Members
- Prof. W.K. Ching
Mathematical modeling, applied computing, optimization
- Prof. X. Yuan
Optimization (theory, algorithm design and applications)
- Prof. W. Zang
Combinatorics and optimization
- Dr. Z. Qu
Operations research, optimal control and optimization
- Dr. S.P. Yung
Control theory, partial differential equations, financial mathematics
Conferences and Workshops
Selected Publications
- Melkman A., Cheng X., Ching W.K., Akutsu T., Identifying a Probabilistic Boolean Threshold Network from Samples, IEEE Transactions on Neural Networks and Learning Systems, 29 (2018), p.869-881
- Cheng X., Tamura T., Ching W.K., Akutsu T., Discrimination of singleton and periodic attractors in Boolean, Automatica, 84 (2018), p.205-213
- Zhu D., Xie Y., Ching W.K., Siu T., Optimal portfolios with maximum Value-at-Risk constraint under a hidden Markovian regime-switching model, Automatica, 74 (2016), p.194-205
- Huang X., Gu J., Ching W.K., Siu T., Impact of secondary market on consumer return policies and supply chain coordination, Omega, 45 (2014), p.57-70
- Liu Y., Yuan X.M., Zeng S. and Zhang J., Partial error bound conditions for the linear convergence rate of the alternating direction method of multipliers, SIAM Journal on Numerical Analysis, 56 (2018), p.2095-2123
- He B.S., Tao M. and Yuan X.M., Convergence rate and iteration complexity on the alternating direction method of multipliers with a substitution procedure for separable convex programming, Mathematics of Operations Research, 42 (2017), p. 662-691
- Chen C., He B.S., Ye Y.Y. and Yuan X.M., The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent, Mathematical Programming, 155 (2016), p.57-79
- Corman E. and Yuan X.M., A generalized proximal point algorithm and its convergence rate, SIAM Journal on Optimization, 24 (2014), p.1614-1638
- G. Ding, L. Tan, W. Zang, When is the matching polytope box-totally dual integral?, Mathematics of Operations Research, 43 (2018), p.64-99
- G. Ding, W. Zang, Q. Zhao, On box-perfect graphs, Journal of Combinatorial Theory Series B, 128 (2018), p.17-46
- Q. Chen, X. Chen, W. Zang, A polyhedral description of kernels, Mathematics of Operations Research, 41 (2016), p.969-990
- Z. Chen, J. Ma, W. Zang, Coloring digraphs with forbidden cycles, Journal of Combinatorial Theory Series B, 115 (2015), p.210-223
- Zheng Qu and Peter Richtárik, Coordinate descent with arbitrary sampling II: expected separable overapproximation, Optimization Methods and Software, 31 (2016), p.858-884
- Zheng Qu and Peter Richtárik, Coordinate descent with arbitrary sampling I: algorithms and complexity, Optimization Methods and Software, 31 (2016), p.829-857
- Zheng Qu, Contraction of Riccati flows to the convergence analysis of a max-plus curse of dimensionality free method, SIAM Journal on Control and Optimization , 52 (2015), p.2677-2706
- Stephane Gaubert and Zheng Qu, The contraction rate in Thompson's part metric of order-preserving flows on a cone - application to generalized Riccati equations, Journal of Differential Equations, 256 (2014), p.2902-2948
- A. Bensoussan, K.J. Sung, S.C.P. Yam and S.P. Yung, Linear-Quadratic Mean Field Games, Journal of Optimization Theory and Applications, 169 (2015), p.496-529
- A. Bensoussan, K.C.R. Wong, S.C.P. Yam and S.P. Yung, Time-Consistent Portfolio Selection Under Short-Selling Prohibition: from Discrete to Continuous Setting, SIAM Journal on Financial Mathematics, 5 (2014), p.153-190
- J.A. Wright, S.C.P. Yam and S.P. Yung, A test for the equality of multiple Sharpe ratios, Journal of Risk, 16 (2014), p.3-21
Operations Research Group (ORG)