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Journal Articles
- 2024
[j8]Zhongming Wu, Guoyu Xie, Zhili Ge, Valentina De Simone
:
Nonconvex multi-period mean-variance portfolio optimization. Ann. Oper. Res. 332(1): 617-644 (2024)- [j7]Zhongming Wu, Kexin Sun, Zhili Ge, Zhihua Allen-Zhao, Tieyong Zeng:
Sparse portfolio optimization via ℓ1 over ℓ2 regularization. Eur. J. Oper. Res. 319(3): 820-833 (2024) - [j6]Xin Zhang, Jingya Chang, Zhili Ge, Zhou Sheng:
A family of gradient methods using Householder transformation with application to hypergraph partitioning. Numer. Algorithms 95(2): 897-927 (2024) - 2023
- [j5]Zhili Ge, Zhongming Wu, Xin Zhang, Qin Ni:
An extrapolated proximal iteratively reweighted method for nonconvex composite optimization problems. J. Glob. Optim. 86(4): 821-844 (2023) - 2021
- [j4]Xin Zhang, Qin Ni, Zhou Sheng, Zhili Ge:
Computing the largest H-eigenvalue of large-scale tensors generated from directed hypergraphs. Comput. Appl. Math. 40(5) (2021) - 2020
- [j3]Xiaomei Dong, Xingju Cai, Deren Han, Zhili Ge:
Solving a Class of Variational Inequality Problems with a New Inexact Strategy. Asia Pac. J. Oper. Res. 37(1): 1950038:1-1950038:20 (2020) - [j2]Xin Zhang, Qin Ni, Zhili Ge:
A convergent Newton algorithm for computing Z-eigenvalues of an almost nonnegative irreducible tensor. Optim. Methods Softw. 35(2): 377-393 (2020) - 2018
- [j1]Zhili Ge, Deren Han, Qin Ni, David Z. W. Wang:
An operator splitting method for monotone variational inequalities with a new perturbation strategy. Optim. Lett. 12(1): 103-122 (2018)
Coauthor Index
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