Globally optimal solutions to a class of fractional optimization problems based on proximity gradient algorithm. - Yizun Lin; Zhao-Rong Lai; Cheng Li 018 (CoRR, 2023)

Autonomous Sparse Mean-CVaR Portfolio Optimization. - Yizun Lin; Yangyu Zhang; Zhao-Rong Lai; Cheng Li 018 (ICML, 2024)

A Globally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization. - Yizun Lin; Zhao-Rong Lai; Cheng Li 018 (NeurIPS, 2024)

De-singularity Subgradient for the q-th-Powered ℓp-Norm Weber Location Problem. - Zhao-Rong Lai; Xiaotian Wu; Liangda Fang; Ziliang Chen 001; Cheng Li 018 (CoRR, 2024)

Multitrend Conditional Value at Risk for Portfolio Optimization. - Zhao-Rong Lai; Cheng Li 018; Xiaotian Wu; Quanlong Guan; Liangda Fang (IEEE Trans. Neural Networks Learn. Syst., 2024)

De-singularity Subgradient for the q-th-Powered lₚ-Norm Weber Location Problem. - Zhao-Rong Lai; Xiaotian Wu; Liangda Fang; Ziliang Chen 001; Cheng Li 018 (AAAI, 2025)