Duan Li
Orcid: 0000-0001-9786-6238Affiliations:
- University of Hong Kong, Department of Systems Engineering and Engineering Management, Hong Kong
According to our database1,
Duan Li
authored at least 128 papers
between 1988 and 2023.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
-
on zbmath.org
-
on scopus.com
-
on orcid.org
-
on d-nb.info
On csauthors.net:
Bibliography
2023
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem.
Math. Oper. Res., August, 2023
J. Oper. Res. Soc., January, 2023
2022
Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems.
IEEE Trans. Cybern., 2022
Tackling A Class of Hard Subset-Sum Problems: Integration of Lattice Attacks with Disaggregation Techniques.
CoRR, 2022
2021
Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties.
INFORMS J. Comput., 2021
2020
SIAM J. Optim., 2020
Oper. Res. Lett., 2020
Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment.
Oper. Res., 2020
A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem.
Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, 2020
2019
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise.
IEEE Trans. Autom. Control., 2019
Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem.
SIAM J. Optim., 2019
Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming.
J. Glob. Optim., 2019
J. Econ. Theory, 2019
Quadratic convex reformulation for quadratic programming with linear on-off constraints.
Eur. J. Oper. Res., 2019
Semidefinite Programming Based Convex Relaxation for Nonconvex Quadratically Constrained Quadratic Programming.
Proceedings of the Optimization of Complex Systems: Theory, 2019
Proceedings of the Optimization of Complex Systems: Theory, 2019
2018
SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices.
Math. Program., 2018
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method.
INFORMS J. Comput., 2018
2017
SIAM J. Optim., 2017
SIAM J. Control. Optim., 2017
J. Oper. Res. Soc., 2017
Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise.
CoRR, 2017
2016
Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming.
SIAM J. Optim., 2016
Optim. Methods Softw., 2016
Optim. Methods Softw., 2016
Optim. Methods Softw., 2016
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability.
Eur. J. Oper. Res., 2016
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time.
Eur. J. Oper. Res., 2016
2015
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach.
Autom., 2015
Proceedings of the Modelling, Computation and Optimization in Information Systems and Management Sciences - Proceedings of the 3rd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences, 2015
2014
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection.
IEEE Trans. Autom. Control., 2014
Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach.
INFORMS J. Comput., 2014
Eur. J. Oper. Res., 2014
Eur. J. Oper. Res., 2014
Comput. Oper. Res., 2014
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach.
Comput. Optim. Appl., 2014
2013
Optim. Methods Softw., 2013
Preface: Special issue of Journal of Global Optimization for the 8th international conference on optimization: techniques and applications.
J. Glob. Optim., 2013
J. Glob. Optim., 2013
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization.
Eur. J. Oper. Res., 2013
Comput. Optim. Appl., 2013
2012
IEEE Trans. Autom. Control., 2012
Reweighted <sub>1</sub>-Minimization for Sparse Solutions to Underdetermined Linear Systems.
SIAM J. Optim., 2012
J. Glob. Optim., 2012
An exact solution method for unconstrained quadratic 0-1 programming: a geometric approach.
J. Glob. Optim., 2012
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs.
Eur. J. Oper. Res., 2012
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure.
Eur. J. Oper. Res., 2012
2011
IEEE Trans. Autom. Control., 2011
SIAM J. Optim., 2011
Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation.
Math. Program., 2011
Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations.
J. Glob. Optim., 2011
Autom., 2011
2010
Math. Oper. Res., 2010
Proceedings of the 49th IEEE Conference on Decision and Control, 2010
2009
IEEE Trans. Syst. Man Cybern. Part A, 2009
IEEE Trans. Autom. Control., 2009
J. Glob. Optim., 2009
Comput. Optim. Appl., 2009
Proceedings of the 10th European Control Conference, 2009
2008
IEEE Trans. Syst. Man Cybern. Part A, 2008
Mean-variance analysis of a single supplier and retailer supply chain under a returns policy.
Eur. J. Oper. Res., 2008
Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters.
Autom., 2008
2007
SIAM J. Optim., 2007
On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization.
SIAM J. Optim., 2007
Discrete global descent method for discrete global optimization and nonlinear integer programming.
J. Glob. Optim., 2007
Computing exact solution to nonlinear integer programming: Convergent Lagrangian and objective level cut method.
J. Glob. Optim., 2007
Cardinality constrained linear-quadratic optimal control: Lower bounding scheme via scalar state space by semidefinite programming.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007
2006
Constructing Generalized Mean Functions Using Convex Functions with Regularity Conditions.
SIAM J. Optim., 2006
Convergent Lagrangian and Contour Cut Method for Nonlinear Integer Programming with a Quadratic Objective Function.
SIAM J. Optim., 2006
An efficient algorithm for nonlinear integer programming problems arising in series-parallel reliability systems.
Optim. Methods Softw., 2006
Comput. Optim. Appl., 2006
Proceedings of the IEEE Asia Pacific Conference on Circuits and Systems 2006, 2006
2005
SIAM J. Optim., 2005
J. Glob. Optim., 2005
Exact Algorithm for Concave Knapsack Problems: Linear Underestimation and Partition Method.
J. Glob. Optim., 2005
Special Issue of <i>Journal of Global Optimization</i> on Optimization Techniques and Applications.
J. Glob. Optim., 2005
Comput. Optim. Appl., 2005
Ann. Oper. Res., 2005
2004
Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation.
IEEE Trans. Autom. Control., 2004
IEEE Trans. Autom. Control., 2004
Optimal single ordering policy with multiple delivery modes and Bayesian information updates.
Comput. Oper. Res., 2004
Closed-loop optimal control law for discrete-time LQG problems with a mean-variance objective.
Proceedings of the 43rd IEEE Conference on Decision and Control, 2004
2003
A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P[sub 0] LCPs.
SIAM J. Optim., 2003
J. Oper. Res. Soc., 2003
Proceedings of the American Control Conference, 2003
2002
Normal vector identification and interactive tradeoff analysis using minimax formulation in multiobjective optimization.
IEEE Trans. Syst. Man Cybern. Part A, 2002
IEEE Trans. Autom. Control., 2002
SIAM J. Optim., 2002
A Globally Convergent and Efficient Method for Unconstrained Discrete-Time Optimal Control.
J. Glob. Optim., 2002
Autom., 2002
2001
Monotonicity of Fixed Point and Normal Mappings Associated with Variational Inequality and Its Application.
SIAM J. Optim., 2001
Existence and Limiting Behavior of a Non--Interior-Point Trajectory for Nonlinear Complementarity Problems Without Strict Feasibility Condition.
SIAM J. Control. Optim., 2001
Reliab. Eng. Syst. Saf., 2001
Oper. Res. Lett., 2001
Math. Oper. Res., 2001
A convexification method for a class of global optimization problems with applications to reliability optimization.
J. Glob. Optim., 2001
J. Glob. Optim., 2001
Ann. Oper. Res., 2001
2000
Successive method for general multiple linear-quadratic control problem in discrete time.
IEEE Trans. Autom. Control., 2000
Asymptotic Strong Duality for Bounded Integer Programming: A Logarithmic-Exponential Dual Formulation.
Math. Oper. Res., 2000
J. Glob. Optim., 2000
Success Guarantee of Dual Search in Integer Programming: p-th Power Lagrangian Method.
J. Glob. Optim., 2000
1999
Oper. Res. Lett., 1999
Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization.
Eur. J. Oper. Res., 1999
1998
Probabilistic linear programming problems with exponential random variables: A technical note.
Eur. J. Oper. Res., 1998
Explicit Efficient Frontier of a Continuous-Time Mean Variance Portfolio Selection Problem.
Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998
1997
1993
IEEE Trans. Autom. Control., 1993
Hierarchical control for large-scale systems with general multiple linear-quadratic structure.
Autom., 1993
1991
1988
Hierarchical multiobjective analysis for large-scale systems: Review and current status.
Autom., 1988