Xiaojun Chen

  • The Hong Kong Polytechnic University
  • Hirosaki University

According to our database1, Xiaojun Chen authored at least 100 papers between 1992 and 2021.

Collaborative distances:



In proceedings 
PhD thesis 


Online presence:

On csauthors.net:


Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation.
Math. Program., 2021

High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms.
Math. Program., 2021

A Riemannian smoothing steepest descent method for non-Lipschitz optimization on submanifolds.
CoRR, 2021

Choroid Segmentation of Retinal OCT Images Based on CNN Classifier and l 2 - l q Fitter.
Comput. Math. Methods Medicine, 2021

A Smoothing Proximal Gradient Algorithm for Nonsmooth Convex Regression with Cardinality Penalty.
SIAM J. Numer. Anal., 2020

A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization.
SIAM J. Optim., 2020

The subdifferential of measurable composite max integrands and smoothing approximation.
Math. Program., 2020

Quantitative analysis for a class of two-stage stochastic linear variational inequality problems.
Comput. Optim. Appl., 2020

Convergence of the EDIIS Algorithm for Nonlinear Equations.
SIAM J. Sci. Comput., 2019

Complexity of Partially Separable Convexly Constrained Optimization with Non-Lipschitzian Singularities.
SIAM J. Optim., 2019

Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations.
SIAM J. Optim., 2019

Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems.
Math. Program., 2019

Least-Element Time-Stepping Methods for Simulation of Linear Networks with Ideal Switches.
Circuits Syst. Signal Process., 2019

A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization.
SIAM J. Sci. Comput., 2018

A Nonmonotone Alternating Updating Method for a Class of Matrix Factorization Problems.
SIAM J. Optim., 2018

A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints.
SIAM J. Optim., 2018

Spherical Designs and Nonconvex Minimization for Recovery of Sparse Signals on the Sphere.
SIAM J. Imaging Sci., 2018

Generalized Conjugate Gradient Methods for <i>ℓ</i><sub>1</sub> Regularized Convex Quadratic Programming with Finite Convergence.
Math. Oper. Res., 2018

Spherical t<sub>휀</sub>-designs for approximations on the sphere.
Math. Comput., 2018

A proximal difference-of-convex algorithm with extrapolation.
Comput. Optim. Appl., 2018

An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming.
SIAM J. Numer. Anal., 2017

Linear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems.
SIAM J. Optim., 2017

Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction.
SIAM J. Imaging Sci., 2017

SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model.
Math. Program., 2017

Two-stage stochastic variational inequalities: an ERM-solution procedure.
Math. Program., 2017

Optimality and Complexity for Constrained Optimization Problems with Nonconvex Regularization.
Math. Oper. Res., 2017

Partially separable convexly-constrained optimization with non-Lipschitzian singularities and its complexity.
CoRR, 2017

Penalty Methods for a Class of Non-Lipschitz Optimization Problems.
SIAM J. Optim., 2016

Sparse solutions of linear complementarity problems.
Math. Program., 2016

Newton's Method for Monte Carlo-Based Residuals.
SIAM J. Numer. Anal., 2015

Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models.
SIAM J. Optim., 2015

Linearly Constrained Non-Lipschitz Optimization for Image Restoration.
SIAM J. Imaging Sci., 2015

Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization.
Math. Program., 2015

Generalized Conjugate Gradient Methods for ℓ<sub>1</sub> Regularized Convex Quadratic Programming with Finite Convergence.
CoRR, 2015

Neural Network for Nonsmooth, Nonconvex Constrained Minimization Via Smooth Approximation.
IEEE Trans. Neural Networks Learn. Syst., 2014

Corrigendum: Regularized Least Squares Approximations on the Sphere Using Spherical Designs.
SIAM J. Numer. Anal., 2014

Differential variational inequality approach to dynamic games with shared constraints.
Math. Program., 2014

Complexity of unconstrained $$L_2-L_p$$ minimization.
Math. Program., 2014

Regularizations for Stochastic Linear Variational Inequalities.
J. Optim. Theory Appl., 2014

Convergence of the reweighted <i>ℓ</i> <sub>1</sub> minimization algorithm for <i>ℓ</i> <sub>2</sub>-<i>ℓ</i> <sub> <i>p</i> </sub> minimization.
Comput. Optim. Appl., 2014

Comput. Optim. Appl., 2014

Convergence of Regularized Time-Stepping Methods for Differential Variational Inequalities.
SIAM J. Optim., 2013

Optimality Conditions and a Smoothing Trust Region Newton Method for NonLipschitz Optimization.
SIAM J. Optim., 2013

Worst-Case Complexity of Smoothing Quadratic Regularization Methods for Non-Lipschitzian Optimization.
SIAM J. Optim., 2013

Newton iterations in implicit time-stepping scheme for differential linear complementarity systems.
Math. Program., 2013

Smoothing Neural Network for Constrained Non-Lipschitz Optimization With Applications.
IEEE Trans. Neural Networks Learn. Syst., 2012

Non-Lipschitz l<sub>p</sub>-Regularization and Box Constrained Model for Image Restoration.
IEEE Trans. Image Process., 2012

Regularized Least Squares Approximations on the Sphere Using Spherical Designs.
SIAM J. Numer. Anal., 2012

Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations.
SIAM J. Optim., 2012

Structured matrices and tensors.
Numer. Linear Algebra Appl., 2012

Smoothing methods for nonsmooth, nonconvex minimization.
Math. Program., 2012

Minimizing the Condition Number of a Gram Matrix.
SIAM J. Optim., 2011

AUC Maximizing Support Vector Machines with Feature Selection.
Proceedings of the International Conference on Computational Science, 2011

Computational existence proofs for spherical <i>t</i>-designs.
Numerische Mathematik, 2011

Matrix computations and nonlinear equations.
Numer. Linear Algebra Appl., 2011

Implicit solution function of P<sub>0</sub> and Z matrix linear complementarity constraints.
Math. Program., 2011

J. Comput. Appl. Math., 2011

Computation of generalized differentials in nonlinear complementarity problems.
Comput. Optim. Appl., 2011

Comput. Optim. Appl., 2011

Lower Bound Theory of Nonzero Entries in Solutions of ℓ<sub>2</sub>-ℓ<sub>p</sub> Minimization.
SIAM J. Sci. Comput., 2010

Well Conditioned Spherical Designs for Integration and Interpolation on the Two-Sphere.
SIAM J. Numer. Anal., 2010

Global Convergence of a New Hybrid Gauss--Newton Structured BFGS Method for Nonlinear Least Squares Problems.
SIAM J. Optim., 2010

Smoothing Nonlinear Conjugate Gradient Method for Image Restoration Using Nonsmooth Nonconvex Minimization.
SIAM J. Imaging Sci., 2010

Error bounds for approximation in Chebyshev points.
Numerische Mathematik, 2010

Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems.
SIAM J. Optim., 2009

Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization.
Math. Program., 2009

Robust solution of monotone stochastic linear complementarity problems.
Math. Program., 2009

Global error bounds for the extended vertical LCP.
Comput. Optim. Appl., 2009

Regularized multiple criteria linear programs for classification.
Sci. China Ser. F Inf. Sci., 2009

Implicit Runge-Kutta Methods for Lipschitz Continuous Ordinary Differential Equations.
SIAM J. Numer. Anal., 2008

Validated Solutions of Saddle Point Linear Systems.
SIAM J. Matrix Anal. Appl., 2008

A verified inexact implicit Runge-Kutta method for nonsmooth ODEs.
Numer. Algorithms, 2008

A regularized projection method for complementarity problems with non-Lipschitzian functions.
Math. Comput., 2008

Stochastic R<sub>0</sub> Matrix Linear Complementarity Problems.
SIAM J. Optim., 2007

Perturbation Bounds of P-Matrix Linear Complementarity Problems.
SIAM J. Optim., 2007

A Regularized Multiple Criteria Linear Program for Classification.
Proceedings of the Workshops Proceedings of the 7th IEEE International Conference on Data Mining (ICDM 2007), 2007

Existence of Solutions to Systems of Underdetermined Equations and Spherical Designs.
SIAM J. Numer. Anal., 2006

Computation of Error Bounds for P-matrix Linear Complementarity Problems.
Math. Program., 2006

Finite Element Surface Fitting for Bridge Management.
Int. J. Inf. Technol. Decis. Mak., 2006

Expected Residual Minimization Method for Stochastic Linear Complementarity Problems.
Math. Oper. Res., 2005

First Order Conditions for Nonsmooth Discretized Constrained Optimal Control Problems.
SIAM J. Control. Optim., 2004

A Smoothing Method for a Mathematical Program with P-Matrix Linear Complementarity Constraints.
Comput. Optim. Appl., 2004

A Multiple-Criteria Quadratic Programming Approach to Network Intrusion Detection.
Proceedings of the Data Mining and Knowledge Management, 2004

Numerical validation of solutions of saddle point matrix equations.
Numer. Linear Algebra Appl., 2003

Numerical validation of solutions of complementarity The nonlinear case.
Numerische Mathematik, 2002

On convergence of SOR methods for nonsmooth equations.
Numer. Linear Algebra Appl., 2002

Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations.
SIAM J. Numer. Anal., 2000

On Smoothing Methods for the P[sub 0] Matrix Linear Complementarity Problem.
SIAM J. Optim., 2000

A penalized Fischer-Burmeister NCP-function.
Math. Program., 2000

A Global Linear and Local Quadratic Continuation Smoothing Method for Variational Inequalities with Box Constraints.
Comput. Optim. Appl., 2000

A Global and Local Superlinear Continuation-Smoothing Method for <i>P</i><sub>0</sub> and <i>R</i><sub>0</sub> NCP or Monotone NCP.
SIAM J. Optim., 1999

Numerical validation of solutions of linear complementarity problems.
Numerische Mathematik, 1999

Proximal quasi-Newton methods for nondifferentiable convex optimization.
Math. Program., 1999

Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities.
Math. Comput., 1998

Convergence of Newton's Method for Singular Smooth and Nonsmooth Equations Using Adaptive Outer Inverses.
SIAM J. Optim., 1997

A Verification Method for Solutions of Nonsmooth Equations.
Computing, 1997

A preconditioning proximal Newton method for nondifferentiable convex optimization.
Math. Program., 1996

A parallel inexact newton method for stochastic programs with recourse.
Ann. Oper. Res., 1996

A parameterized Newton method and a quasi-Newton method for nonsmooth equations.
Comput. Optim. Appl., 1994

On the convergence of some quasi-Newton methods for nonlinear equations with nondifferentiable operators.
Computing, 1992