Xuefei Ma

SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization

Dan Li, Shuang Chen, L. Pang, 2016, Mathematical Methods of Operations Research.

Constrained Nonconvex Nonsmooth Optimization via Proximal Bundle Method

Liping Pang, Xuefei Ma, Jie Shen, 2014, Journal of Optimization Theory and Applications.