Xiaoqi Yang

Orcid: 0000-0002-5583-4032

Affiliations:
  • Hong Kong Polytechnic University, Department of Applied Mathematics, Hong Kong


According to our database1, Xiaoqi Yang authored at least 67 papers between 1993 and 2023.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2023
Lipschitz-Like Property for Linear Constraint Systems.
J. Optim. Theory Appl., December, 2023

Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives.
SIAM J. Optim., September, 2023

A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems.
SIAM J. Optim., September, 2023

Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression.
J. Glob. Optim., February, 2023

2022
Convergence of Inexact Quasisubgradient Methods with Extrapolation.
J. Optim. Theory Appl., 2022

Interior quasi-subgradient method with non-Euclidean distances for constrained quasi-convex optimization problems in hilbert spaces.
J. Glob. Optim., 2022

2021
Lipschitz-like property relative to a set and the generalized Mordukhovich criterion.
Math. Program., 2021

Fully Piecewise Linear Vector Optimization Problems.
J. Optim. Theory Appl., 2021

Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems.
J. Glob. Optim., 2021

2020
A power penalty method for discrete HJB equations.
Optim. Lett., 2020

A generalized Newton method for a class of discrete-time linear complementarity systems.
Eur. J. Oper. Res., 2020

Power penalty method for solving HJB equations arising from finance.
Autom., 2020

2019
Extended Newton Methods for Multiobjective Optimization: Majorizing Function Technique and Convergence Analysis.
SIAM J. Optim., 2019

Incremental quasi-subgradient methods for minimizing the sum of quasi-convex functions.
J. Glob. Optim., 2019

Sparse estimation via 𝓁<sub>q</sub> optimization method in high-dimensional linear regression.
CoRR, 2019

2018
On error bound moduli for locally Lipschitz and regular functions.
Math. Program., 2018

Power Penalty Approach to American Options Pricing Under Regime Switching.
J. Optim. Theory Appl., 2018

Affine Variational Inequalities on Normed Spaces.
J. Optim. Theory Appl., 2018

2017
Existence of Augmented Lagrange Multipliers for Semi-infinite Programming Problems.
J. Optim. Theory Appl., 2017

Group Sparse Optimization via lp, q Regularization.
J. Mach. Learn. Res., 2017

2016
On Convergence Rates of Linearized Proximal Algorithms for Convex Composite Optimization with Applications.
SIAM J. Optim., 2016

An unconstrained differentiable penalty method for implicit complementarity problems.
Optim. Methods Softw., 2016

Optimality Conditions for Semi-Infinite and Generalized Semi-Infinite Programs Via Lower Order Exact Penalty Functions.
J. Optim. Theory Appl., 2016

2015
First- and Second-Order Necessary Conditions Via Exact Penalty Functions.
J. Optim. Theory Appl., 2015

On Local Coincidence of a Convex Set and its Tangent Cone.
J. Optim. Theory Appl., 2015

Erratum to: A box-constrained differentiable penalty method for nonlinear complementarity problems.
J. Glob. Optim., 2015

A box-constrained differentiable penalty method for nonlinear complementarity problems.
J. Glob. Optim., 2015

On power penalty methods for linear complementarity problems arising from American option pricing.
J. Glob. Optim., 2015

Inexact subgradient methods for quasi-convex optimization problems.
Eur. J. Oper. Res., 2015

2014
Existence of augmented Lagrange multipliers for cone constrained optimization problems.
J. Glob. Optim., 2014

2012
Local Smooth Representations of Parametric Semiclosed Polyhedra with Applications to Sensitivity in Piecewise Linear Programs.
J. Optim. Theory Appl., 2012

Survey on Vector Complementarity Problems.
J. Glob. Optim., 2012

Piecewise Linear Multicriteria Programs: The Continuous Case and Its Discontinuous Generalization.
Oper. Res., 2012

2010
Preface: Special section on the 2nd International Conference on Nonlinear Programming with Applications.
Optim. Methods Softw., 2010

Coordination of supply chains by option contracts: A cooperative game theory approach.
Eur. J. Oper. Res., 2010

2009
Lagrange-Type Functions.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2008
A power penalty method for linear complementarity problems.
Oper. Res. Lett., 2008

A remark on a standard and linear vector network equilibrium problem with capacity constraints.
Eur. J. Oper. Res., 2008

2007
Weak Sharp Minima for Semi-infinite Optimization Problems with Applications.
SIAM J. Optim., 2007

A Lagrange penalty reformulation method for constrained optimization.
Optim. Lett., 2007

Lagrange Multipliers in Nonsmooth Semi-Infinite Optimization Problems.
Math. Oper. Res., 2007

Lagrange Multipliers and Calmness Conditions of Order <i>p</i>.
Math. Oper. Res., 2007

Vector equilibrium problems with elastic demands and capacity constraints.
J. Glob. Optim., 2007

Upper minus total domination in small-degree regular graphs.
Discret. Math., 2007

Regularity and well-posedness of a dual program for convex best <i>C</i><sup>1</sup>-spline interpolation.
Comput. Optim. Appl., 2007

Erratum to "Huard type second-order converse duality for nonlinear programming" [Appl. Math. Lett. 18 (2005) 205-208]
Appl. Math. Lett., 2007

2006
Augmented Lagrangian function, non-quadratic growth condition and exact penalization.
Oper. Res. Lett., 2006

Armijo Newton method for convex best interpolation.
Optim. Methods Softw., 2006

Gap Functions and Existence of Solutions to Generalized Vector Quasi-Equilibrium Problems.
J. Glob. Optim., 2006

On the Smoothing of the Square-Root Exact Penalty Function for Inequality Constrained Optimization.
Comput. Optim. Appl., 2006

2005
Deriving sufficient conditions for global asymptotic stability of delayed neural networks via nonsmooth analysis-II.
IEEE Trans. Neural Networks, 2005

Generalized vector quasi-equilibrium problems.
Math. Methods Oper. Res., 2005

A Nonlinear Scalarization Function and Generalized Quasi-vector Equilibrium Problems.
J. Glob. Optim., 2005

Quadratic cost flow and the conjugate gradient method.
Eur. J. Oper. Res., 2005

Huard type second-order converse duality for nonlinear programming.
Appl. Math. Lett., 2005

Preface.
Ann. Oper. Res., 2005

2004
Minimax portfolio optimization: empirical numerical study.
J. Oper. Res. Soc., 2004

An objective penalty function method for nonlinear programming.
Appl. Math. Lett., 2004

2003
Near-field broadband beamformer design via multidimensional semi-infinite-linear programming techniques.
IEEE Trans. Speech Audio Process., 2003

Semismoothness of Spectral Functions.
SIAM J. Matrix Anal. Appl., 2003

A Unified Augmented Lagrangian Approach to Duality and Exact Penalization.
Math. Oper. Res., 2003

2002
The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function.
Math. Oper. Res., 2002

2000
A characterization of convex function.
Appl. Math. Lett., 2000

1999
Vector network equilibrium problems and nonlinear scalarization methods.
Math. Methods Oper. Res., 1999

1998
Second-order global optimality conditions for convex composite optimization.
Math. Program., 1998

The gap function of a convex multicriteria optimization problem.
Eur. J. Oper. Res., 1998

1993
Convex composite multi-objective nonsmooth programming.
Math. Program., 1993


  Loading...