Xiaoling Sun

Affiliations:
  • Fudan University, Shanghai, China


According to our database1, Xiaoling Sun authored at least 41 papers between 2000 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2018
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method.
INFORMS J. Comput., 2018

2017
Quadratic Convex Reformulations for Semicontinuous Quadratic Programming.
SIAM J. Optim., 2017

2014
Foreword.
Optim. Methods Softw., 2014

Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach.
INFORMS J. Comput., 2014

Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach.
Comput. Optim. Appl., 2014

2013
A note on semidefinite relaxation for 0-1 quadratic knapsack problems.
Optim. Methods Softw., 2013

Foreword: Special issue on the 8th International Conference on Optimization: Techniques and Applications.
Optim. Methods Softw., 2013

Preface: Special issue of Journal of Global Optimization for the 8th international conference on optimization: techniques and applications.
J. Glob. Optim., 2013

Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems.
J. Glob. Optim., 2013

Tightening a copositive relaxation for standard quadratic optimization problems.
Comput. Optim. Appl., 2013

An Improved Convex 0-1 quadratic Program Reformulation for Chance-Constrained quadratic Knapsack Problems.
Asia Pac. J. Oper. Res., 2013

2012
On reduction of duality gap in quadratic knapsack problems.
J. Glob. Optim., 2012

On zero duality gap in nonconvex quadratic programming problems.
J. Glob. Optim., 2012

On duality gap in binary quadratic programming.
J. Glob. Optim., 2012

An exact solution method for unconstrained quadratic 0-1 programming: a geometric approach.
J. Glob. Optim., 2012

Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs.
Eur. J. Oper. Res., 2012

Improved estimation of duality gap in binary quadratic programming using a weighted distance measure.
Eur. J. Oper. Res., 2012

2011
On The Reduction of Duality Gap in Box Constrained Nonconvex Quadratic Program.
SIAM J. Optim., 2011

Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation.
Math. Program., 2011

Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations.
J. Glob. Optim., 2011

Reachability determination in acyclic Petri nets by cell enumeration approach.
Autom., 2011

2010
Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming.
Math. Oper. Res., 2010

On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints.
J. Glob. Optim., 2010

2009
Convergent Lagrangian and domain cut method for nonlinear knapsack problems.
Comput. Optim. Appl., 2009

2008
Convergence properties of augmented Lagrangian methods for constrained global optimization.
Optim. Methods Softw., 2008

2007
On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization.
SIAM J. Optim., 2007

Computing exact solution to nonlinear integer programming: Convergent Lagrangian and objective level cut method.
J. Glob. Optim., 2007

2006
Convergent Lagrangian and Contour Cut Method for Nonlinear Integer Programming with a Quadratic Objective Function.
SIAM J. Optim., 2006

An efficient algorithm for nonlinear integer programming problems arising in series-parallel reliability systems.
Optim. Methods Softw., 2006

A Branch-and-Bound Based Method for Solving Monotone Optimization Problems.
J. Glob. Optim., 2006

Towards Strong Duality in Integer Programming.
J. Glob. Optim., 2006

An exact algorithm for cost minimization in series reliability systems with multiple component choices.
Appl. Math. Comput., 2006

2005
On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization.
SIAM J. Optim., 2005

Exact Algorithm for Concave Knapsack Problems: Linear Underestimation and Partition Method.
J. Glob. Optim., 2005

An Exact Solution Method for Reliability Optimization in Complex Systems.
Ann. Oper. Res., 2005

2001
On the relationship between the integer and continuous solutions of convex programs.
Oper. Res. Lett., 2001

A convexification method for a class of global optimization problems with applications to reliability optimization.
J. Glob. Optim., 2001

Existence of a Saddle Point in Nonconvex Constrained Optimization.
J. Glob. Optim., 2001

Convexification, Concavification and Monotonization in Global Optimization.
Ann. Oper. Res., 2001

2000
Asymptotic Strong Duality for Bounded Integer Programming: A Logarithmic-Exponential Dual Formulation.
Math. Oper. Res., 2000

Success Guarantee of Dual Search in Integer Programming: p-th Power Lagrangian Method.
J. Glob. Optim., 2000


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