X. Q. Yang

Publication Activity (10 Years)

Years Active: 1998-2014
Publications (10 Years): 0

Top Topics

Solving Nonlinear

Constrained Optimization Problems

Augmented Lagrangian

Total Variation

Top Venues

J. Glob. Optim.

J. Optim. Theory Appl.

Math. Oper. Res.

Publications

Yu Ying Zhou, S. Wang, X. Q. Yang
A penalty approximation method for a semilinear parabolic double obstacle problem. J. Glob. Optim. 60 (3) (2014)
X. X. Huang, Y. P. Fang, X. Q. Yang
Characterizing the Nonemptiness and Compactness of the Solution Set of a Vector Variational Inequality by Scalarization. J. Optim. Theory Appl. 162 (2) (2014)
Changyu Wang, X. Q. Yang, Xinmin Yang
Nonlinear Augmented Lagrangian and Duality Theory. Math. Oper. Res. 38 (4) (2013)
Yu Ying Zhou, X. Q. Yang
Augmented Lagrangian functions for constrained optimization problems. J. Glob. Optim. 52 (1) (2012)
Q. J. Zhang, J. Y. Li, Y. L. Cai, H. Wang, X. Q. Yang, M. Z. Liu, L. M. Zhao
Computer Simulation Technology of Lapping Process for Polycrystalline Diamond. ICDMA (2012)
D. H. Fang, C. Li, X. Q. Yang
Stable and Total Fenchel Duality for DC Optimization Problems in Locally Convex Spaces. SIAM J. Optim. 21 (3) (2011)
T. C. E. Cheng, S. J. Li, X. Q. Yang
Vector equilibrium flows with nonconvex ordering relations. J. Glob. Optim. 46 (4) (2010)
K. Zhang, X. Q. Yang, Song Wang, Kok Lay Teo
Numerical performance of penalty method for American option pricing. Optim. Methods Softw. 25 (5) (2010)
J. Li, Nan-Jing Huang, X. Q. Yang
Weak sharp minima for set-valued vector variational inequalities with an application. Eur. J. Oper. Res. 205 (2) (2010)
K. W. Meng, X. Q. Yang
Optimality Conditions via Exact Penalty Functions. SIAM J. Optim. 20 (6) (2010)
X. Q. Yang, Nguyen Dong Yen
Structure and Weak Sharp Minimum of the Pareto Solution Set for Piecewise Linear Multiobjective Optimization. J. Optim. Theory Appl. 147 (1) (2010)
X. X. Huang, X. Q. Yang, D. L. Zhu
Levitin-Polyak well-posedness of variational inequality problems with functional constraints. J. Glob. Optim. 44 (2) (2009)
S. J. Li, Kok Lay Teo, X. Q. Yang
A remark on a standard and linear vector network equilibrium problem with capacity constraints. Eur. J. Oper. Res. 184 (1) (2008)
Nan-Jing Huang, Alexander M. Rubinov, X. Q. Yang
Vector optimization problems with nonconvex preferences. J. Glob. Optim. 40 (4) (2008)
X. Q. Yang, X. Y. Zheng
Approximate solutions and optimality conditions of vector variational inequalities in Banach spaces. J. Glob. Optim. 40 (1-3) (2008)
Guang-Ya Chen, X. Q. Yang, Hui Yu
-type topological space. Math. Methods Oper. Res. 67 (3) (2008)
S. J. Li, Kok Lay Teo, X. Q. Yang
Vector equilibrium problems with elastic demands and capacity constraints. J. Glob. Optim. 37 (4) (2007)
Nan-Jing Huang, X. Q. Yang, W. K. Chan
Vector complementarity problems with a variable ordering relation. Eur. J. Oper. Res. 176 (1) (2007)
X. Q. Yang, Z. Q. Meng
. Math. Oper. Res. 32 (1) (2007)
X. X. Huang, X. Q. Yang
Levitin-Polyak well-posedness of constrained vector optimization problems. J. Glob. Optim. 37 (2) (2007)
X. X. Huang, X. Q. Yang, Kok Lay Teo
Partial Augmented Lagrangian Method and Mathematical Programs with Complementarity Constraints. J. Glob. Optim. 35 (2) (2006)
Duan Li, X. Q. Yang
Preface. J. Glob. Optim. 35 (2) (2006)
Y. H. Dai, X. Q. Yang
A New Gradient Method with an Optimal Stepsize Property. Comput. Optim. Appl. 33 (1) (2006)
X. X. Huang, X. Q. Yang, Kok Lay Teo
Convergence Analysis of a Class of Penalty Methods for Vector Optimization Problems with Cone Constraints. J. Glob. Optim. 36 (4) (2006)
S. J. Li, X. Q. Yang, Guang-Ya Chen
A note on vector network equilibrium principles. Math. Methods Oper. Res. 64 (2) (2006)
K. Zhang, X. Q. Yang, Kok Lay Teo
Augmented Lagrangian method applied to American option pricing. Autom. 42 (8) (2006)
Xinmin Yang, X. Q. Yang, Kok Lay Teo
Converse duality in nonlinear programming with cone constraints. Eur. J. Oper. Res. 170 (2) (2006)
S. J. Li, Kok Lay Teo, X. Q. Yang, S. Y. Wu
Gap Functions and Existence of Solutions to Generalized Vector Quasi-Equilibrium Problems. J. Glob. Optim. 34 (3) (2006)
X. X. Huang, Kok Lay Teo, X. Q. Yang
Calmness and Exact Penalization in Vector Optimization with Cone Constraints. Comput. Optim. Appl. 35 (1) (2006)
X. X. Huang, X. Q. Yang
Generalized Levitin--Polyak Well-Posedness in Constrained Optimization. SIAM J. Optim. 17 (1) (2006)
X. Q. Yang, Jen-Chih Yao
Preface. J. Glob. Optim. 32 (4) (2005)
X. Q. Yang
A Few Words about Professor Franco Giannessi. J. Glob. Optim. 32 (4) (2005)
Xinmin Yang, X. Q. Yang, Kok Lay Teo
Criteria for generalized invex monotonicities. Eur. J. Oper. Res. 164 (1) (2005)
X. X. Huang, X. Q. Yang
Further Study on Augmented Lagrangian Duality Theory. J. Glob. Optim. 31 (2) (2005)
Xinmin Yang, X. Q. Yang, Kok Lay Teo, S. H. Hou
Multiobjective second-order symmetric duality with F. Eur. J. Oper. Res. 165 (3) (2005)
S. J. Li, Kok Lay Teo, X. Q. Yang
Generalized vector quasi-equilibrium problems. Math. Methods Oper. Res. 61 (3) (2005)
Xinmin Yang, X. Q. Yang, Kok Lay Teo, S. H. Hou
Second order symmetric duality in non-differentiable multiobjective programming with F. Eur. J. Oper. Res. 164 (2) (2005)
G. Y. Chen, X. Q. Yang, Hui Yu
A Nonlinear Scalarization Function and Generalized Quasi-vector Equilibrium Problems. J. Glob. Optim. 32 (4) (2005)
Sien Deng, X. Q. Yang
Weak Sharp Minima in Multicriteria Linear Programming. SIAM J. Optim. 15 (2) (2005)
Yu Ying Zhou, X. Q. Yang
Some Results about Duality and Exact Penalization. J. Glob. Optim. 29 (4) (2004)
Michael M. Kostreva, X. Q. Yang
Unified approaches for solvable and unsolvable linear complementarity problems. Eur. J. Oper. Res. 158 (2) (2004)
Qamrul Hasan Ansari, W. K. Chan, X. Q. Yang
The System of Vector Quasi-Equilibrium Problems with Applications. J. Glob. Optim. 29 (1) (2004)
X. Q. Yang, X. X. Huang
Lower-order penalty methods for mathematical programs with complementarity constraints. Optim. Methods Softw. 19 (6) (2004)
X. Q. Yang
Second-Order Global Optimality Conditions for Optimization Problems. J. Glob. Optim. 30 (2-3) (2004)
Xinmin Yang, X. Q. Yang, Kok Lay Teo
Non-differentiable second order symmetric duality in mathematical programming with F-convexity. Eur. J. Oper. Res. 144 (3) (2003)
Changyu Wang, X. Q. Yang, Xinmin Yang
Nonlinear Lagrange Duality Theorems and Penalty Function Methods In Continuous Optimization. J. Glob. Optim. 27 (4) (2003)
X. Q. Yang, X. X. Huang
Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs. Comput. Optim. Appl. 25 (1-3) (2003)
Song Wang, X. Q. Yang, Kok Lay Teo
A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems. Comput. Optim. Appl. 25 (1-3) (2003)
Alex M. Rubinov, X. Q. Yang, Adil M. Bagirov
Penalty functions with a small penalty parameter. Optim. Methods Softw. 17 (5) (2002)
X. X. Huang, X. Q. Yang
On Characterizations of Proper Efficiency for Nonconvex Multiobjective Optimization. J. Glob. Optim. 23 (3-4) (2002)
X. X. Huang, X. Q. Yang
Nonlinear Lagrangian for Multiobjective Optimization and Applications to Duality and Exact Penalization. SIAM J. Optim. 13 (3) (2002)
X. Q. Yang, X. X. Huang
A Nonlinear Lagrangian Approach to Constrained Optimization Problems. SIAM J. Optim. 11 (4) (2001)
X. X. Huang, X. Q. Yang
Approximate Optimal Solutions and Nonlinear Lagrangian Functions. J. Glob. Optim. 21 (1) (2001)
X. Q. Yang, Kok Lay Teo
Nonlinear Lagrangian Functions and Applications to Semi-Infinite Programs. Ann. Oper. Res. 103 (1-4) (2001)
Kok Lay Teo, X. Q. Yang
Portfolio Selection Problem with Minimax Type Risk Function. Ann. Oper. Res. 101 (1-4) (2001)
X. Q. Yang, Duan Li
Successive Optimization Method via Parametric Monotone Composition Formulation. J. Glob. Optim. 16 (4) (2000)
Kok Lay Teo, X. Q. Yang, Les S. Jennings
Computational Discretization Algorithms for Functional Inequality Constrained Optimization. Ann. Oper. Res. 98 (1-4) (2000)
C. J. Goh, X. Q. Yang
Vector equilibrium problem and vector optimization. Eur. J. Oper. Res. 116 (3) (1999)
G. Y. Chen, C. J. Goh, X. Q. Yang
Vector network equilibrium problems and nonlinear scalarization methods. Math. Methods Oper. Res. 49 (2) (1999)
Alexander M. Rubinov, Bevil Milton Glover, X. Q. Yang
Decreasing Functions with Applications to Penalization. SIAM J. Optim. 10 (1) (1999)
Y. Liu, Kok Lay Teo, X. Q. Yang
Approximation methods for non-convex curves. Eur. J. Oper. Res. 117 (1) (1999)
G. Y. Chen, C. J. Goh, X. Q. Yang
The gap function of a convex multicriteria optimization problem. Eur. J. Oper. Res. 111 (1) (1998)
X. Q. Yang
Directional derivatives for set-valued mappings and applications. Math. Methods Oper. Res. 48 (2) (1998)