Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions. - Shuang Chen 005; Li-Ping Pang 001; Fang-Fang Guo; Zun-Quan Xia (Math. Comput. Model., 2012)

A proximal alternating linearization method for nonconvex optimization problems. - Dan Li; Li-Ping Pang 001; Shuang Chen 005 (Optim. Methods Softw., 2014)

Risk management in portfolio applications of non-convex stochastic programming. - Li-Ping Pang 001; Shuang Chen 005; Jin-He Wang (Appl. Math. Comput., 2015)

SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization. - Shuang Chen 005; Li-Ping Pang 001; Xuefei Ma; Dan Li (Math. Methods Oper. Res., 2016)

Proximal Gradient-Type Algorithms for a Class of Bilevel Programming Problems. - Dan Li; Shuang Chen 005; Li-Ping Pang 001 (Asia Pac. J. Oper. Res., 2022)