Approximation Algorithms for Max 3-Section Using Complex Semidefinite Programming Relaxation. - Ai-fan Ling (COCOA, 2009)

A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems. - Ai-Fan Ling; Cheng-Xian Xu; Feng-Min Xu (Eur. J. Oper. Res., 2009)

Robust portfolio selection involving options under a " marginal+joint " ellipsoidal uncertainty set. - Ai-fan Ling; Cheng-Xian Xu (J. Comput. Appl. Math., 2012)

A new discrete filled function method for solving large scale max-cut problems. - Ai-fan Ling; Cheng-Xian Xu (Numer. Algorithms, 2012)

An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results. - Ai-fan Ling (Numer. Algorithms, 2016)

Robust two-stage stochastic linear optimization with risk aversion. - Ai-Fan Ling; Jie Sun 001; Naihua Xiu; Xiaoguang Yang 001 (Eur. J. Oper. Res., 2017)

Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set. - Aifan Ling; Jie Sun 001; Meihua Wang (Eur. J. Oper. Res., 2020)

Online Investment Protection through Efficient Loan Exchange. - Bingqing Shen; Yuxin Zeng; Linjing Cai; Aifan Ling; Jingzhi Guo; Lihong Jiang (ICEBE, 2023)