Ai-fan Ling

Publication Activity (10 Years)

Years Active: 2009-2016
Publications (10 Years): 1

Top Topics

Multistage Stochastic

Portfolio Selection

Np Complete Problems

Top Venues

Numer. Algorithms

J. Comput. Appl. Math.

Publications

Ai-fan Ling
An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results. Numer. Algorithms 73 (1) (2016)
Ai-fan Ling, Cheng-Xian Xu
Robust portfolio selection involving options under a " marginal+joint " ellipsoidal uncertainty set. J. Comput. Appl. Math. 236 (14) (2012)
Ai-fan Ling, Cheng-Xian Xu
A new discrete filled function method for solving large scale max-cut problems. Numer. Algorithms 60 (3) (2012)
Ai-fan Ling
Approximation Algorithms for Max 3-Section Using Complex Semidefinite Programming Relaxation. COCOA (2009)