1 citations · 1 across the 4 of their papers we have counts for
4 papers
De-singularity Subgradient for the -th-Powered -Norm Weber Location Problem
Zhao-Rong Lai, Xiaotian Wu, Liangda Fang +2
The Weber location problem is widely used in several artificial intelligence scenarios. However, the gradient of the objective does not exist at a considerable set of singular poin…
A Globally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization
Yizun Lin, Zhao-Rong Lai, Cheng Li
The Sharpe ratio is an important and widely-used risk-adjusted return in financial engineering. In modern portfolio management, one may require an m-sparse (no more than m active a…
Autonomous Sparse Mean-CVaR Portfolio Optimization
Yizun Lin, Yangyu Zhang, Zhao-Rong Lai +1
The -constrained mean-CVaR model poses a significant challenge due to its NP-hard nature, typically tackled through combinatorial methods characterized by high computationa…
Globally Optimal Solutions to a Class of Fractional Optimization Problems Based on Proximal Gradient Algorithm
Yizun Lin, Jian-Feng Cai, Zhao-Rong Lai +1
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is charac…