activity
20202025
most citedComparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model

3 citations · 5 across the 5 of their papers we have counts for

collaborators
Showing 2020 · math.OCShow all

1 paper · 2 filters

math.OC2020★ 2 cited

Block majorization-minimization with diminishing radius for constrained nonsmooth nonconvex optimization

Hanbaek Lyu, Yuchen Li

Block majorization-minimization (BMM) is a simple iterative algorithm for constrained nonconvex optimization that sequentially minimizes majorizing surrogates of the objective func…