Optimization and Control

[16] An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions

Jingzhi Tie University of Georgia Hanqin Zhang National University of Singapore Qing Zhang University of Georgia

Optimization and Control mathscidoc:1702.27001

Journal of Optimization Theory and Applications, 2017
[ Download ] [ 2017-02-02 11:23:38 uploaded by jxztie ] [ 2211 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[17] A semidefinite program approach for computing the maximum eigenvalue of a class of structured tensors and its applications in hypergraphs and copositivity test

Haibin Chen Qufu Normal University, Rizhao, China Yannan Chen South China normal University, China Guoyin Li University of New South Wales Liqun Qi The Hong Kong Polytechnic University,

Numerical Analysis and Scientific Computing Numerical Linear Algebra Optimization and Control mathscidoc:2108.25005

25, (1), e2125, 2018.11
[ Download ] [ 2021-08-23 15:59:49 uploaded by gyli ] [ 2196 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[18] EXTRA: An exact first-order algorithm for decentralized consensus optimization

Wei Shi USTC Qing Ling USTC Gang Wu USTC Wotao Yin UCLA

Optimization and Control mathscidoc:1701.27007

Distinguished Paper Award in 2018

SIAM Journal on Optimization, 2015
[ Download ] [ 2017-01-26 13:24:26 uploaded by qinglingustc ] [ 2165 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[19] Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization

Xiao Wang University of Chinese Academy of Sciences Shiqian Ma University of California, Davis Donald Goldfarb Columbia University Wei Liu Tencent AI Lab

Optimization and Control mathscidoc:2004.27007

SIAM Journal on Optimization, 27, (2), 927-956, 2017.5
[ Download ] [ 2020-04-27 01:35:32 uploaded by concor123 ] [ 2135 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[20] Distributed optimization and statistical learning via the alternating direction method of multipliers

Jianqing Fan Jinchi Lv

Optimization and Control mathscidoc:1912.43419

J. Roy. Statistical Soc. Series B, 70, 849-911, 2011
[ Download ] [ 2019-12-21 11:43:19 uploaded by Jianqing_Fan ] [ 2114 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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