Open menu
View all research projects
Research project

Nonsmooth Equations

  • Research funder:
    EPSRC
  • Status:
    Not active

Research outputs

An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
Houduo Qi,
& Defeng Sun
, 2011 , IMA Journal of Numerical Analysis , 31 , 491--511
DOI: 10.1093/imanum/drp031
Type: article
A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
Qingna Li,
& Houduo Qi
, 2011 , SIAM Journal on Optimization , 21 (4) , 1641--1666
DOI: 10.1137/090771181
Type: article
Newton’s method for computing the nearest correlation matrix with a simple upper bound
Qingna Li,
Donghui Li,
& Houduo Qi
, 2010 , Journal of Optimization Theory and Applications , 147 (3) , 546--568
DOI: 10.1007/s10957-010-9738-6
Type: article
Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
Houduo Qi,
& Defang Sun
, 2010 , Computational Optimization and Applications , 45 (2) , 427--462
DOI: 10.1007/s10589-008-9231-4
Type: article
Local duality of nonlinear semidefinite programming
Houduo Qi
, 2009 , Mathematics of Operations Research , 34 (1) , 124--141
DOI: 10.1287/moor.1080.0315
Type: article
Back
to top