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New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Wang, Meihua
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
augmented Lagrangian algorithm
equity and liability
optimal portfolio liquidation
price impact
A proximal DC approach for quadratic assignment problem
期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2021, 页码: 27
作者:
Jiang, Zhuoxuan
;
Zhao, Xinyuan
;
Ding, Chao
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  |  
浏览/下载:13/0
  |  
提交时间:2021/04/26
Quadratic assignment problem
Doubly nonnegative programming
Augmented Lagrangian method
Rank constraint
A class of smooth exact penalty function methods for optimization problems with orthogonality constraints
期刊论文
OPTIMIZATION METHODS & SOFTWARE, 2020, 页码: 37
作者:
Xiao, Nachuan
;
Liu, Xin
;
Yuan, Ya-xiang
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  |  
浏览/下载:16/0
  |  
提交时间:2021/01/14
Orthogonality constraint
Stiefel manifold
augmented Lagrangian method
Distributed LCMV beamformer design by randomly permuted ADMM
期刊论文
DIGITAL SIGNAL PROCESSING, 2020, 卷号: 106, 页码: 9
作者:
Li, Zhibao
;
Yiu, Ka Fai Cedric
;
Dai, Yu-Hong
;
Nordholm, Sven
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  |  
浏览/下载:13/0
  |  
提交时间:2021/01/14
Distributed LCMV beamformer
Speech enhancement
Blockwise optimization
ADMM
Random permutation
A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and beyond
期刊论文
Asia-Pacific Journal of Operational Research, 2020, 卷号: 37, 期号: 4
作者:
Chen, Liang
;
Chang, Xiaokai
;
Liu, Sanyang
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  |  
浏览/下载:9/0
  |  
提交时间:2020/11/14
Constrained optimization
Convex optimization
Alternating direction method of multipliers
Augmented Lagrangian functions
Convex optimization problems
Douglas-rachford splitting
Maximal monotone operators
Proximal point algorithm
Quadratic programming problems
Quadratic semidefinite programming
Generalized Latent Multi-View Subspace Clustering
期刊论文
IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 2020, 卷号: 42, 期号: 1, 页码: 86-99
作者:
Zhang, Changqing
;
Fu, Huazhu
;
Hu, Qinghua
;
Cao, Xiaochun
;
Xie, Yuan
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  |  
浏览/下载:28/0
  |  
提交时间:2020/03/30
Clustering methods
Correlation
Electronic mail
Neural networks
Task analysis
Clustering algorithms
Minimization
Multi-view clustering
subspace clustering
latent representation
neural networks
Plug-and-Play Based Optimization Algorithm for New Crime Density Estimation
期刊论文
JOURNAL OF COMPUTER SCIENCE AND TECHNOLOGY, 2019, 卷号: 34, 期号: 2, 页码: 476-493
作者:
Feng, Xiang-Chu
;
Zhao, Chen-Ping
;
Peng, Si-Long
;
Hu, Xi-Yuan
;
Ouyang, Zhao-Wei
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  |  
浏览/下载:47/0
  |  
提交时间:2019/07/12
crime density estimation
augmented Lagrangian strategy
Plug-and-Play
filtering operator
Improving the image reconstruction quality of compressed ultrafast photography via an augmented Lagrangian algorithm
期刊论文
JOURNAL OF OPTICS, 2019, 卷号: 21, 期号: 3
作者:
Yang, Chengshuai
;
Qi, Dalong
;
Cao, Fengyan
;
He, Yilin
;
Wang, Xing
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  |  
浏览/下载:67/0
  |  
提交时间:2019/03/14
compressed ultrafast photography
computational imaging
compressed sensing
augmented Lagrangian
FastDeRain: A Novel Video Rain Streak Removal Method Using Directional Gradient Priors
期刊论文
IEEE Transactions on Image Processing, 2019, 卷号: 28, 页码: 2089-2102
作者:
Jiang, Tai-Xiang
;
Huang, Ting-Zhu
;
Zhao, Xi-Le
;
Deng, Liang-Jian
;
Wang, Yao
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  |  
浏览/下载:12/0
  |  
提交时间:2019/11/19
Histograms
Indexes
Machine learning
Rain
split augmented Lagrangian shrinkage algorithm (SALSA).
Task analysis
Tensile stress
TV
unidirectional total variation
video rain streak removal
Multi-view spectral clustering via partial sum minimisation of singular values
期刊论文
ELECTRONICS LETTERS, 2019, 卷号: 55, 页码: 314-315
作者:
Zhai, Ling
;
Zhu, Jihua
;
Zheng, Qinghai
;
Pang, Shanmin
;
Li, Zhongyu
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  |  
浏览/下载:33/0
  |  
提交时间:2019/11/19
singular values
pattern clustering
graph theory
single view
common normalised graph Laplacian
low rank
sparse matrices
augmented Lagrangian multiplier algorithm
common Laplacian
robust multiview spectral clustering approach
partial sum minimisation
low-rank Laplacian
multiview clustering results
matrix decomposition
optimisation
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