An augmented Lagrangian affine scaling method for nonlinear programming. - Xiao Wang 011; Hongchao Zhang (Optim. Methods Softw., 2015)

Inexact proximal stochastic gradient method for convex composite optimization. - Xiao Wang 011; Shuxiong Wang; Hongchao Zhang (Comput. Optim. Appl., 2017)

A stochastic primal-dual method for a class of nonconvex constrained optimization. - Lingzi Jin; Xiao Wang 011 (Comput. Optim. Appl., 2022)

An Interior Stochastic Gradient Method for a Class of Non-Lipschitz Optimization Problems. - Wanyou Cheng; Xiao Wang 011; Xiaojun Chen (J. Sci. Comput., 2022)

Stochastic Regularized Newton Methods for Nonlinear Equations. - Jiani Wang; Xiao Wang 011; Liwei Zhang (J. Sci. Comput., 2023)

Stochastic nested primal-dual method for nonconvex constrained composition optimization. - Lingzi Jin; Xiao Wang 011 (Math. Comput., 2024)

Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization. - Xiao Wang 011; Xiaojun Chen (SIAM J. Optim., 2024)

Stochastic Variance Reduction for DR-Submodular Maximization. - Yuefang Lian; Donglei Du; Xiao Wang 011; Dachuan Xu; Yang Zhou 018 (Algorithmica, 2024)

Online non-monotone diminishing return submodular maximization in the bandit setting. - Jiachen Ju; Xiao Wang 011; Dachuan Xu (J. Glob. Optim., 2024)

A Two-phase Stochastic Momentum-Based Algorithm for Nonconvex Expectation-Constrained Optimization. - Yawen Cui; Xiao Wang 011; Xiantao Xiao (J. Sci. Comput., 2025)