Author Info
Name
Affiliation
Papers
FENGMIN XU
Institute for Information and System Science and Department of Applied Mathematics, School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, China
19
Collaborators
Citations 
PageRank 
36
120
9.89
Referers 
Referees 
References 
294
218
129
Search Limit
100294
Title
Citations
PageRank
Year
Sparse Portfolio Selection With Uncertain Probability Distribution00.342021
Fast algorithms for sparse portfolio selection considering industries and investment styles00.342020
Preface: special issue of MOA 2018.00.342020
Convergence Revisit On Generalized Symmetric Admm00.342019
A sparse enhanced indexation model with norm and its alternating quadratic penalty method.00.342019
A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization00.342018
A sparse enhanced indexation model with chance and cardinality constraints.00.342018
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact.10.372017
An efficient optimization approach for a cardinality-constrained index tracking problem50.442016
The Local Linear M-Estimation with Missing Response Data.00.342014
Sparse portfolio rebalancing model based on inverse optimization10.362014
L Regularization: A Thresholding Representation Theory and a Fast Solver.210.752012
A mixed 0-1 LP for index tracking problem with CVaR risk constraints.70.462012
A new Lagrangian net algorithm for solving max-bisection problems40.442011
Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization722.732010
A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems80.572009
A multiple penalty function method for solving Max-Bisection problems00.342006
A continuous method for solving multiuser detection in CDMA00.342005
A Tight Semidefinite Relaxation of the MAX CUT Problem10.392003