Duan Li

132 papers A* 1C 2Journal 119Unranked 10
YearRankTypeTitle / Venue / Authors
2024 J jnl
Measuring Financial Systemic Risk: Net Liability Clearing Mechanism and Contagion Effect.
J. Syst. Sci. Complex.
Jiali Ma, Shushang Zhu, Duan Li
2023 J jnl
Exactness Conditions for Semidefinite Programming Relaxations of Generalization of the Extended Trust Region Subproblem.
Math. Oper. Res.
Rujun Jiang, Duan Li
2023 J jnl
Hybrid strategy in multiperiod mean-variance framework.
Optim. Lett.
Xiangyu Cui, Duan Li, Yun Shi, Mingjia Zhu
2023 J jnl
The self-coordination mean-variance strategy in continuous time.
RAIRO Oper. Res.
Yun Shi, Duan Li, Xiangyu Cui
2023 J jnl
Time consistent in efficiency dynamic mean-variance policy.
J. Oper. Res. Soc.
Yun Shi, Duan Li, Xiangyu Cui
2022 J jnl
Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems.
IEEE Trans. Cybern.
Man-Fai Leung, Jun Wang, Duan Li
2022 J jnl
Tackling A Class of Hard Subset-Sum Problems: Integration of Lattice Attacks with Disaggregation Techniques.
CoRR
Bojun Lu, Duan Li, Rujun Jiang
2021 J jnl
Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties.
INFORMS J. Comput.
Hezhi Luo, Xiaodong Ding, Jiming Peng, Rujun Jiang, Duan Li
2020 J jnl
A Linear-Time Algorithm for Generalized Trust Region Subproblems.
SIAM J. Optim.
Rujun Jiang, Duan Li
2020 A* conf
A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem.
IJCAI
Xin Huang, Duan Li
2020 J jnl
A note on monotone mean-variance preferences for continuous processes.
Oper. Res. Lett.
Moris S. Strub, Duan Li
2020 J jnl
Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment.
Oper. Res.
Moris S. Strub, Duan Li
2019 J jnl
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise.
IEEE Trans. Autom. Control.
Weiping Wu, Jianjun Gao, Duan Li, Yun Shi
2019 J jnl
Information aggregation in a financial market with general signal structure.
J. Econ. Theory
Youcheng Lou, Sahar Parsa, Debraj Ray, Duan Li, Shouyang Wang
2019 J jnl
Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem.
SIAM J. Optim.
Rujun Jiang, Duan Li
2019 — conf
On Conic Relaxations of Generalization of the Extended Trust Region Subproblem.
WCGO
Rujun Jiang, Duan Li
2019 J jnl
Quadratic convex reformulation for quadratic programming with linear on-off constraints.
Eur. J. Oper. Res.
Baiyi Wu, Duan Li, Rujun Jiang
2019 J jnl
Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming.
J. Glob. Optim.
Rujun Jiang, Duan Li
2019 — conf
Semidefinite Programming Based Convex Relaxation for Nonconvex Quadratically Constrained Quadratic Programming.
WCGO
Rujun Jiang, Duan Li
2018 J jnl
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method.
INFORMS J. Comput.
Xueting Cui, Xiaoling Sun, Shushang Zhu, Rujun Jiang, Duan Li
2018 J jnl
SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices.
Math. Program.
Rujun Jiang, Duan Li, Baiyi Wu
2017 J jnl
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time.
SIAM J. Control. Optim.
Jianjun Gao, Ke Zhou, Duan Li, Xi-Ren Cao
2017 J jnl
Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise.
CoRR
Weipin Wu, Jianjun Gao, Duan Li, Yun Shi
2017 J jnl
Quadratic Convex Reformulations for Semicontinuous Quadratic Programming.
SIAM J. Optim.
Baiyi Wu, Xiaoling Sun, Duan Li, Xiaojin Zheng
2017 J jnl
Time consistent behavioral portfolio policy for dynamic mean-variance formulation.
J. Oper. Res. Soc.
Xiangyu Cui, Xun Li, Duan Li, Yun Shi
2016 J jnl
Dedicated to the memory of Professor Xiaoling Sun (1963-2014).
Optim. Methods Softw.
Duan Li, Jie Sun, Kok Lay Teo
2016 J jnl
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time.
Eur. J. Oper. Res.
Jianjun Gao, Yan Xiong, Duan Li
2016 J jnl
Mean-variance portfolio optimization with parameter sensitivity control.
Optim. Methods Softw.
Xueting Cui, Shushang Zhu, Duan Li, Jie Sun
2016 J jnl
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability.
Eur. J. Oper. Res.
Haixiang Yao, Zhongfei Li, Duan Li
2016 J jnl
Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming.
SIAM J. Optim.
Rujun Jiang, Duan Li
2016 J jnl
Strong duality in optimization: shifted power reformulation.
Optim. Methods Softw.
Yong Xia, Duan Li
2015 — conf
Behavioral Portfolio Optimization with Social Reference Point.
MCO (1)
Yun Shi, Duan Li, Xiangyu Cui
2015 J jnl
Classical mean-variance model revisited: pseudo efficiency.
J. Oper. Res. Soc.
Xiangyu Cui, Duan Li, Jiaan Yan
2015 J jnl
Dynamic Trading with Reference Point Adaptation and Loss Aversion.
Oper. Res.
Yun Shi, Xiangyu Cui, Jing Yao, Duan Li
2015 J jnl
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach.
Autom.
Jianjun Gao, Duan Li, Xiangyu Cui, Shouyang Wang
2014 J jnl
Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach.
INFORMS J. Comput.
Xiaojin Zheng, Xiaoling Sun, Duan Li
2014 J jnl
New reformulations for probabilistically constrained quadratic programs.
Eur. J. Oper. Res.
Yong Hsia, Baiyi Wu, Duan Li
2014 J jnl
Optimal multi-period mean-variance policy under no-shorting constraint.
Eur. J. Oper. Res.
Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li
2014 J jnl
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach.
Comput. Optim. Appl.
Xiaojin Zheng, Xiaoling Sun, Duan Li, Jie Sun
2014 J jnl
Test problem generator for unconstrained global optimization.
Comput. Oper. Res.
Chi-Kong Ng, Duan Li
2014 J jnl
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection.
IEEE Trans. Autom. Control.
Xiangyu Cui, Xun Li, Duan Li
2013 J jnl
A note on semidefinite relaxation for 0-1 quadratic knapsack problems.
Optim. Methods Softw.
Xiaojin Zheng, Xiaoling Sun, Duan Li
2013 J jnl
A polynomial case of the cardinality-constrained quadratic optimization problem.
J. Glob. Optim.
Jianjun Gao, Duan Li
2013 J jnl
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization.
Eur. J. Oper. Res.
Yingjie Li, Shushang Zhu, Donghui Li, Duan Li
2013 J jnl
Optimal Cardinality Constrained Portfolio Selection.
Oper. Res.
Jianjun Gao, Duan Li
2013 J jnl
Preface: Special issue of Journal of Global Optimization for the 8th international conference on optimization: techniques and applications.
J. Glob. Optim.
Xiaoling Sun, Duan Li, Shuzhong Zhang
2013 J jnl
Tightening a copositive relaxation for standard quadratic optimization problems.
Comput. Optim. Appl.
Yong Xia, Ruey-Lin Sheu, Xiaoling Sun, Duan Li
2012 J jnl
An exact solution method for unconstrained quadratic 0-1 programming: a geometric approach.
J. Glob. Optim.
Duan Li, Xiaoling Sun, Chunli Liu
2012 J jnl
Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control.
IEEE Trans. Autom. Control.
Fucai Qian, Jianjun Gao, Duan Li
2012 J jnl
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure.
Eur. J. Oper. Res.
Yong Xia, Ruey-Lin Sheu, Xiaoling Sun, Duan Li
2012 J jnl
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs.
Eur. J. Oper. Res.
Xiaojin Zheng, Xiaoling Sun, Duan Li, Xueting Cui
2012 J jnl
Linear-quadratic switching control with switching cost.
Autom.
Jianjun Gao, Duan Li
2012 J jnl
On duality gap in binary quadratic programming.
J. Glob. Optim.
Xiaoling Sun, Chunli Liu, Duan Li, Jianjun Gao
2012 J jnl
On reduction of duality gap in quadratic knapsack problems.
J. Glob. Optim.
Xiaojin Zheng, Xiaoling Sun, Duan Li, Yifan Xu
2012 J jnl
On zero duality gap in nonconvex quadratic programming problems.
J. Glob. Optim.
Xiaojin Zheng, Xiaoling Sun, Duan Li, Yifan Xu
2012 J jnl
Reweighted
SIAM J. Optim.
Yun-Bin Zhao, Duan Li
2011 J jnl
Cardinality Constrained Linear-Quadratic Optimal Control.
IEEE Trans. Autom. Control.
Jianjun Gao, Duan Li
2011 J jnl
Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation.
Math. Program.
Xiaojin Zheng, Xiaoling Sun, Duan Li
2011 J jnl
Global descent methods for unconstrained global optimization.
J. Glob. Optim.
Zhi-You Wu, Duan Li, Lian-Sheng Zhang
2011 J jnl
Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations.
J. Glob. Optim.
Xiaojin Zheng, Xiaoling Sun, Duan Li
2011 J jnl
On The Reduction of Duality Gap in Box Constrained Nonconvex Quadratic Program.
SIAM J. Optim.
Yong Xia, Xiaoling Sun, Duan Li, Xiaojin Zheng
2011 J jnl
Reachability determination in acyclic Petri nets by cell enumeration approach.
Autom.
Duan Li, Xiaoling Sun, Jianjun Gao, Shenshen Gu, Xiaojin Zheng
2010 — conf
Adaptive robust tracking for uncertain system.
CDC
Fucai Qian, Jianjun Gao, Duan Li
2010 J jnl
Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming.
Math. Oper. Res.
Xiaojin Zheng, Xiaoling Sun, Duan Li, Yong Xia
2010 J jnl
Global Descent Method for Global Optimization.
SIAM J. Optim.
Chi-Kong Ng, Duan Li, Lian-Sheng Zhang
2009 J jnl
Convergent Lagrangian and domain cut method for nonlinear knapsack problems.
Comput. Optim. Appl.
Duan Li, Xiaoling Sun, J. Wang, K. I. M. McKinnon
2009 — conf
On LQ control of discrete-time switched system with switching cost.
ECC
Jianjun Gao, Duan Li
2009 J jnl
Performance-First Control for Discrete-Time LQG Problems.
IEEE Trans. Autom. Control.
Duan Li, Fucai Qian, Jianjun Gao
2009 J jnl
Price Wall or War: The Pricing Strategies for Retailers.
IEEE Trans. Syst. Man Cybern. Part A
Chun-Hung Chiu, Tsan-Ming Choi, Duan Li
2009 J jnl
Unified theory of augmented Lagrangian methods for constrained global optimization.
J. Glob. Optim.
Changyu Wang, Duan Li
2008 J jnl
Mean-Variance Analysis for the Newsvendor Problem.
IEEE Trans. Syst. Man Cybern. Part A
Tsan-Ming Choi, Duan Li, Houmin Yan
2008 J jnl
Mean-variance analysis of a single supplier and retailer supply chain under a returns policy.
Eur. J. Oper. Res.
Tsan-Ming Choi, Duan Li, Houmin Yan
2008 J jnl
Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters.
Autom.
Duan Li, Fucai Qian, Peilin Fu
2007 — conf
Cardinality constrained linear-quadratic optimal control: Lower bounding scheme via scalar state space by semidefinite programming.
CDC
Jianjun Gao, Duan Li
2007 J jnl
Computing exact solution to nonlinear integer programming: Convergent Lagrangian and objective level cut method.
J. Glob. Optim.
Duan Li, J. Wang, Xiaoling Sun
2007 J jnl
Discrete global descent method for discrete global optimization and nonlinear integer programming.
J. Glob. Optim.
Chi-Kong Ng, Duan Li, Lian-Sheng Zhang
2007 J jnl
On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization.
SIAM J. Optim.
Hezhi Luo, Xiaoling Sun, Duan Li
2007 J jnl
Peeling Off a Nonconvex Cover of an Actual Convex Problem: Hidden Convexity.
SIAM J. Optim.
Zhi-You Wu, Duan Li, Lian-Sheng Zhang, Xinmin Yang
2006 J jnl
A New Path-Following Algorithm for Nonlinear P*Complementarity Problems.
Comput. Optim. Appl.
Yun-Bin Zhao, Duan Li
2006 — conf
A Total Unimodularity Based Branch-and-Bound Method for Integer Programming.
APCCAS
Jun Wang, Mei Long, Duan Li
2006 J jnl
An efficient algorithm for nonlinear integer programming problems arising in series-parallel reliability systems.
Optim. Methods Softw.
Xiaoling Sun, Ning Ruan, Duan Li
2006 J jnl
Constructing Generalized Mean Functions Using Convex Functions with Regularity Conditions.
SIAM J. Optim.
Yun-Bin Zhao, Shu-Cherng Fang, Duan Li
2006 J jnl
Convergent Lagrangian and Contour Cut Method for Nonlinear Integer Programming with a Quadratic Objective Function.
SIAM J. Optim.
Duan Li, Xiaoling Sun, F. L. Wang
2006 J jnl
Preface.
J. Glob. Optim.
Duan Li, X. Q. Yang
2006 J jnl
Quick response policy with Bayesian information updates.
Eur. J. Oper. Res.
Tsan-Ming (Jason) Choi, Duan Li, Houmin Yan
2006 J jnl
Towards Strong Duality in Integer Programming.
J. Glob. Optim.
Duan Li, Xiaoling Sun
2005 J jnl
An Exact Solution Method for Reliability Optimization in Complex Systems.
Ann. Oper. Res.
Duan Li, Xiaoling Sun, Ken McKinnon
2005 J jnl
Discrete Filled Function Method for Discrete Global Optimization.
Comput. Optim. Appl.
Chi-Kong Ng, Lian-Sheng Zhang, Duan Li, Wei-Wen Tian
2005 J jnl
Exact Algorithm for Concave Knapsack Problems: Linear Underestimation and Partition Method.
J. Glob. Optim.
Xiaoling Sun, F. L. Wang, Duan Li
2005 J jnl
Generalized Nonlinear Lagrangian Formulation for Bounded Integer Programming.
J. Glob. Optim.
Yifan Xu, Chunli Liu, Duan Li
2005 J jnl
Hidden Convex Minimization.
J. Glob. Optim.
Duan Li, Zhi-You Wu, Heung-Wing Joseph Lee, Xin-Min Yang, Lian-Sheng Zhang
2005 J jnl
On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization.
SIAM J. Optim.
Xiaoling Sun, Duan Li, K. I. M. McKinnon
2005 J jnl
Special Issue of
J. Glob. Optim.
Duan Li, Liqun Qi, Kok Lay Teo
2004 J jnl
A New Filled Function Method for Global Optimization.
J. Glob. Optim.
Lian-Sheng Zhang, Chi-Kong Ng, Duan Li, Wei-Wen Tian
2004 — conf
Closed-loop optimal control law for discrete-time LQG problems with a mean-variance objective.
CDC
Duan Li, Fucai Qian
2004 — conf
Convergence of the iterative Hammerstein system identification algorithm.
CDC
Er-Wei Bai, Duan Li
2004 J jnl
Convergence of the iterative Hammerstein system identification algorithm.
IEEE Trans. Autom. Control.
Er-Wei Bai, Duan Li
2004 J jnl
On Restart Procedures for the Conjugate Gradient Method.
Numer. Algorithms
Yu-Hong Dai, Li-Zhi Liao, Duan Li
2004 J jnl
Optimal single ordering policy with multiple delivery modes and Bayesian information updates.
Comput. Oper. Res.
Tsan-Ming Choi, Duan Li, Houmin Yan
2004 J jnl
Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation.
IEEE Trans. Autom. Control.
Shushang Zhu, Duan Li, Shouyang Wang
2003 J jnl
A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P[sub 0] LCPs.
SIAM J. Optim.
Yun-Bin Zhao, Duan Li
2003 C conf
Mean-variance control for discrete-time LQG problems.
ACC
Duan Li, Fucai Qian, Peilin Fu
2003 J jnl
Optimal two-stage ordering policy with Bayesian information updating.
J. Oper. Res. Soc.
Tsan-Ming Choi, Duan Li, Houmin Yan
2002 J jnl
A Globally Convergent and Efficient Method for Unconstrained Discrete-Time Optimal Control.
J. Glob. Optim.
Chi-Kong Ng, Li-Zhi Liao, Duan Li
2002 J jnl
A nonlinear Lagrangian dual for integer programming.
Oper. Res. Lett.
Yifan Xu, Duan Li
2002 J jnl
Adaptive differential dynamic programming for multiobjective optimal control.
Autom.
Li-Zhi Liao, Duan Li
2002 J jnl
Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method.
SIAM J. Optim.
Yun-Bin Zhao, Duan Li
2002 J jnl
Normal vector identification and interactive tradeoff analysis using minimax formulation in multiobjective optimization.
IEEE Trans. Syst. Man Cybern. Part A
Jian-Bo Yang, Duan Li
2002 C conf
Variance minimization approach for a class of dual control problems.
ACC
Duan Li, Fucai Qian, Peilin Fu
2002 J jnl
Variance minimization approach for a class of dual control problems.
IEEE Trans. Autom. Control.
Duan Li, Fucai Qian, Peilin Fu
2001 J jnl
A convexification method for a class of global optimization problems with applications to reliability optimization.
J. Glob. Optim.
Xiaoling Sun, K. I. M. McKinnon, Duan Li
2001 J jnl
Convexification, Concavification and Monotonization in Global Optimization.
Ann. Oper. Res.
Duan Li, Xiaoling Sun, M. P. Biswal, F. Gao
2001 J jnl
Existence and Limiting Behavior of a Non--Interior-Point Trajectory for Nonlinear Complementarity Problems Without Strict Feasibility Condition.
SIAM J. Control. Optim.
Yun-Bin Zhao, Duan Li
2001 J jnl
Existence of a Saddle Point in Nonconvex Constrained Optimization.
J. Glob. Optim.
Duan Li, Xiaoling Sun
2001 J jnl
Identification, ranking, and management of risks in a major system acquisition.
Reliab. Eng. Syst. Saf.
James H. Lambert, Yacov Y. Haimes, Duan Li, Richard M. Schooff, Vijay Tulsiani
2001 J jnl
Monotonicity of Fixed Point and Normal Mappings Associated with Variational Inequality and Its Application.
SIAM J. Optim.
Yun-Bin Zhao, Duan Li
2001 J jnl
On a New Homotopy Continuation Trajectory for Nonlinear Complementarity Problems.
Math. Oper. Res.
Yun-Bin Zhao, Duan Li
2001 J jnl
On the relationship between the integer and continuous solutions of convex programs.
Oper. Res. Lett.
Xiaoling Sun, Duan Li
2000 J jnl
Asymptotic Strong Duality for Bounded Integer Programming: A Logarithmic-Exponential Dual Formulation.
Math. Oper. Res.
Xiaoling Sun, Duan Li
2000 J jnl
Success Guarantee of Dual Search in Integer Programming: p-th Power Lagrangian Method.
J. Glob. Optim.
Duan Li, Xiaoling Sun
2000 J jnl
Successive Optimization Method via Parametric Monotone Composition Formulation.
J. Glob. Optim.
X. Q. Yang, Duan Li
2000 J jnl
Successive method for general multiple linear-quadratic control problem in discrete time.
IEEE Trans. Autom. Control.
Li-Zhi Liao, Duan Li
2000 J jnl
pth Power Lagrangian Method for Integer Programming.
Ann. Oper. Res.
Duan Li, Douglas J. White
1999 J jnl
Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization.
Eur. J. Oper. Res.
Duan Li, Jian-Bo Yang, M. P. Biswal
1999 J jnl
Zero duality gap in integer programming:
Oper. Res. Lett.
Duan Li
1998 — conf
Explicit Efficient Frontier of a Continuous-Time Mean Variance Portfolio Selection Problem.
Control of Distributed Parameter and Stochastic Systems
Xun Yu Zhou, Duan Li
1998 J jnl
Probabilistic linear programming problems with exponential random variables: A technical note.
Eur. J. Oper. Res.
M. P. Biswal, N. P. Biswal, Duan Li
1997 J jnl
Cost smoothing in discrete-time linear-quadratic control.
Autom.
Duan Li, Christopher Wayne Schmidt
1993 J jnl
Hierarchical control for large-scale systems with general multiple linear-quadratic structure.
Autom.
Duan Li
1993 J jnl
On general multiple linear-quadratic control problems.
IEEE Trans. Autom. Control.
Duan Li
1991 J jnl
A hierarchical-multiobjective framework for risk management.
Autom.
Yacov Y. Haimes, Duan Li
1988 J jnl
Hierarchical multiobjective analysis for large-scale systems: Review and current status.
Autom.
Yacov Y. Haimes, Duan Li