Fengmin Xu

According to our database1, Fengmin Xu authored at least 29 papers between 2003 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Links

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Bibliography

2024
Robust enhanced indexation optimization with sparse industry layout constraint.
Comput. Oper. Res., January, 2024

2023
Data-trading coordination with government subsidy.
J. Glob. Optim., November, 2023

New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact.
Int. Trans. Oper. Res., 2023

2022
A bi-level programming framework for identifying optimal parameters in portfolio selection.
Int. Trans. Oper. Res., 2022

2021
On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management.
Int. Trans. Oper. Res., 2021

Sparse portfolio selection with uncertain probability distribution.
Appl. Intell., 2021

2020
Preface: special issue of MOA 2018.
J. Glob. Optim., 2020

Fast algorithms for sparse portfolio selection considering industries and investment styles.
J. Glob. Optim., 2020

2019
A sparse enhanced indexation model with norm and its alternating quadratic penalty method.
J. Oper. Res. Soc., 2019

Convergence Revisit on Generalized Symmetric ADMM.
CoRR, 2019

2018
A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization.
SIAM J. Sci. Comput., 2018

A sparse enhanced indexation model with chance and cardinality constraints.
J. Glob. Optim., 2018

A novel method for a class of structured low-rank minimizations with equality constraint.
J. Comput. Appl. Math., 2018

Generalized symmetric ADMM for separable convex optimization.
Comput. Optim. Appl., 2018

2017
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact.
J. Syst. Sci. Complex., 2017

2016
An efficient optimization approach for a cardinality-constrained index tracking problem.
Optim. Methods Softw., 2016

Probabilistic graphical model for detecting spammers in microblog websites.
Int. J. Embed. Syst., 2016

2014
Sparse portfolio rebalancing model based on inverse optimization.
Optim. Methods Softw., 2014

A New Portfolio Rebalancing Model with Transaction Costs.
J. Appl. Math., 2014

The Local Linear M-Estimation with Missing Response Data.
J. Appl. Math., 2014

2013
A hybrid simulated annealing thresholding algorithm for compressed sensing.
Signal Process., 2013

2012
L<sub>1/2</sub> Regularization: A Thresholding Representation Theory and a Fast Solver.
IEEE Trans. Neural Networks Learn. Syst., 2012

A mixed 0-1 LP for index tracking problem with CVaR risk constraints.
Ann. Oper. Res., 2012

2011
A new Lagrangian net algorithm for solving max-bisection problems.
J. Comput. Appl. Math., 2011

2010
Lower Bound Theory of Nonzero Entries in Solutions of ℓ<sub>2</sub>-ℓ<sub>p</sub> Minimization.
SIAM J. Sci. Comput., 2010

2009
A Continuation Approach Using NCP Function for Solving Max-Cut Problem.
Asia Pac. J. Oper. Res., 2009

2006
A multiple penalty function method for solving Max-Bisection problems.
Appl. Math. Comput., 2006

2005
A Continuous Method for Solving Multiuser Detection in CDMA.
Proceedings of the Algorithmic Applications in Management, First International Conference, 2005

2003
A Tight Semidefinite Relaxation of the MAX CUT Problem.
J. Comb. Optim., 2003


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