Hou-Duo Qi
University of Southampton
H-index: 29
Europe-United Kingdom
Top articles of Hou-Duo Qi
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Error bounds for rank-one DNN reformulation of QAP and DC exact penalty approach | arXiv preprint arXiv:2403.11210 | Yitian Qian Shaohua Pan Shujun Bi Houduo Qi | 2024/3/17 |
Sparse SVM with Hard-Margin Loss: a Newton-Augmented Lagrangian Method in Reduced Dimensions | arXiv preprint arXiv:2307.16281 | Penghe Zhang Naihua Xiu Hou-Duo Qi | 2023/7/30 |
Geometric characterization of maximum diversification return portfolio via Rao’s quadratic entropy | SIAM Journal on Financial Mathematics | Hou-Duo Qi | 2023/6/30 |
iNALM: An inexact Newton Augmented Lagrangian Method for Zero-One Composite Optimization | arXiv preprint arXiv:2306.08991 | Penghe Zhang Naihua Xiu Hou-Duo Qi | 2023/6/15 |
An Optimization Study of Diversification Return Portfolios | arXiv preprint arXiv:2303.01657 | Chao Ding Houduo Qi | 2023/3/3 |
Perturbation analysis of the euclidean distance matrix optimization problem and its numerical implications | Computational Optimization and Applications | Shaoyan Guo Hou-Duo Qi Liwei Zhang | 2023/12 |
A Lagrange–Newton algorithm for sparse nonlinear programming | Mathematical Programming | Chen Zhao Naihua Xiu Houduo Qi Ziyan Luo | 2022/9 |
A penalized method of alternating projections for weighted low-rank hankel matrix optimization | Mathematical Programming Computation | Jian Shen Jein-Shan Chen Hou-Duo Qi Naihua Xiu | 2022/9 |
Optimal portfolio selections via -norm regularization | Computational Optimization and Applications | Hongxin Zhao Lingchen Kong Hou-Duo Qi | 2021/12 |
On the long-only minimum variance portfolio under single factor model | Operations Research Letters | Hou-Duo Qi | 2021/9/1 |
Quadratic convergence of smoothing Newton's method for 0/1 loss optimization | SIAM Journal on Optimization | Shenglong Zhou Lili Pan Naihua Xiu Houduo Qi | 2021/12/13 |
Global and quadratic convergence of Newton hard-thresholding pursuit | Journal of Machine Learning Research | Shenglong Zhou Naihua Xiu Hou-Duo Qi | 2021 |
The decompositions with respect to two core non-symmetric cones | Journal of Global Optimization | Yue Lu Ching-Yu Yang Jein-Shan Chen Hou-Duo Qi | 2020/1 |
Robust Euclidean embedding via EDM optimization | Mathematical Programming Computation | Shenglong Zhou Naihua Xiu Hou-Duo Qi | 2020 |
Co-Authors
