25 citations · 37 across the 6 of their papers we have counts for
6 papers
An Optimization Study of Diversification Return Portfolios
Chao Ding, Houduo Qi
The concept of Diversification Return (DR) was introduced by Booth and Fama in 1990s and it has been well studied in the finance literature mainly focusing on the various sources i…
Quadratic Convergence of Smoothing Newton's Method for 0/1 Loss Optimization
Shenglong Zhou, Lili Pan, Naihua Xiu +1
It has been widely recognized that the 0/1 loss function is one of the most natural choices for modelling classification errors, and it has a wide range of applications including s…
A Lagrange-Newton Algorithm for Sparse Nonlinear Programming
Chen Zhao, Naihua Xiu, Hou-Duo Qi +1
The sparse nonlinear programming (SNP) problem has wide applications in signal and image processing, machine learning, pattern recognition, finance and management, etc. However, th…
Global and Quadratic Convergence of Newton Hard-Thresholding Pursuit
Shenglong Zhou, Naihua Xiu, Hou-Duo Qi
Algorithms based on the hard thresholding principle have been well studied with sounding theoretical guarantees in the compressed sensing and more general sparsity-constrained opti…
A Lagrangian Dual Based Approach to Sparse Linear Programming
Chen Zhao, Ziyan Luo, Weiyue Li +2
A sparse linear programming (SLP) problem is a linear programming problem equipped with a sparsity (or cardinality) constraint, which is nonconvex and discontinuous theoretically a…
Convex Optimization Learning of Faithful Euclidean Distance Representations in Nonlinear Dimensionality Reduction
Chao Ding, Hou-Duo Qi
Classical multidimensional scaling only works well when the noisy distances observed in a high dimensional space can be faithfully represented by Euclidean distances in a low dimen…