kwok Wai Yu
6 Extended Newton Methods for Multiobjective Optimization: Majorizing Function Technique and Convergence Analysis 期刊论文 Jinhua Wang;Yaohua Hu;Carisa Kwok Wai Yu;Chong Li;Xiaoqi Yang
7 Solution method for discrete double obstacle problems based on a power penalty approach 期刊论文 Kai Zhang;Xiaoqi Yang;Song Wang
8 A power penalty method for discrete HJB equations 期刊论文 Kai Zhang;Xiaoqi Yang
9 Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression 期刊论文 Xin Li;Yaohua Hu;Chong Li;Xiaoqi Yang;Tianzi Jiang
10 A Family of Projection Gradient Methods for Solving the Multiple-Sets Split Feasibility Problem 期刊论文 Jinhua Wang;Yaohua Hu;Carisa Kwok Wai Yu;Xiaojun Zhuang
11 Nonconvex and Nonsmooth Sparse Optimization via Adaptively Iterative Reweighted Methods 期刊论文 Wang Hao;Zhang Fan;Shi Yuanming;Hu Yaohua
12 A Penalty-based Method for Solving a Discrete HJB Complementarity Problem 期刊论文 Kai Zhang;Xiaoqi Yang;Song Wang
13 Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems 期刊论文 Gang Li;Minghua Li;Yaohua Hu
14 Convergence of the Newton-type methods for the square inverse singular value problems with multiple and zero singular values 期刊论文 Weiping Shen;Yaohua Hu;Chong Li;Jen-Chih Yao
15 Interior quasi-subgradient method with non-Euclidean distances for constrained quasi-convex optimization problems in hilbert spaces 期刊论文 Regina S. Burachik;Yaohua Hu;Xiaoqi Yang
16 Incremental quasi-subgradient methods for minimizing the sum of quasi-convex functions 期刊论文 Hu Yaohua;Yu Carisa Kwok Wai;Yang Xiaoqi
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