Fengmin Xu

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 17

Top Topics

Portfolio Selection

Rank Minimization

Augmented Lagrangian

Top Venues

J. Glob. Optim.

Int. Trans. Oper. Res.

Optim. Methods Softw.

Publications

Zhihua Allen-Zhao, Fengmin Xu, Yu-Hong Dai, Sanyang Liu
Robust enhanced indexation optimization with sparse industry layout constraint. Comput. Oper. Res. 161 (2024)
Fengmin Xu, Xuepeng Li, Yu-Hong Dai, Meihua Wang
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact. Int. Trans. Oper. Res. 30 (5) (2023)
Kui Jing, Xin Liu, Fengmin Xu, Donglei Du
Data-trading coordination with government subsidy. J. Glob. Optim. 87 (2) (2023)
Kui Jing, Fengmin Xu, Xuepeng Li
A bi-level programming framework for identifying optimal parameters in portfolio selection. Int. Trans. Oper. Res. 29 (1) (2022)
Zhi-Long Dong, Jiming Peng, Fengmin Xu, Yu-Hong Dai
On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management. Int. Trans. Oper. Res. 28 (6) (2021)
Ripeng Huang, Shaojian Qu, Xiaoguang Yang, Fengmin Xu, Zeshui Xu, Wei Zhou
Sparse portfolio selection with uncertain probability distribution. Appl. Intell. 51 (10) (2021)
Ya-Feng Liu, Fengmin Xu, Neng Fan, Jiming Peng
Preface: special issue of MOA 2018. J. Glob. Optim. 76 (4) (2020)
Zhi-Long Dong, Fengmin Xu, Yu-Hong Dai
Fast algorithms for sparse portfolio selection considering industries and investment styles. J. Glob. Optim. 78 (4) (2020)
Zhihua Zhao, Fengmin Xu, Meihua Wang, Cheng-Yi Zhang
A sparse enhanced indexation model with norm and its alternating quadratic penalty method. J. Oper. Res. Soc. 70 (3) (2019)
Jianchao Bai, Xiaokai Chang, Jicheng Li, Fengmin Xu
Convergence Revisit on Generalized Symmetric ADMM. CoRR (2019)
Xiaojun Chen, C. T. Kelley, Fengmin Xu, Zaikun Zhang
A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization. SIAM J. Sci. Comput. 40 (4) (2018)
Jianchao Bai, Jicheng Li, Fengmin Xu, Hongchao Zhang
Generalized symmetric ADMM for separable convex optimization. Comput. Optim. Appl. 70 (1) (2018)
Jianchao Bai, Jicheng Li, Fengmin Xu, Pingfan Dai
A novel method for a class of structured low-rank minimizations with equality constraint. J. Comput. Appl. Math. 330 (2018)
Fengmin Xu, Meihua Wang, Yu-Hong Dai, Dachuan Xu
A sparse enhanced indexation model with chance and cardinality constraints. J. Glob. Optim. 70 (1) (2018)
Fengmin Xu, Min Sun, Yuhong Dai
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact. J. Syst. Sci. Complex. 30 (5) (2017)
Zhongming Han, Ke Yang, Fengmin Xu, Dagao Duan
Probabilistic graphical model for detecting spammers in microblog websites. Int. J. Embed. Syst. 8 (1) (2016)
Fengmin Xu, Zhaosong Lu, Zongben Xu
An efficient optimization approach for a cardinality-constrained index tracking problem. Optim. Methods Softw. 31 (2) (2016)
Meihua Wang, Fengmin Xu, Guan Wang
Sparse portfolio rebalancing model based on inverse optimization. Optim. Methods Softw. 29 (2) (2014)
Meihua Wang, Cheng Li, Honggang Xue, Fengmin Xu
A New Portfolio Rebalancing Model with Transaction Costs. J. Appl. Math. 2014 (2014)
Shuanghua Luo, Cheng-Yi Zhang, Fengmin Xu
The Local Linear M-Estimation with Missing Response Data. J. Appl. Math. 2014 (2014)
Fengmin Xu, Shanhe Wang
A hybrid simulated annealing thresholding algorithm for compressed sensing. Signal Process. 93 (6) (2013)
Zongben Xu, Xiangyu Chang, Fengmin Xu, Hai Zhang
Regularization: A Thresholding Representation Theory and a Fast Solver. IEEE Trans. Neural Networks Learn. Syst. 23 (7) (2012)
Meihua Wang, Chengxian Xu, Fengmin Xu, Honggang Xue
A mixed 0-1 LP for index tracking problem with CVaR risk constraints. Ann. Oper. Res. 196 (1) (2012)
Fengmin Xu, Xusheng Ma, Baili Chen
A new Lagrangian net algorithm for solving max-bisection problems. J. Comput. Appl. Math. 235 (13) (2011)
Xiaojun Chen, Fengmin Xu, Yinyu Ye
Minimization. SIAM J. Sci. Comput. 32 (5) (2010)
Fengmin Xu, Chengxian Xu, Jiuquan Ren
A Continuation Approach Using NCP Function for Solving Max-Cut Problem. Asia Pac. J. Oper. Res. 26 (4) (2009)
Fengmin Xu, Chengxian Xu, Honggang Xue
A multiple penalty function method for solving Max-Bisection problems. Appl. Math. Comput. 173 (2) (2006)
Fengmin Xu, Chengxian Xu
A Continuous Method for Solving Multiuser Detection in CDMA. AAIM (2005)
Hongwei Liu, Sanyang Liu, Fengmin Xu
A Tight Semidefinite Relaxation of the MAX CUT Problem. J. Comb. Optim. 7 (3) (2003)