# X. Q. Yang

According to our database

Collaborative distances:

^{1}, X. Q. Yang authored at least 64 papers between 1998 and 2014.Collaborative distances:

## Timeline

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## Bibliography

2014

Characterizing the Nonemptiness and Compactness of the Solution Set of a Vector Variational Inequality by Scalarization.

J. Optimization Theory and Applications, 2014

A penalty approximation method for a semilinear parabolic double obstacle problem.

J. Global Optimization, 2014

2013

Nonlinear Augmented Lagrangian and Duality Theory.

Math. Oper. Res., 2013

2012

Augmented Lagrangian functions for constrained optimization problems.

J. Global Optimization, 2012

Computer Simulation Technology of Lapping Process for Polycrystalline Diamond.

Proceedings of the Third International Conference on Digital Manufacturing & Automation, 2012

2011

Stable and Total Fenchel Duality for DC Optimization Problems in Locally Convex Spaces.

SIAM Journal on Optimization, 2011

2010

Optimality Conditions via Exact Penalty Functions.

SIAM Journal on Optimization, 2010

Numerical performance of penalty method for American option pricing.

Optimization Methods and Software, 2010

Structure and Weak Sharp Minimum of the Pareto Solution Set for Piecewise Linear Multiobjective Optimization.

J. Optimization Theory and Applications, 2010

Vector equilibrium flows with nonconvex ordering relations.

J. Global Optimization, 2010

Weak sharp minima for set-valued vector variational inequalities with an application.

European Journal of Operational Research, 2010

2009

Vector Variational Inequalities.

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Levitin-Polyak well-posedness of variational inequality problems with functional constraints.

J. Global Optimization, 2009

2008

Vector Ekeland's variational principle in an

*F*-type topological space.
Math. Meth. of OR, 2008

Approximate solutions and optimality conditions of vector variational inequalities in Banach spaces.

J. Global Optimization, 2008

Vector optimization problems with nonconvex preferences.

J. Global Optimization, 2008

A remark on a standard and linear vector network equilibrium problem with capacity constraints.

European Journal of Operational Research, 2008

2007

Lagrange Multipliers and Calmness Conditions of Order

*p*.
Math. Oper. Res., 2007

Vector equilibrium problems with elastic demands and capacity constraints.

J. Global Optimization, 2007

Levitin-Polyak well-posedness of constrained vector optimization problems.

J. Global Optimization, 2007

Vector complementarity problems with a variable ordering relation.

European Journal of Operational Research, 2007

2006

Generalized Levitin--Polyak Well-Posedness in Constrained Optimization.

SIAM Journal on Optimization, 2006

A note on vector network equilibrium principles.

Math. Meth. of OR, 2006

Preface.

J. Global Optimization, 2006

Gap Functions and Existence of Solutions to Generalized Vector Quasi-Equilibrium Problems.

J. Global Optimization, 2006

Partial Augmented Lagrangian Method and Mathematical Programs with Complementarity Constraints.

J. Global Optimization, 2006

Convergence Analysis of a Class of Penalty Methods for Vector Optimization Problems with Cone Constraints.

J. Global Optimization, 2006

Converse duality in nonlinear programming with cone constraints.

European Journal of Operational Research, 2006

Calmness and Exact Penalization in Vector Optimization with Cone Constraints.

Comp. Opt. and Appl., 2006

A New Gradient Method with an Optimal Stepsize Property.

Comp. Opt. and Appl., 2006

Augmented Lagrangian method applied to American option pricing.

Automatica, 2006

2005

Weak Sharp Minima in Multicriteria Linear Programming.

SIAM Journal on Optimization, 2005

Generalized vector quasi-equilibrium problems.

Math. Meth. of OR, 2005

Preface.

J. Global Optimization, 2005

A Few Words about Professor Franco Giannessi.

J. Global Optimization, 2005

Further Study on Augmented Lagrangian Duality Theory.

J. Global Optimization, 2005

A Nonlinear Scalarization Function and Generalized Quasi-vector Equilibrium Problems.

J. Global Optimization, 2005

Multiobjective second-order symmetric duality with F.

European Journal of Operational Research, 2005

Second order symmetric duality in non-differentiable multiobjective programming with F.

European Journal of Operational Research, 2005

Criteria for generalized invex monotonicities.

European Journal of Operational Research, 2005

2004

Lower-order penalty methods for mathematical programs with complementarity constraints.

Optimization Methods and Software, 2004

Some Results about Duality and Exact Penalization.

J. Global Optimization, 2004

Second-Order Global Optimality Conditions for Optimization Problems.

J. Global Optimization, 2004

The System of Vector Quasi-Equilibrium Problems with Applications.

J. Global Optimization, 2004

Unified approaches for solvable and unsolvable linear complementarity problems.

European Journal of Operational Research, 2004

2003

Nonlinear Lagrange Duality Theorems and Penalty Function Methods In Continuous Optimization.

J. Global Optimization, 2003

Non-differentiable second order symmetric duality in mathematical programming with F-convexity.

European Journal of Operational Research, 2003

Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs.

Comp. Opt. and Appl., 2003

A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems.

Comp. Opt. and Appl., 2003

2002

Nonlinear Lagrangian for Multiobjective Optimization and Applications to Duality and Exact Penalization.

SIAM Journal on Optimization, 2002

Penalty functions with a small penalty parameter.

Optimization Methods and Software, 2002

On Characterizations of Proper Efficiency for Nonconvex Multiobjective Optimization.

J. Global Optimization, 2002

2001

A Nonlinear Lagrangian Approach to Constrained Optimization Problems.

SIAM Journal on Optimization, 2001

Approximate Optimal Solutions and Nonlinear Lagrangian Functions.

J. Global Optimization, 2001

Nonlinear Lagrangian Functions and Applications to Semi-Infinite Programs.

Annals OR, 2001

Portfolio Selection Problem with Minimax Type Risk Function.

Annals OR, 2001

2000

Successive Optimization Method via Parametric Monotone Composition Formulation.

J. Global Optimization, 2000

Computational Discretization Algorithms for Functional Inequality Constrained Optimization.

Annals OR, 2000

1999

Decreasing Functions with Applications to Penalization.

SIAM Journal on Optimization, 1999

Vector network equilibrium problems and nonlinear scalarization methods.

Math. Meth. of OR, 1999

Approximation methods for non-convex curves.

European Journal of Operational Research, 1999

Vector equilibrium problem and vector optimization.

European Journal of Operational Research, 1999

1998

Directional derivatives for set-valued mappings and applications.

Math. Meth. of OR, 1998

The gap function of a convex multicriteria optimization problem.

European Journal of Operational Research, 1998