Jie Sun

Orcid: 0000-0001-5611-1672

Affiliations:
  • Curtin University, School of EECMS, Perth, Australia
  • Curtin University, Department of Mathematics and Statistics, Bentley, Australia
  • National University of Singapore, Department of Decision Sciences, Singapore


According to our database1, Jie Sun authored at least 91 papers between 1989 and 2025.

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Bibliography

2025
Two inertial proximal coordinate algorithms for a family of nonsmooth and nonconvex optimization problems.
Autom., 2025

2023
On Multistage Pseudomonotone Stochastic Variational Inequalities.
J. Optim. Theory Appl., October, 2023

2022
A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints.
Math. Comput., November, 2022

An Interior Point Parameterized Central Path Following Algorithm for Linearly Constrained Convex Programming.
J. Sci. Comput., 2022

2021
A Minibatch Proximal Stochastic Recursive Gradient Algorithm Using a Trust-Region-Like Scheme and Barzilai-Borwein Stepsizes.
IEEE Trans. Neural Networks Learn. Syst., 2021

Stochastic Variance Reduced Gradient Methods Using a Trust-Region-Like Scheme.
J. Sci. Comput., 2021

An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems.
INFORMS J. Comput., 2021

A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure.
Comput. Optim. Appl., 2021

2020
Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian.
SIAM J. Optim., 2020

Risk minimization, regret minimization and progressive hedging algorithms.
Math. Program., 2020

Solving Lagrangian variational inequalities with applications to stochastic programming.
Math. Program., 2020

A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming.
Math. Program., 2020

A Novel Euler's Elastica-Based Segmentation Approach for Noisy Images Using the Progressive Hedging Algorithm.
J. Math. Imaging Vis., 2020

Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set.
Eur. J. Oper. Res., 2020

A variable metric mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize.
CoRR, 2020

A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms.
Asia Pac. J. Oper. Res., 2020

Preface.
Asia Pac. J. Oper. Res., 2020

2019
Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms.
SIAM J. Optim., 2019

Distributionally robust L<sub>1</sub> -estimation in multiple linear regression.
Optim. Lett., 2019

Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging.
Math. Program., 2019

A Novel Euler's Elastica based Segmentation Approach for Noisy Images via using the Progressive Hedging Algorithm.
CoRR, 2019

2018
A Distributionally Robust Minimum Variance Beamformer Design.
IEEE Signal Process. Lett., 2018

The Convergent Generalized Central Paths for Linearly Constrained Convex Programming.
SIAM J. Optim., 2018

Maximum principle via Malliavin calculus for regular-singular stochastic differential games.
Optim. Lett., 2018

A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints.
Optim. Lett., 2018

Quadratic two-stage stochastic optimization with coherent measures of risk.
Math. Program., 2018

Spectral operators of matrices.
Math. Program., 2018

On the dual representation of coherent risk measures.
Ann. Oper. Res., 2018

2017
A Distributionally Robust Linear Receiver Design for Multi-Access Space-Time Block Coded MIMO Systems.
IEEE Trans. Wirel. Commun., 2017

Robust two-stage stochastic linear optimization with risk aversion.
Eur. J. Oper. Res., 2017

2016
Mean-variance portfolio optimization with parameter sensitivity control.
Optim. Methods Softw., 2016

Dedicated to the memory of Professor Xiaoling Sun (1963-2014).
Optim. Methods Softw., 2016

Proximal Analysis and the Minimal Time Function of a Class of Semilinear Control Systems.
J. Optim. Theory Appl., 2016

2014
Nonsmooth Algorithms and Nesterov's Smoothing Technique for Generalized Fermat-Torricelli Problems.
SIAM J. Optim., 2014

Two-stage stochastic linear programs with incomplete information on uncertainty.
Eur. J. Oper. Res., 2014

Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach.
Comput. Optim. Appl., 2014

2013
Foreword: Special issue on the 8th International Conference on Optimization: Techniques and Applications.
Optim. Methods Softw., 2013

Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management.
J. Glob. Optim., 2013

2012
Minimum recession-compatible subsets of closed convex sets.
J. Glob. Optim., 2012

2011
Subdifferential properties of the minimal time function of linear control systems.
J. Glob. Optim., 2011

A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure.
Comput. Optim. Appl., 2011

2010
Preface: Special section on the 2nd International Conference on Nonlinear Programming with Applications.
Optim. Methods Softw., 2010

From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization.
Oper. Res., 2010

A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs.
Eur. J. Oper. Res., 2010

2008
A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems.
SIAM J. Optim., 2008

The SC<sup>1</sup> property of the squared norm of the SOC Fischer-Burmeister function.
Oper. Res. Lett., 2008

The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming.
Math. Program., 2008

Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras.
Math. Oper. Res., 2008

The toll effect on price of anarchy when costs are nonlinear and asymmetric.
Eur. J. Oper. Res., 2008

2007
High performance quadratic classifier and the application on pendigits recognition.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

2006
Second-Order Sufficient Conditions for Error Bounds in Banach Spaces.
SIAM J. Optim., 2006

A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution.
Optim. Methods Softw., 2006

A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function.
Math. Program., 2006

Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method.
INFORMS J. Comput., 2006

A Robust SQP Method for Mathematical Programs with Linear Complementarity Constraints.
Comput. Optim. Appl., 2006

2005
Strong Semismoothness of the Fischer-Burmeister SDC and SOC Complementarity Functions.
Math. Program., 2005

Error Bounds for Degenerate Cone Inclusion Problems.
Math. Oper. Res., 2005

Quadratic cost flow and the conjugate gradient method.
Eur. J. Oper. Res., 2005

Efficient Algorithms for the Smallest Enclosing Ball Problem.
Comput. Optim. Appl., 2005

2004
A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems.
SIAM J. Optim., 2004

A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs.
SIAM J. Optim., 2004

Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
Math. Program., 2004

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization.
Math. Oper. Res., 2004

A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods.
J. Glob. Optim., 2004

An Analytic Center Cutting Plane Method for Solving Semi-Infinite Variational Inequality Problems.
J. Glob. Optim., 2004

2003
Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems.
Math. Oper. Res., 2003

On the Log-exponential Trajectory of Linear Programming.
J. Glob. Optim., 2003

Solution Methodologies for the Smallest Enclosing Circle Problem.
Comput. Optim. Appl., 2003

Complementarity Functions and Numerical Experiments on Some Smoothing Newton Methods for Second-Order-Cone Complementarity Problems.
Comput. Optim. Appl., 2003

2002
Strong Semismoothness of Eigenvalues of Symmetric Matrices and Its Application to Inverse Eigenvalue Problems.
SIAM J. Numer. Anal., 2002

A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems.
SIAM J. Optim., 2002

An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems.
Math. Oper. Res., 2002

Semismooth Matrix-Valued Functions.
Math. Oper. Res., 2002

A Parametric Approach for a Nonlinear Discrete Location Problem.
J. Comb. Optim., 2002

2001
Analysis of third-party warehousing contracts with commitments.
Eur. J. Oper. Res., 2001

Global Convergence of Conjugate Gradient Methods without Line Search.
Ann. Oper. Res., 2001

Parallel Interior Point Schemes for Solving Multistage Convex Programming.
Ann. Oper. Res., 2001

2000
A Polynomial Cutting Surfaces Algorithm for the Convex Feasibility Problem Defined by Self-Concordant Inequalities.
Comput. Optim. Appl., 2000

1999
On the Rate of Local Convergence of High-Order-Infeasible-Path-Following Algorithms for P*-Linear Complementarity Problems.
Comput. Optim. Appl., 1999

1998
An Analytic Center Based Column Generation Algorithm for Convex Quadratic Feasibility Problems.
SIAM J. Optim., 1998

Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems.
SIAM J. Optim., 1998

1996
On piecewise quadratic Newton and trust region problems.
Math. Program., 1996

A predictor-corrector method for extended linear-quadratic programming.
Comput. Oper. Res., 1996

A convergence analysis for a convex version of Dikin's algorithm.
Ann. Oper. Res., 1996

1994
A trust region algorithm for minimization of locally Lipschitzian functions.
Math. Program., 1994

1993
A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions.
Math. Program., 1993

A nonsmooth version of Newton's method.
Math. Program., 1993

1992
An interior point algorithm of O(Quadrat Root(m) absolute (ln epsilon)) iterations for C-convex programming.
Math. Program., 1992

1991
On computing the center of a convex quadratically constrained set.
Math. Program., 1991

1990
An Algorithm for Convex Quadratic Programming That Requires <i>O</i>(<i>n</i><sup>3.5</sup><i>L</i>) Arithmetic Operations.
Math. Oper. Res., 1990

1989
Tracing the characteristic curve of a quadratic black box.
Networks, 1989


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