Luo, Hezhi; Ding, Xiaodong; Peng, Jiming; Jiang, Rujun; Li, Duan Complexity results and effective algorithms for worst-case linear optimization under uncertainties. (English) Zbl 07362310 INFORMS J. Comput. 33, No. 1, 180-197 (2021). MSC: 90Cxx PDFBibTeX XMLCite \textit{H. Luo} et al., INFORMS J. Comput. 33, No. 1, 180--197 (2021; Zbl 07362310) Full Text: DOI
Luo, Hezhi; Bai, Xiaodi; Lim, Gino; Peng, Jiming New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation. (English) Zbl 1411.90251 Math. Program. Comput. 11, No. 1, 119-171 (2019). MSC: 90C20 90C22 90C26 PDFBibTeX XMLCite \textit{H. Luo} et al., Math. Program. Comput. 11, No. 1, 119--171 (2019; Zbl 1411.90251) Full Text: DOI
Luo, Hezhi; Bai, Xiaodi; Peng, Jiming Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods. (English) Zbl 1409.90130 J. Optim. Theory Appl. 180, No. 3, 964-992 (2019). MSC: 90C20 90C22 90C26 PDFBibTeX XMLCite \textit{H. Luo} et al., J. Optim. Theory Appl. 180, No. 3, 964--992 (2019; Zbl 1409.90130) Full Text: DOI
Chen, Jingnan; Feng, Liming; Peng, Jiming Optimal deleveraging with nonlinear temporary price impact. (English) Zbl 1346.91200 Eur. J. Oper. Res. 244, No. 1, 240-247 (2015). MSC: 91G10 90C20 90C90 PDFBibTeX XMLCite \textit{J. Chen} et al., Eur. J. Oper. Res. 244, No. 1, 240--247 (2015; Zbl 1346.91200) Full Text: DOI
Chen, Xin; Peng, Jiming; Zhang, Shuzhong Sparse solutions to random standard quadratic optimization problems. (English) Zbl 1305.90323 Math. Program. 141, No. 1-2 (A), 273-293 (2013). Reviewer: Maxim Ivanov Todorov (San Andres Cholula) MSC: 90C20 90C26 60A99 PDFBibTeX XMLCite \textit{X. Chen} et al., Math. Program. 141, No. 1--2 (A), 273--293 (2013; Zbl 1305.90323) Full Text: DOI
Salahi, Maziar; Sotirov, Renata; Terlaky, Tamás [Castro, J.; Illés, T.; Jarre, F.; Nemirovski, A.; Peng, J.; Vanderbei, R. J.] On self-regular IPMs (with comments and rejoinder). (English) Zbl 1138.90039 Top 12, No. 2, 209-300 (2004). Reviewer: Olaf Ninnemann (Berlin) MSC: 90C51 90-02 90C05 90C22 PDFBibTeX XMLCite \textit{M. Salahi} et al., Top 12, No. 2, 209--300 (2004; Zbl 1138.90039) Full Text: DOI
Peng, Jiming; Terlaky, Tamás A dynamic large-update primal-dual interior-point method for linear optimization. (English) Zbl 1032.90019 Optim. Methods Softw. 17, No. 6, 1077-1104 (2002). MSC: 90C05 90C60 90C51 PDFBibTeX XMLCite \textit{J. Peng} and \textit{T. Terlaky}, Optim. Methods Softw. 17, No. 6, 1077--1104 (2002; Zbl 1032.90019) Full Text: DOI
Peng, Jiming; Roos, Cornelis; Terlaky, Tamás A new class of polynomial primal-dual methods for linear and semidefinite optimization. (English) Zbl 1058.90037 Eur. J. Oper. Res. 143, No. 2, 234-256 (2002). MSC: 90C05 90C22 90C51 PDFBibTeX XMLCite \textit{J. Peng} et al., Eur. J. Oper. Res. 143, No. 2, 234--256 (2002; Zbl 1058.90037) Full Text: DOI
Peng, J.; Roos, C.; Terlaky, T. New complexity analysis of the primal-dual method for semidefinite optimization based on the Nesterov-Todd direction. (English) Zbl 1009.90081 J. Optimization Theory Appl. 109, No. 2, 327-343 (2001). Reviewer: Srinivas Raghava Mohan (New Delhi) MSC: 90C22 90C60 90C51 PDFBibTeX XMLCite \textit{J. Peng} et al., J. Optim. Theory Appl. 109, No. 2, 327--343 (2001; Zbl 1009.90081) Full Text: DOI