1 citations · 1 across the 6 of their papers we have counts for
6 papers
A Two-step Krasnosel'skii-Mann Algorithm with Adaptive Momentum and Its Applications to Image Denoising and Matrix Completion
Yongxin He, Jingyuan Li, Yizun Lin +1
In this paper, we propose a Two-step Krasnosel'skii-Mann (KM) Algorithm (TKMA) with adaptive momentum for solving convex optimization problems arising in image processing. Such opt…
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…
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level
Yizun Lin, Yongxin He, Zhao-Rong Lai
Markowitz's criterion aims to balance expected return and risk when optimizing the portfolio. The expected return level is usually fixed according to the risk appetite of an invest…
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…
A Fast Convergent Ordered-Subsets Algorithm with Subiteration-Dependent Preconditioners for PET Image Reconstruction
Jianfeng Guo, C. Ross Schmidtlein, Andrzej Krol +5
We investigated the imaging performance of a fast convergent ordered-subsets algorithm with subiteration-dependent preconditioners (SDPs) for positron emission tomography (PET) ima…