Xiaoling Sun
Affiliations:- Fudan University, Shanghai, China
According to our database1,
Xiaoling Sun
authored at least 41 papers
between 2000 and 2018.
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Bibliography
2018
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method.
INFORMS J. Comput., 2018
2017
SIAM J. Optim., 2017
2014
Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach.
INFORMS J. Comput., 2014
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach.
Comput. Optim. Appl., 2014
2013
Optim. Methods Softw., 2013
Foreword: Special issue on the 8th International Conference on Optimization: Techniques and Applications.
Optim. Methods Softw., 2013
Preface: Special issue of Journal of Global Optimization for the 8th international conference on optimization: techniques and applications.
J. Glob. Optim., 2013
Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems.
J. Glob. Optim., 2013
Comput. Optim. Appl., 2013
An Improved Convex 0-1 quadratic Program Reformulation for Chance-Constrained quadratic Knapsack Problems.
Asia Pac. J. Oper. Res., 2013
2012
J. Glob. Optim., 2012
An exact solution method for unconstrained quadratic 0-1 programming: a geometric approach.
J. Glob. Optim., 2012
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs.
Eur. J. Oper. Res., 2012
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure.
Eur. J. Oper. Res., 2012
2011
SIAM J. Optim., 2011
Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation.
Math. Program., 2011
Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations.
J. Glob. Optim., 2011
Autom., 2011
2010
Math. Oper. Res., 2010
On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints.
J. Glob. Optim., 2010
2009
Comput. Optim. Appl., 2009
2008
Convergence properties of augmented Lagrangian methods for constrained global optimization.
Optim. Methods Softw., 2008
2007
On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization.
SIAM J. Optim., 2007
Computing exact solution to nonlinear integer programming: Convergent Lagrangian and objective level cut method.
J. Glob. Optim., 2007
2006
Convergent Lagrangian and Contour Cut Method for Nonlinear Integer Programming with a Quadratic Objective Function.
SIAM J. Optim., 2006
An efficient algorithm for nonlinear integer programming problems arising in series-parallel reliability systems.
Optim. Methods Softw., 2006
J. Glob. Optim., 2006
An exact algorithm for cost minimization in series reliability systems with multiple component choices.
Appl. Math. Comput., 2006
2005
SIAM J. Optim., 2005
Exact Algorithm for Concave Knapsack Problems: Linear Underestimation and Partition Method.
J. Glob. Optim., 2005
Ann. Oper. Res., 2005
2001
Oper. Res. Lett., 2001
A convexification method for a class of global optimization problems with applications to reliability optimization.
J. Glob. Optim., 2001
J. Glob. Optim., 2001
Ann. Oper. Res., 2001
2000
Asymptotic Strong Duality for Bounded Integer Programming: A Logarithmic-Exponential Dual Formulation.
Math. Oper. Res., 2000
Success Guarantee of Dual Search in Integer Programming: p-th Power Lagrangian Method.
J. Glob. Optim., 2000