Optimization and Control

[1] A block coordinate descent method for regularized multiconvex optimization with applications to nonnegative tensor factorization and completion

Yangyang Xu University of Alabama Wotao Yin UCLA

Numerical Analysis and Scientific Computing Optimization and Control mathscidoc:1703.25019

Gold Award Paper in 2017

SIAM Journal on Imaging Sciences, 6, (3), 1758-1789, 2013
[ Download ] [ 2017-03-14 09:13:41 uploaded by yangyangxu ] [ 3152 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[2] Inventory management for dual sales channels with inventory-level-dependent demand

Li, Tingting Tsinghua University Zhao, Xiaobo Tsinghua University Xie, Jinxing Tsinghua University

Optimization and Control mathscidoc:1611.27007

Journal of the Operational Research Society, 66, 2015
[ Download ] [ 2016-11-28 17:26:14 uploaded by jxie ] [ 2381 downloads ] [ 0 comments ] [ Cited by 4 ] [ Abstract ] [ Full ]
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[3] An efficient algorithm of Yau-Yau method for solving nonlinear filtering problems

Mei-Heng Yueh National Chiao Tung University Wen-Wei Lin National Chiao Tung University Shing-Tung Yau Harvard University

Optimization and Control mathscidoc:1608.27001

Distinguished Paper Award in 2017

Communications in Information and Systems, 14, (2), 111--134, 2014
[ Download ] [ 2016-08-22 15:55:36 uploaded by yueh ] [ 2252 downloads ] [ 0 comments ] [ Cited by 3 ] [ Abstract ] [ Full ]
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[4] An optimal mean-reversion trading rule under a markov chain model

Jingzhi Tie University of Georgia Qing Zhang University of Georgia

Optimization and Control mathscidoc:1702.27002

MATHEMATICAL CONTROL AND RELATED FIELDS, 6, (3), 2016.9
[ Download ] [ 2017-02-02 11:35:22 uploaded by jxztie ] [ 1526 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[5] An efficient numerical method for solving high-dimensional nonlinear filtering problems

Mei-Heng Yueh National Chiao Tung University Wen-Wei Lin National Chiao Tung University Shing-Tung Yau Harvard University

Optimization and Control mathscidoc:1608.27002

Communications in Information and Systems, 14, (4), 243--262, 2014
[ Download ] [ 2016-08-22 16:00:43 uploaded by yueh ] [ 1335 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[6] The risk-averse newsvendor game with competition on demand

Shen, Yuwei Tsinghua University Xie, Jinxing Tsinghua University

Optimization and Control mathscidoc:1611.27006

Journal of Industrial and Management Optimization, 12, (3), 2016
[ Download ] [ 2016-11-28 17:21:44 uploaded by jxie ] [ 1299 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[7] On the Generalized Lanczos Trust-Region Method

Lei-Hong Zhang Shanghai University of Finance and Economics Chungen Shen University of Shanghai for Science and Technology Ren-Cang Li University of Texas at Arlington

Optimization and Control mathscidoc:1703.27002

Distinguished Paper Award in 2018

SIAM Journal on Optimization, 27, (3), 2110-2142, 2017.3
[ Download ] [ 2017-03-22 04:57:35 uploaded by rcli ] [ 1202 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[8] 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 ] [ 1177 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[9] Accelerated first-order primal-dual proximal methods for linearly constrained composite convex programming

Yangyang Xu University of Alabama

Numerical Analysis and Scientific Computing Optimization and Control mathscidoc:1703.25021

SIAM Journal on Optimization, 2017
[ Download ] [ 2017-03-14 09:33:57 uploaded by yangyangxu ] [ 1113 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[10] A New Primal–Dual Algorithm for Minimizing the Sum of Three Functions with a Linear Operator

Ming Yan Michigan State University

Optimization and Control mathscidoc:1804.27003

Journal of Scientific Computing, 76, 1698-1717, 2018
[ Download ] [ 2018-04-09 22:28:35 uploaded by mingyan18 ] [ 1016 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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