Fengmin Xu

According to our database, Fengmin Xu authored at least 29 papers between 2003 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Robust enhanced indexation optimization with sparse industry layout constraint.

Zhihua Allen-Zhao, Fengmin Xu, Yu-Hong Dai, Sanyang Liu

Comput. Oper. Res., January, 2024

2023

Data-trading coordination with government subsidy.

Kui Jing, Xin Liu, Fengmin Xu, Donglei Du

J. Glob. Optim., November, 2023

New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact.

Fengmin Xu, Xuepeng Li, Yu-Hong Dai, Meihua Wang

Int. Trans. Oper. Res., 2023

2022

A bi-level programming framework for identifying optimal parameters in portfolio selection.

Kui Jing, Fengmin Xu, Xuepeng Li

Int. Trans. Oper. Res., 2022

2021

On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management.

Zhi-Long Dong, Jiming Peng, Fengmin Xu, Yu-Hong Dai

Int. Trans. Oper. Res., 2021

Sparse portfolio selection with uncertain probability distribution.

Ripeng Huang, Shaojian Qu, Xiaoguang Yang, Fengmin Xu, Zeshui Xu, Wei Zhou

Appl. Intell., 2021

2020

Preface: special issue of MOA 2018.

Ya-Feng Liu, Fengmin Xu, Neng Fan, Jiming Peng

J. Glob. Optim., 2020

Fast algorithms for sparse portfolio selection considering industries and investment styles.

Zhi-Long Dong, Fengmin Xu, Yu-Hong Dai

J. Glob. Optim., 2020

2019

A sparse enhanced indexation model with norm and its alternating quadratic penalty method.

Zhihua Zhao, Fengmin Xu, Meihua Wang, Cheng-Yi Zhang

J. Oper. Res. Soc., 2019

Convergence Revisit on Generalized Symmetric ADMM.

Jianchao Bai, Xiaokai Chang, Jicheng Li, Fengmin Xu

CoRR, 2019

2018

A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization.

Xiaojun Chen, C. T. Kelley, Fengmin Xu, Zaikun Zhang

SIAM J. Sci. Comput., 2018

A sparse enhanced indexation model with chance and cardinality constraints.

Fengmin Xu, Meihua Wang, Yu-Hong Dai, Dachuan Xu

J. Glob. Optim., 2018

A novel method for a class of structured low-rank minimizations with equality constraint.

Jianchao Bai, Jicheng Li, Fengmin Xu, Pingfan Dai

J. Comput. Appl. Math., 2018

Generalized symmetric ADMM for separable convex optimization.

Jianchao Bai, Jicheng Li, Fengmin Xu, Hongchao Zhang

Comput. Optim. Appl., 2018

2017

An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact.

Fengmin Xu, Min Sun, Yuhong Dai

J. Syst. Sci. Complex., 2017

2016

An efficient optimization approach for a cardinality-constrained index tracking problem.

Fengmin Xu, Zhaosong Lu, Zongben Xu

Optim. Methods Softw., 2016

Probabilistic graphical model for detecting spammers in microblog websites.

Zhongming Han, Ke Yang, Fengmin Xu, Dagao Duan

Int. J. Embed. Syst., 2016

2014

Sparse portfolio rebalancing model based on inverse optimization.

Meihua Wang, Fengmin Xu, Guan Wang

Optim. Methods Softw., 2014

A New Portfolio Rebalancing Model with Transaction Costs.

Meihua Wang, Cheng Li, Honggang Xue, Fengmin Xu

J. Appl. Math., 2014

The Local Linear M-Estimation with Missing Response Data.

Shuanghua Luo, Cheng-Yi Zhang, Fengmin Xu

J. Appl. Math., 2014

2013

A hybrid simulated annealing thresholding algorithm for compressed sensing.

Fengmin Xu, Shanhe Wang

Signal Process., 2013

2012

L_1/2 Regularization: A Thresholding Representation Theory and a Fast Solver.

Zongben Xu, Xiangyu Chang, Fengmin Xu, Hai Zhang

IEEE Trans. Neural Networks Learn. Syst., 2012

A mixed 0-1 LP for index tracking problem with CVaR risk constraints.

Meihua Wang, Chengxian Xu, Fengmin Xu, Honggang Xue

Ann. Oper. Res., 2012

2011

A new Lagrangian net algorithm for solving max-bisection problems.

Fengmin Xu, Xusheng Ma, Baili Chen

J. Comput. Appl. Math., 2011

2010

Lower Bound Theory of Nonzero Entries in Solutions of ℓ₂-ℓ_p Minimization.

Xiaojun Chen, Fengmin Xu, Yinyu Ye

SIAM J. Sci. Comput., 2010

2009

A Continuation Approach Using NCP Function for Solving Max-Cut Problem.

Fengmin Xu, Chengxian Xu, Jiuquan Ren

Asia Pac. J. Oper. Res., 2009

2006

A multiple penalty function method for solving Max-Bisection problems.

Fengmin Xu, Chengxian Xu, Honggang Xue

Appl. Math. Comput., 2006

2005

A Continuous Method for Solving Multiuser Detection in CDMA.

Fengmin Xu, Chengxian Xu

Proceedings of the Algorithmic Applications in Management, First International Conference, 2005

2003

A Tight Semidefinite Relaxation of the MAX CUT Problem.

Hongwei Liu, Sanyang Liu, Fengmin Xu

J. Comb. Optim., 2003