Fengmin Xu

发表

Lower Bound Theory of Nonzero Entries in Solutions of ℓ2-ℓp Minimization

Y. Ye, Xiaojun Chen, Fengmin Xu, 2010, SIAM J. Sci. Comput..

An Efficient Method for Convex Constrained Rank Minimization Problems Based on DC Programming

Fengmin Xu, Wanping Yang, Jinkai Zhao, 2016 .

A Branch-and-Bound Algorithm Embedded with DCA for DC Programming

Fengmin Xu, Chengxian Xu, Meihua Wang, 2012 .

Sparse Index Tracking Based On $L_{1/2}$ Model And Algorithm

Fengmin Xu, Zongben Xu, Honggang Xue, 2015, 1506.05867.

Accelerated method for optimization over density matrices in quantum state estimation

Fengmin Xu, Jicheng Li, Jianchao Bai, 2018 .

Adaptive projected gradient thresholding methods for constrained l0 problems

Fengmin Xu, Zhihua Zhao, Xiangyang Li, 2015, Science China Mathematics.

Adaptive projected gradient thresholding methods for constrained l0 problems

Fengmin Xu, Zhihua Zhao, Xiangyang Li, 2015, Science China Mathematics.

Robust portfolio rebalancing with cardinality and diversification constraints

Donglei Du, Wang Meihua, Fengmin Xu, 2021, Quantitative Finance.

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

Xiaojun Chen, C. T. Kelley, Fengmin Xu, 2018, SIAM J. Sci. Comput..

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

Kui Jing, Fengmin Xu, Xuepeng Li, 2020, Int. Trans. Oper. Res..

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

Zhihua Zhao, Fengmin Xu, Cheng-Yi Zhang, 2019, J. Oper. Res. Soc..

$L_{1/2}$ Regularization: A Thresholding Representation Theory and a Fast Solver

Zongben Xu, Xiangyu Chang, Fengmin Xu, 2012, IEEE Transactions on Neural Networks and Learning Systems.

Robust enhanced indexation with ESG: An empirical study in the Chinese Stock Market

Fengmin Xu, Xuepeng Li, Kui Jing, 2021, Economic Modelling.

A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems

Cheng-Xian Xu, Ai-Fan Ling, Feng-Min Xu, 2009, Eur. J. Oper. Res..

Sparse portfolio selection with uncertain probability distribution

Zeshui Xu, Xiaoguang Yang, Wei Zhou, 2021, Applied Intelligence.

A sparse enhanced indexation model with chance and cardinality constraints

Dachuan Xu, Fengmin Xu, Yu-Hong Dai, 2017, Journal of Global Optimization.

Generalized symmetric ADMM for separable convex optimization

Hongchao Zhang, Fengmin Xu, Jianchao Bai, 2017, Computational Optimization and Applications.

Convergence revisit on generalized symmetric ADMM

Fengmin Xu, Xiaokai Chang, Jianchao Bai, 2019, Optimization.

Fast algorithms for sparse portfolio selection considering industries and investment styles

Fengmin Xu, Yu-Hong Dai, Zhi-Long Dong, 2020, Journal of Global Optimization.

Efficient Projected Gradient Methods for L 0 Constrained Optimization

Fengmin Xu, Yuhong Dai, Zongben Xu, 2021 .

A Sparse Enhanced Indexation Model with L 1/2 Norm and Its Alternating Quadratic Penalty Method

Fengmin Xu, Meihua Wang, Zhihua Zhao, 2021 .

A hybrid hard thresholding algorithm for compressed sensing

Fengmin Xu, Zongben Xu, Shanhe Wang, 2011, 2011 IEEE 3rd International Conference on Communication Software and Networks.

$L_{1/2}$ Regularization: A Thresholding Representation Theory and a Fast Solver

Fengmin Xu, Zongben Xu, Hai Zhang, 2012, IEEE Transactions on Neural Networks and Learning Systems.

Sparse portfolio rebalancing model based on inverse optimization

Guan Wang, Fengmin Xu, Meihua Wang, 2014, Optim. Methods Softw..

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

Zongben Xu, Zhaosong Lu, Fengmin Xu, 2015, Optim. Methods Softw..

An index tracking model with stratified sampling and optimal allocation

Fengmin Xu, Yu-Hong Dai, Meihua Wang, 2018 .

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

Fengmin Xu, Chengxian Xu, Meihua Wang, 2012, Ann. Oper. Res..

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

Jiming Peng, Yu-Hong Dai, Zhi-Long Dong, 2021, Int. Trans. Oper. Res..

A hybrid simulated annealing thresholding algorithm for compressed sensing

Fengmin Xu, Shanhe Wang, Fengmin Xu, 2013, Signal Process..

Efficient projected gradient methods for cardinality constrained optimization

Fengmin Xu, Yuhong Dai, Zongben Xu, 2018, Science China Mathematics.

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

Fengmin Xu, Jianchao Bai, Jicheng Li, 2018, J. Comput. Appl. Math..

A New Portfolio Rebalancing Model with Transaction Costs

Cheng Li, Fengmin Xu, Meihua Wang, 2014, J. Appl. Math..