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Kecun Zhang
Information about the author Kecun Zhang will soon be added to the site.
Found
4 papers
in total
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Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming
2011
In this paper, we propose a second order interior point algorithm for symmetric cone...
A chance-constrained portfolio selection problem under t-distribution
2007
Aimed at better modeling stock returns and finding robustly optimal investment...
A variant of sequential quadratic programming method for inequality constrained optimization and its global convergence
2006
In this paper, a variant of SQP method for solving inequality constrained optimization...
A successive quadratic programming method that uses new corrections for search directions
1996
In this paper, a successive quadratic programming method for solving general nonlinear...
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