Jie Sun

Publication Activity (10 Years)

Years Active: 1989-2022
Publications (10 Years): 28

Top Topics

Complementarity Problems

Stochastic Optimization

Semidefinite Programming

Top Venues

Eur. J. Oper. Res.

Publications

Liangshao Hou, Xun Qian, Li-Zhi Liao, Jie Sun
An Interior Point Parameterized Central Path Following Algorithm for Linearly Constrained Convex Programming. J. Sci. Comput. 90 (3) (2022)
Tengteng Yu, Xinwei Liu, Yu-Hong Dai, Jie Sun
A Minibatch Proximal Stochastic Recursive Gradient Algorithm Using a Trust-Region-Like Scheme and Barzilai-Borwein Stepsizes. IEEE Trans. Neural Networks Learn. Syst. 32 (10) (2021)
Haodong Yu, Jie Sun, Yanjun Wang
A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure. Comput. Optim. Appl. 79 (1) (2021)
Xiaodi Bai, Jie Sun, Xiaojin Zheng
An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems. INFORMS J. Comput. 33 (3) (2021)
Chao Ding, Defeng Sun, Jie Sun, Kim-Chuan Toh
Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian. SIAM J. Optim. 30 (1) (2020)
Jie Sun, Xinmin Yang, Qiang Yao, Min Zhang
Risk minimization, regret minimization and progressive hedging algorithms. Math. Program. 181 (2) (2020)
Zheng-Hai Huang, Defeng Sun, Jie Sun
Preface. Asia Pac. J. Oper. Res. 37 (4) (2020)
Lu Tan, Ling Li, Wanquan Liu, Jie Sun, Min Zhang
A Novel Euler's Elastica-Based Segmentation Approach for Noisy Images Using the Progressive Hedging Algorithm. J. Math. Imaging Vis. 62 (1) (2020)
Min Zhang, Liangshao Hou, Jie Sun, Ailing Yan
A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms. Asia Pac. J. Oper. Res. 37 (4) (2020)
R. Tyrrell Rockafellar, Jie Sun
Solving Lagrangian variational inequalities with applications to stochastic programming. Math. Program. 181 (2) (2020)
Aifan Ling, Jie Sun, Meihua Wang
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set. Eur. J. Oper. Res. 285 (1) (2020)
Xun Qian, Li-Zhi Liao, Jie Sun
A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming. Math. Program. 179 (1) (2020)
Lu Tan, Ling Li, Wanquan Liu, Jie Sun, Min Zhang
A Novel Euler's Elastica based Segmentation Approach for Noisy Images via using the Progressive Hedging Algorithm. CoRR (2019)
Zhaohua Gong, Chongyang Liu, Jie Sun, Kok Lay Teo
-estimation in multiple linear regression. Optim. Lett. 13 (4) (2019)
R. Tyrrell Rockafellar, Jie Sun
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. Math. Program. 174 (1-2) (2019)
Min Zhang, Jie Sun, Honglei Xu
Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms. SIAM J. Optim. 29 (3) (2019)
Chao Ding, Defeng Sun, Jie Sun, Kim-Chuan Toh
Spectral operators of matrices. Math. Program. 168 (1-2) (2018)
Sarah Yini Gao, Jie Sun, Soon-Yi Wu
A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints. Optim. Lett. 12 (6) (2018)
Bin Li, Yue Rong, Jie Sun, Kok Lay Teo
A Distributionally Robust Minimum Variance Beamformer Design. IEEE Signal Process. Lett. 25 (1) (2018)
Marcus Ang, Jie Sun, Qiang Yao
On the dual representation of coherent risk measures. Ann. Oper. Res. 262 (1) (2018)
Xun Qian, Li-Zhi Liao, Jie Sun, Hong Zhu
The Convergent Generalized Central Paths for Linearly Constrained Convex Programming. SIAM J. Optim. 28 (2) (2018)
Jie Sun, Li-Zhi Liao, Brian Rodrigues
Quadratic two-stage stochastic optimization with coherent measures of risk. Math. Program. 168 (1-2) (2018)
Yan Wang, Aimin Song, Lei Wang, Jie Sun
Maximum principle via Malliavin calculus for regular-singular stochastic differential games. Optim. Lett. 12 (6) (2018)
Ai-Fan Ling, Jie Sun, Naihua Xiu, Xiaoguang Yang
Robust two-stage stochastic linear optimization with risk aversion. Eur. J. Oper. Res. 256 (1) (2017)
Bin Li, Yue Rong, Jie Sun, Kok Lay Teo
A Distributionally Robust Linear Receiver Design for Multi-Access Space-Time Block Coded MIMO Systems. IEEE Trans. Wirel. Commun. 16 (1) (2017)
Xueting Cui, Shushang Zhu, Duan Li, Jie Sun
Mean-variance portfolio optimization with parameter sensitivity control. Optim. Methods Softw. 31 (4) (2016)
Yi Jiang, Yiran He, Jie Sun
Proximal Analysis and the Minimal Time Function of a Class of Semilinear Control Systems. J. Optim. Theory Appl. 169 (3) (2016)
Duan Li, Jie Sun, Kok Lay Teo
Dedicated to the memory of Professor Xiaoling Sun (1963-2014). Optim. Methods Softw. 31 (4) (2016)
James Ang, Fanwen Meng, Jie Sun
Two-stage stochastic linear programs with incomplete information on uncertainty. Eur. J. Oper. Res. 233 (1) (2014)
Xiaojin Zheng, Xiaoling Sun, Duan Li, Jie Sun
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach. Comput. Optim. Appl. 59 (1-2) (2014)
Nguyen Mau Nam, Nguyen Thai An, R. Blake Rector, Jie Sun
Nonsmooth Algorithms and Nesterov's Smoothing Technique for Generalized Fermat-Torricelli Problems. SIAM J. Optim. 24 (4) (2014)
James Ang, Masao Fukushima, Fanwen Meng, Takahiro Noda, Jie Sun
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management. J. Glob. Optim. 56 (4) (2013)
Jie Sun, Xiaoling Sun, Ya-Xiang Yuan
Foreword: Special issue on the 8th International Conference on Optimization: Techniques and Applications. Optim. Methods Softw. 28 (4) (2013)
Yiran He, Jie Sun
Minimum recession-compatible subsets of closed convex sets. J. Glob. Optim. 52 (2) (2012)
Yi Jiang, Yiran He, Jie Sun
Subdifferential properties of the minimal time function of linear control systems. J. Glob. Optim. 51 (3) (2011)
Fanwen Meng, Jie Sun, Mark Goh
A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure. Comput. Optim. Appl. 50 (2) (2011)
Jie Sun, Su Zhang
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs. Eur. J. Oper. Res. 207 (3) (2010)
Xuexiang Huang, Jie Sun, Xiaoqi Yang, Xinmin Yang
Preface: Special section on the 2nd International Conference on Nonlinear Programming with Applications. Optim. Methods Softw. 25 (5) (2010)
Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization. Oper. Res. 58 (2) (2010)
Defeng Sun, Jie Sun
Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras. Math. Oper. Res. 33 (2) (2008)
Jein-Shan Chen, Defeng Sun, Jie Sun
property of the squared norm of the SOC Fischer-Burmeister function. Oper. Res. Lett. 36 (3) (2008)
Defeng Sun, Jie Sun, Liwei Zhang
The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming. Math. Program. 114 (2) (2008)
Deren Han, Hong K. Lo, Jie Sun, Hai Yang
The toll effect on price of anarchy when costs are nonlinear and asymmetric. Eur. J. Oper. Res. 186 (1) (2008)
Lingchen Kong, Jie Sun, Naihua Xiu
A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems. SIAM J. Optim. 19 (3) (2008)
Jie Sun, Xinwei Liu
Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method. INFORMS J. Comput. 18 (4) (2006)
Jie Sun, Zheng-Hai Huang
A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution. Optim. Methods Softw. 21 (4) (2006)
Xinwei Liu, Georgia Perakis, Jie Sun
A Robust SQP Method for Mathematical Programs with Linear Complementarity Constraints. Comput. Optim. Appl. 34 (1) (2006)
Chee-Khian Sim, Jie Sun, Daniel Ralph
A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function. Math. Program. 107 (3) (2006)
Yiran He, Jie Sun
Second-Order Sufficient Conditions for Error Bounds in Banach Spaces. SIAM J. Optim. 17 (3) (2006)
Defeng Sun, Jie Sun
Strong Semismoothness of the Fischer-Burmeister SDC and SOC Complementarity Functions. Math. Program. 103 (3) (2005)
Jie Sun, Xiaoqi Yang, Xiongda Chen
Quadratic cost flow and the conjugate gradient method. Eur. J. Oper. Res. 164 (1) (2005)
Guanglu Zhou, Kim-Chuan Toh, Jie Sun
Efficient Algorithms for the Smallest Enclosing Ball Problem. Comput. Optim. Appl. 30 (2) (2005)
Yiran He, Jie Sun
Error Bounds for Degenerate Cone Inclusion Problems. Math. Oper. Res. 30 (3) (2005)
Xinwei Liu, Jie Sun
A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs. SIAM J. Optim. 14 (4) (2004)
Jie Sun, Defeng Sun, Liqun Qi
A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems. SIAM J. Optim. 14 (3) (2004)
Xinwei Liu, Jie Sun
Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints. Math. Program. 101 (1) (2004)
Shu-Cherng Fang, Soon-Yi Wu, Jie Sun
An Analytic Center Cutting Plane Method for Solving Semi-Infinite Variational Inequality Problems. J. Glob. Optim. 28 (2) (2004)
Alexander Shapiro, Jie Sun
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization. Math. Oper. Res. 29 (3) (2004)
Xinwei Liu, Jie Sun
A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods. J. Glob. Optim. 28 (2) (2004)
Jong-Shi Pang, Defeng Sun, Jie Sun
Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems. Math. Oper. Res. 28 (1) (2003)
Jie Sun, Liwei Zhang
On the Log-exponential Trajectory of Linear Programming. J. Glob. Optim. 25 (1) (2003)
Sheng Xu, Robert M. Freund, Jie Sun
Solution Methodologies for the Smallest Enclosing Circle Problem. Comput. Optim. Appl. 25 (1-3) (2003)
Xiongda Chen, Defeng Sun, Jie Sun
Complementarity Functions and Numerical Experiments on Some Smoothing Newton Methods for Second-Order-Cone Complementarity Problems. Comput. Optim. Appl. 25 (1-3) (2003)
Defeng Sun, Jie Sun
Semismooth Matrix-Valued Functions. Math. Oper. Res. 27 (1) (2002)
Jie Sun, Y. Gu
A Parametric Approach for a Nonlinear Discrete Location Problem. J. Comb. Optim. 6 (2) (2002)
Jie Sun, Kim-Chuan Toh, Gongyun Zhao
An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems. Math. Oper. Res. 27 (2) (2002)
Kim-Chuan Toh, Gongyun Zhao, Jie Sun
A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems. SIAM J. Optim. 12 (4) (2002)
Defeng Sun, Jie Sun
Strong Semismoothness of Eigenvalues of Symmetric Matrices and Its Application to Inverse Eigenvalue Problems. SIAM J. Numer. Anal. 40 (6) (2002)
Markus Hegland, Michael R. Osborne, Jie Sun
Parallel Interior Point Schemes for Solving Multistage Convex Programming. Ann. Oper. Res. 108 (1-4) (2001)
Jie Sun, Jiapu Zhang
Global Convergence of Conjugate Gradient Methods without Line Search. Ann. Oper. Res. 103 (1-4) (2001)
Frank Y. Chen, S. H. Hum, Jie Sun
Analysis of third-party warehousing contracts with commitments. Eur. J. Oper. Res. 131 (3) (2001)
Zhi-Quan Luo, Jie Sun
A Polynomial Cutting Surfaces Algorithm for the Convex Feasibility Problem Defined by Self-Concordant Inequalities. Comput. Optim. Appl. 15 (2) (2000)
Gongyun Zhao, Jie Sun
On the Rate of Local Convergence of High-Order-Infeasible-Path-Following Algorithms for P*-Linear Complementarity Problems. Comput. Optim. Appl. 14 (3) (1999)
Jie Sun, Gongyun Zhao
Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems. SIAM J. Optim. 8 (1) (1998)
Zhi-Quan Luo, Jie Sun
An Analytic Center Based Column Generation Algorithm for Convex Quadratic Feasibility Problems. SIAM J. Optim. 9 (1) (1998)
Jie Sun
On piecewise quadratic Newton and trust region problems. Math. Program. 76 (1996)
Jie Sun, Jishan Zhu
A predictor-corrector method for extended linear-quadratic programming. Comput. Oper. Res. 23 (8) (1996)
Jie Sun
A convergence analysis for a convex version of Dikin's algorithm. Ann. Oper. Res. 62 (1) (1996)
Liqun Qi, Jie Sun
A trust region algorithm for minimization of locally Lipschitzian functions. Math. Program. 66 (1994)
Liqun Qi, Jie Sun
A nonsmooth version of Newton's method. Math. Program. 58 (1993)
Jie Sun
A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions. Math. Program. 60 (1993)
Jie Sun, Liqun Qi
An interior point algorithm of O(Quadrat Root(m) absolute (ln epsilon)) iterations for C-convex programming. Math. Program. 57 (1992)
Sanjay Mehrotra, Jie Sun
On computing the center of a convex quadratically constrained set. Math. Program. 50 (1991)
Sanjay Mehrotra, Jie Sun
) Arithmetic Operations. Math. Oper. Res. 15 (2) (1990)
Jie Sun
Tracing the characteristic curve of a quadratic black box. Networks 19 (6) (1989)