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Dynamic Trading with Reference Point Adaptation and Loss Aversion
We formalize the reference point adaptation process by relating it to a way people...
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
While our society began to recognize the importance to balance the risk performance...
A polynomial case of the cardinality‐constrained quadratic optimization problem
We propose in this paper a fixed parameter polynomial algorithm for the...
Tightening a copositive relaxation for standard quadratic optimization problems
We focus in this paper the problem of improving the semidefinite programming (SDP)...
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure
We present in this paper an improved estimation of duality gap between binary...
Time Consistency Issue in Multi-Objective Optimization
When the conditions for applying Bellman's principle of optimality hold, the...
Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming
We investigate in this paper the Lagrangian duality properties of linear equality...
Unified theory of augmented Lagrangian methods for constrained global optimization
We classify in this paper different augmented Lagrangian functions into three unified...
Channel coordination in supply chains with agents having mean–variance objectives
This paper investigates the issues of channel coordination in a supply chain when the...
Quick response policy with Bayesian information updates
In this paper we investigate the quick response (QR) policy with different Bayesian...
Generalized nonlinear Lagrangian formulation for bounded integer programming
Several nonlinear Lagrangian formulations have been recently proposed for bounded...
An exact solution method for reliability optimization in complex systems
Systems reliability plays an important part in systems design, operation and...
Optimal single ordering policy with multiple delivery modes and Bayesian information updates
We investigate in this paper a retailer's optimal single ordering policy with multiple...
Optimal returns policy for supply chain with e-marketplace
We study in this paper a supply chain which is integrated by a returns policy. In the...
A nonlinear Lagrangian dual for integer programming
Nonlinear Lagrangian theory offers a success guarantee for the dual search via...
Zero duality gap in integer programming: P-norm surrogate constraint method
A p -norm surrogate constraint method is proposed for integer programming. A single...
pth power Lagrangian method for integer programming
When does there exist an optimal generating Lagrangian multiplier vector (that...
Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization
In multiobjective optimization, the trade-off information between different objective...
Probabilistic linear programming problems with exponential random variables: A technical note
A method for solving probabilistic linear programming problems with exponential random...
Exact determination and sensitivity analysis of a risk measure of extreme events
A conditional expectation can be used to measure the risk of extreme events....
The uncertainty sensitivity index method (USIM) & its extension
This article deals with optimization problems that have some uncertain parameters with...
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