45 citations · 48 across the 9 of their papers we have counts for
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math.OC2018
A New Nonconvex Strategy to Affine Matrix Rank Minimization Problem
Angang Cui, Jigen Peng, Haiyang Li +2
The affine matrix rank minimization (AMRM) problem is to find a matrix of minimum rank that satisfies a given linear system constraint. It has many applications in some important a…
math.OC2018
Sparse Portfolio Selection via Non-convex Fraction Function
Angang Cui, Jigen Peng, Chengyi Zhang +2
In this paper, a continuous and non-convex promoting sparsity fraction function is studied in two sparse portfolio selection models with and without short-selling constraints. Firs…
math.OC2018★ 2 cited
Modified lp-norm regularization minimization for sparse signal recovery
Angang Cui, Jigen Peng, Haiyang Li
In numerous substitution models for the -norm minimization problem , the -norm minimization with have been considered as the most natural c…