Yongchao Liu
Orcid: 0000-0001-9955-4414Affiliations:
- Dalian University of Technology, Dalian, China
According to our database1,
Yongchao Liu authored at least 30 papers
between 2007 and 2026.
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Bibliography
2026
Efficient gradient tracking algorithms for distributed optimization problems with inexact communication.
Comput. Optim. Appl., June, 2026
Circuits Syst. Signal Process., April, 2026
Statistical inference for online decision making with Lasso loss function: In a contextual multi-armed bandit setting.
Eur. J. Oper. Res., 2026
Numerical methods for stochastic optimization problems with decision-dependent distributions under large delays.
Comput. Oper. Res., 2026
2025
A Variance-Reduced Aggregation Based Gradient Tracking Method for Distributed Optimization Over Directed Networks.
IEEE Trans. Autom. Control., June, 2025
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure.
Optim. Methods Softw., January, 2025
Piecewise affine decision rules for contextual chance-constrained stochastic programming.
Oper. Res. Lett., 2025
2024
Asymptotic Properties of $\mathcal {S}$-$\mathcal {AB}$ Method With Diminishing Step-Size.
IEEE Trans. Autom. Control., May, 2024
Comput. Optim. Appl., January, 2024
Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method.
Autom., January, 2024
2022
Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem.
SIAM J. Optim., September, 2022
Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization.
Syst. Control. Lett., 2022
Int. Trans. Oper. Res., 2022
2019
Math. Oper. Res., 2019
2018
Partial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of Multipliers.
SIAM J. Numer. Anal., 2018
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods.
Math. Program., 2018
Distributionally robust equilibrium for continuous games: Nash and Stackelberg models.
Eur. J. Oper. Res., 2018
Proceedings of the 2nd International Conference on Computer Science and Application Engineering, 2018
2017
SIAM J. Optim., 2017
Primal-dual hybrid gradient method for distributionally robust optimization problems.
Oper. Res. Lett., 2017
2014
Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints.
SIAM J. Optim., 2014
SIAM J. Optim., 2014
2013
Math. Program., 2013
Asia Pac. J. Oper. Res., 2013
2012
Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints.
J. Optim. Theory Appl., 2012
2011
Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization.
SIAM J. Optim., 2011
Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints.
Math. Oper. Res., 2011
J. Comput. Appl. Math., 2011
Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints.
Asia Pac. J. Oper. Res., 2011
2007
Proceedings of the Fourth International Conference on Fuzzy Systems and Knowledge Discovery, 2007