X. Q. Yang

According to our database1, X. Q. Yang authored at least 55 papers between 1999 and 2014.

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Bibliography

2014
Characterizing the Nonemptiness and Compactness of the Solution Set of a Vector Variational Inequality by Scalarization.
J. Optim. Theory Appl., 2014

A penalty approximation method for a semilinear parabolic double obstacle problem.
J. Glob. Optim., 2014

2013
Nonlinear Augmented Lagrangian and Duality Theory.
Math. Oper. Res., 2013

2012
Augmented Lagrangian functions for constrained optimization problems.
J. Glob. Optim., 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 J. Optim., 2011

2010
Optimality Conditions via Exact Penalty Functions.
SIAM J. Optim., 2010

Numerical performance of penalty method for American option pricing.
Optim. Methods Softw., 2010

Structure and Weak Sharp Minimum of the Pareto Solution Set for Piecewise Linear Multiobjective Optimization.
J. Optim. Theory Appl., 2010

Vector equilibrium flows with nonconvex ordering relations.
J. Glob. Optim., 2010

Weak sharp minima for set-valued vector variational inequalities with an application.
Eur. J. Oper. Res., 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. Glob. Optim., 2009

2008
Vector Ekeland's variational principle in an <i>F</i> -type topological space.
Math. Methods Oper. Res., 2008

Approximate solutions and optimality conditions of vector variational inequalities in Banach spaces.
J. Glob. Optim., 2008

Vector optimization problems with nonconvex preferences.
J. Glob. Optim., 2008

2007
Levitin-Polyak well-posedness of constrained vector optimization problems.
J. Glob. Optim., 2007

Vector complementarity problems with a variable ordering relation.
Eur. J. Oper. Res., 2007

2006
Generalized Levitin--Polyak Well-Posedness in Constrained Optimization.
SIAM J. Optim., 2006

A note on vector network equilibrium principles.
Math. Methods Oper. Res., 2006

Preface.
J. Glob. Optim., 2006

Partial Augmented Lagrangian Method and Mathematical Programs with Complementarity Constraints.
J. Glob. Optim., 2006

Convergence Analysis of a Class of Penalty Methods for Vector Optimization Problems with Cone Constraints.
J. Glob. Optim., 2006

Converse duality in nonlinear programming with cone constraints.
Eur. J. Oper. Res., 2006

Calmness and Exact Penalization in Vector Optimization with Cone Constraints.
Comput. Optim. Appl., 2006

A New Gradient Method with an Optimal Stepsize Property.
Comput. Optim. Appl., 2006

Augmented Lagrangian method applied to American option pricing.
Autom., 2006

2005
Weak Sharp Minima in Multicriteria Linear Programming.
SIAM J. Optim., 2005

Preface.
J. Glob. Optim., 2005

A Few Words about Professor Franco Giannessi.
J. Glob. Optim., 2005

Further Study on Augmented Lagrangian Duality Theory.
J. Glob. Optim., 2005

Multiobjective second-order symmetric duality with F.
Eur. J. Oper. Res., 2005

Second order symmetric duality in non-differentiable multiobjective programming with F.
Eur. J. Oper. Res., 2005

Criteria for generalized invex monotonicities.
Eur. J. Oper. Res., 2005

2004
Lower-order penalty methods for mathematical programs with complementarity constraints.
Optim. Methods Softw., 2004

Some Results about Duality and Exact Penalization.
J. Glob. Optim., 2004

Second-Order Global Optimality Conditions for Optimization Problems.
J. Glob. Optim., 2004

The System of Vector Quasi-Equilibrium Problems with Applications.
J. Glob. Optim., 2004

Unified approaches for solvable and unsolvable linear complementarity problems.
Eur. J. Oper. Res., 2004

2003
Nonlinear Lagrange Duality Theorems and Penalty Function Methods In Continuous Optimization.
J. Glob. Optim., 2003

Non-differentiable second order symmetric duality in mathematical programming with F-convexity.
Eur. J. Oper. Res., 2003

Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs.
Comput. Optim. Appl., 2003

A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems.
Comput. Optim. Appl., 2003

2002
Nonlinear Lagrangian for Multiobjective Optimization and Applications to Duality and Exact Penalization.
SIAM J. Optim., 2002

Penalty functions with a small penalty parameter.
Optim. Methods Softw., 2002

On Characterizations of Proper Efficiency for Nonconvex Multiobjective Optimization.
J. Glob. Optim., 2002

2001
A Nonlinear Lagrangian Approach to Constrained Optimization Problems.
SIAM J. Optim., 2001

Approximate Optimal Solutions and Nonlinear Lagrangian Functions.
J. Glob. Optim., 2001

Nonlinear Lagrangian Functions and Applications to Semi-Infinite Programs.
Ann. Oper. Res., 2001

Portfolio Selection Problem with Minimax Type Risk Function.
Ann. Oper. Res., 2001

2000
Successive Optimization Method via Parametric Monotone Composition Formulation.
J. Glob. Optim., 2000

Computational Discretization Algorithms for Functional Inequality Constrained Optimization.
Ann. Oper. Res., 2000

1999
Decreasing Functions with Applications to Penalization.
SIAM J. Optim., 1999

Approximation methods for non-convex curves.
Eur. J. Oper. Res., 1999

Vector equilibrium problem and vector optimization.
Eur. J. Oper. Res., 1999


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