Jie Sun
Orcid: 0000-0001-5611-1672Affiliations:
- Curtin University, School of EECMS, Perth, Australia
- Curtin University, Department of Mathematics and Statistics, Bentley, Australia
- National University of Singapore, Department of Decision Sciences, Singapore
According to our database1,
Jie Sun
authored at least 89 papers
between 1989 and 2023.
Collaborative distances:
Collaborative distances:
Timeline
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Online presence:
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on zbmath.org
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on orcid.org
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on d-nb.info
On csauthors.net:
Bibliography
2023
J. Optim. Theory Appl., October, 2023
2022
A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints.
Math. Comput., November, 2022
An Interior Point Parameterized Central Path Following Algorithm for Linearly Constrained Convex Programming.
J. Sci. Comput., 2022
2021
A Minibatch Proximal Stochastic Recursive Gradient Algorithm Using a Trust-Region-Like Scheme and Barzilai-Borwein Stepsizes.
IEEE Trans. Neural Networks Learn. Syst., 2021
J. Sci. Comput., 2021
An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems.
INFORMS J. Comput., 2021
A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure.
Comput. Optim. Appl., 2021
2020
Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian.
SIAM J. Optim., 2020
Math. Program., 2020
Solving Lagrangian variational inequalities with applications to stochastic programming.
Math. Program., 2020
A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming.
Math. Program., 2020
A Novel Euler's Elastica-Based Segmentation Approach for Noisy Images Using the Progressive Hedging Algorithm.
J. Math. Imaging Vis., 2020
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set.
Eur. J. Oper. Res., 2020
A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms.
Asia Pac. J. Oper. Res., 2020
2019
Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms.
SIAM J. Optim., 2019
Optim. Lett., 2019
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging.
Math. Program., 2019
A Novel Euler's Elastica based Segmentation Approach for Noisy Images via using the Progressive Hedging Algorithm.
CoRR, 2019
2018
IEEE Signal Process. Lett., 2018
The Convergent Generalized Central Paths for Linearly Constrained Convex Programming.
SIAM J. Optim., 2018
Maximum principle via Malliavin calculus for regular-singular stochastic differential games.
Optim. Lett., 2018
A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints.
Optim. Lett., 2018
Math. Program., 2018
2017
A Distributionally Robust Linear Receiver Design for Multi-Access Space-Time Block Coded MIMO Systems.
IEEE Trans. Wirel. Commun., 2017
Eur. J. Oper. Res., 2017
2016
Optim. Methods Softw., 2016
Optim. Methods Softw., 2016
Proximal Analysis and the Minimal Time Function of a Class of Semilinear Control Systems.
J. Optim. Theory Appl., 2016
2014
Nonsmooth Algorithms and Nesterov's Smoothing Technique for Generalized Fermat-Torricelli Problems.
SIAM J. Optim., 2014
Eur. J. Oper. Res., 2014
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach.
Comput. Optim. Appl., 2014
2013
Foreword: Special issue on the 8th International Conference on Optimization: Techniques and Applications.
Optim. Methods Softw., 2013
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management.
J. Glob. Optim., 2013
2012
2011
J. Glob. Optim., 2011
A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure.
Comput. Optim. Appl., 2011
2010
Preface: Special section on the 2nd International Conference on Nonlinear Programming with Applications.
Optim. Methods Softw., 2010
Oper. Res., 2010
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs.
Eur. J. Oper. Res., 2010
2008
SIAM J. Optim., 2008
The SC<sup>1</sup> property of the squared norm of the SOC Fischer-Burmeister function.
Oper. Res. Lett., 2008
The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming.
Math. Program., 2008
Math. Oper. Res., 2008
Eur. J. Oper. Res., 2008
2007
Proceedings of the 46th IEEE Conference on Decision and Control, 2007
2006
SIAM J. Optim., 2006
A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution.
Optim. Methods Softw., 2006
A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function.
Math. Program., 2006
Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method.
INFORMS J. Comput., 2006
A Robust SQP Method for Mathematical Programs with Linear Complementarity Constraints.
Comput. Optim. Appl., 2006
2005
Strong Semismoothness of the Fischer-Burmeister SDC and SOC Complementarity Functions.
Math. Program., 2005
Comput. Optim. Appl., 2005
2004
A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems.
SIAM J. Optim., 2004
SIAM J. Optim., 2004
Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
Math. Program., 2004
Math. Oper. Res., 2004
A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods.
J. Glob. Optim., 2004
An Analytic Center Cutting Plane Method for Solving Semi-Infinite Variational Inequality Problems.
J. Glob. Optim., 2004
2003
Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems.
Math. Oper. Res., 2003
Comput. Optim. Appl., 2003
Complementarity Functions and Numerical Experiments on Some Smoothing Newton Methods for Second-Order-Cone Complementarity Problems.
Comput. Optim. Appl., 2003
2002
Strong Semismoothness of Eigenvalues of Symmetric Matrices and Its Application to Inverse Eigenvalue Problems.
SIAM J. Numer. Anal., 2002
A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems.
SIAM J. Optim., 2002
Math. Oper. Res., 2002
J. Comb. Optim., 2002
2001
Eur. J. Oper. Res., 2001
Ann. Oper. Res., 2001
Ann. Oper. Res., 2001
2000
A Polynomial Cutting Surfaces Algorithm for the Convex Feasibility Problem Defined by Self-Concordant Inequalities.
Comput. Optim. Appl., 2000
1999
On the Rate of Local Convergence of High-Order-Infeasible-Path-Following Algorithms for P*-Linear Complementarity Problems.
Comput. Optim. Appl., 1999
1998
An Analytic Center Based Column Generation Algorithm for Convex Quadratic Feasibility Problems.
SIAM J. Optim., 1998
Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems.
SIAM J. Optim., 1998
1996
Comput. Oper. Res., 1996
Ann. Oper. Res., 1996
1994
Math. Program., 1994
1993
A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions.
Math. Program., 1993
1992
An interior point algorithm of O(Quadrat Root(m) absolute (ln epsilon)) iterations for C-convex programming.
Math. Program., 1992
1991
Math. Program., 1991
1990
An Algorithm for Convex Quadratic Programming That Requires <i>O</i>(<i>n</i><sup>3.5</sup><i>L</i>) Arithmetic Operations.
Math. Oper. Res., 1990
1989