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Robust simulation with likelihood-ratio constrained input uncertainty
Hu, Zhaolin; Hong, L. Jeff - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2350-2367
Persistent link: https://www.econbiz.de/10013362754
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Utility-based shortfall risk : efficient computations via Monte Carlo
Hu, Zhaolin; Zhang, Dali - In: Naval research logistics : an international journal 65 (2018) 5, pp. 378-392
Persistent link: https://www.econbiz.de/10011969327
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Perspective reformulations of semicontinuous quadratically constrained quadratic programs
Zheng, Xiaojin; Pan, Yutong; Hu, Zhaolin - In: INFORMS journal on computing : JOC 33 (2021) 1, pp. 163-179
Persistent link: https://www.econbiz.de/10012496370
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Reference alternatives based knockout-tournament procedure for ranking and selection
Zhong, Ying; Du, Jianzhong; Li, Deng-Feng; Hu, Zhaolin - In: European journal of operational research : EJOR 320 (2025) 3, pp. 628-641
Persistent link: https://www.econbiz.de/10015085336
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Linear rate convergence of the alternating direction method of multipliers for convex composite programming
Han, Deren; Sun, Defeng; Zhang, Liwei - In: Mathematics of operations research 43 (2018) 2, pp. 622-637
Persistent link: https://www.econbiz.de/10011868623
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On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
Zhang, Yule; Zhang, Liwei - In: Operations research letters 44 (2016) 4, pp. 474-478
Persistent link: https://www.econbiz.de/10011535360
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An augmented Lagrangian-type stochastic approximation method for convex stochastic semidefinite programming defined by expectations
Zhang, Yule; Wu, Jia; Zhang, Liwei - In: Operations research letters : a journal of INFORMS … 59 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015358604
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Solving stochastic optimization with expectation constraints efficiently by a stochastic augmented Lagrangian-type algorithm
Zhang, Liwei; Zhang, Yule; Wu, Jia; Xiao, Xiantao - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 2989-3006
Persistent link: https://www.econbiz.de/10014326332
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Stochastic approximation proximal method of multipliers for convex stochastic programming
Zhang, Liwei; Zhang, Yule; Xiao, Xiantao; Wu, Jia - In: Mathematics of operations research 48 (2023) 1, pp. 177-193
Persistent link: https://www.econbiz.de/10014312542
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Alternating direction method of multipliers for linear hyperspectral unmixing
Dai, Yu-Hong; Xu, Fangfang; Zhang, Liwei - In: Mathematical methods of operations research : ZOR 97 (2023) 3, pp. 289-310
Persistent link: https://www.econbiz.de/10014334564