A globally and quadratically convergent affine scaling method for linear l1 problems. - Thomas F. Coleman; Yuying Li 001 (Math. Program., 1992)

On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds. - Thomas F. Coleman; Yuying Li 001 (Math. Program., 1994)

An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds. - Thomas F. Coleman; Yuying Li 001 (SIAM J. Optim., 1996)

A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables. - Thomas F. Coleman; Yuying Li 001 (SIAM J. Optim., 1996)

A computational algorithm for minimizing total variation in image restoration. - Yuying Li 001; Fadil Santosa (IEEE Trans. Image Process., 1996)

A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum of Euclidean Distances. - Yuying Li 001 (Comput. Optim. Appl., 1998)

A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems. - Mary Ann Branch; Thomas F. Coleman; Yuying Li 001 (SIAM J. Sci. Comput., 1999)

A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints. - Thomas F. Coleman; Yuying Li 001 (Math. Program., 2000)

Segmentation of Pulmonary Nodule Images Using 1-Norm Minimization. - Thomas F. Coleman; Yuying Li 001; Adrian Mariano (Comput. Optim. Appl., 2001)

Hedging a portfolio of derivatives by modeling cost. - Katharyn A. Boyle; Thomas F. Coleman; Yuying Li 001 (CIFEr, 2003)

Estimating a Hedge Fund Return Model Based on a Small Number of Samples. - Dmitriy Levchenkov; Thomas F. Coleman; Yuying Li 001 (INFOR Inf. Syst. Oper. Res., 2009)

Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters. - Somayeh Moazeni; Thomas F. Coleman; Yuying Li 001 (SIAM J. Optim., 2010)

Hierarchical Double Dirichlet Process Mixture of Gaussian Processes. - Aditya Tayal; Pascal Poupart; Yuying Li 001 (AAAI, 2012)

Stable local volatility function calibration using spline kernel. - Thomas F. Coleman; Yuying Li 001; Cheng Wang (Comput. Optim. Appl., 2013)

Regularized robust optimization: the optimal portfolio execution case. - Somayeh Moazeni; Thomas F. Coleman; Yuying Li 001 (Comput. Optim. Appl., 2013)

Primal explicit max margin feature selection for nonlinear support vector machines. - Aditya Tayal; Thomas F. Coleman; Yuying Li 001 (Pattern Recognit., 2014)

Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization. - Shu Tong Tse; Peter A. Forsyth; Yuying Li 001 (SIAM J. Control. Optim., 2014)

RankRC: Large-Scale Nonlinear Rare Class Ranking. - Aditya Tayal; Thomas F. Coleman; Yuying Li 001 (IEEE Trans. Knowl. Data Eng., 2015)

Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy. - Somayeh Moazeni; Thomas F. Coleman; Yuying Li 001 (Ann. Oper. Res., 2016)

Convergence of the embedded mean-variance optimal points with discrete sampling. - Duy-Minh Dang; Peter A. Forsyth; Yuying Li 001 (Numerische Mathematik, 2016)

Projection Free Rank-Drop Steps. - Edward Cheung; Yuying Li 001 (IJCAI, 2017)

Self-training with adaptive regularization for S3VM. - Edward Cheung; Yuying Li 001 (IJCNN, 2017)

Solving Separable Nonsmooth Problems Using Frank-Wolfe with Uniform Affine Approximations. - Edward Cheung; Yuying Li 001 (IJCAI, 2018)

Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking. - Aditya Tayal; Thomas F. Coleman; Yuying Li 001 (Data Min. Knowl. Discov., 2018)

Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection. - Haofan Zhang; Ke Nian; Thomas F. Coleman; Yuying Li 001 (Int. J. Data Sci. Anal., 2020)

Regime switching model estimation: spectral clustering hidden Markov model. - Kai Zheng; Yuying Li 001; Weidong Xu (Ann. Oper. Res., 2021)

Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. - Chendi Ni; Yuying Li 001; Peter A. Forsyth (CoRR, 2023)

Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach. - Pieter M. van Staden; Peter A. Forsyth; Yuying Li 001 (SIAM J. Financial Math., 2023)

Across-time risk-aware strategies for outperforming a benchmark. - Pieter M. van Staden; Peter A. Forsyth; Yuying Li 001 (Eur. J. Oper. Res., 2024)