Allen-Zhao, Zhihua; Xu, Fengmin; Dai, Yu-Hong; Liu, Sanyang Robust enhanced indexation optimization with sparse industry Layout constraint. (English) Zbl 07765530 Comput. Oper. Res. 161, Article ID 106420, 12 p. (2024). MSC: 90Bxx PDFBibTeX XMLCite \textit{Z. Allen-Zhao} et al., Comput. Oper. Res. 161, Article ID 106420, 12 p. (2024; Zbl 07765530) Full Text: DOI
Jing, Kui; Xu, Fengmin; Li, Xuepeng A bi-level programming framework for identifying optimal parameters in portfolio selection. (English) Zbl 07769608 Int. Trans. Oper. Res. 29, No. 1, 87-112 (2022). MSC: 90-XX PDFBibTeX XMLCite \textit{K. Jing} et al., Int. Trans. Oper. Res. 29, No. 1, 87--112 (2022; Zbl 07769608) Full Text: DOI
Xu, Fengmin; Ma, Jieao; Lu, Haibing Group sparse enhanced indexation model with adaptive beta value. (English) Zbl 1500.91128 Quant. Finance 22, No. 10, 1905-1926 (2022). MSC: 91G10 PDFBibTeX XMLCite \textit{F. Xu} et al., Quant. Finance 22, No. 10, 1905--1926 (2022; Zbl 1500.91128) Full Text: DOI
Xu, Fengmin; Dai, Yuhong; Zhao, Zhihu; Xu, Zongben Efficient projected gradient methods for cardinality constrained optimization. (English) Zbl 1409.90227 Sci. China, Math. 62, No. 2, 245-268 (2019). MSC: 90C52 90C26 PDFBibTeX XMLCite \textit{F. Xu} et al., Sci. China, Math. 62, No. 2, 245--268 (2019; Zbl 1409.90227) Full Text: DOI
Xu, Fengmin; Wang, Yanfei Recovery of seismic wavefields by an \(l_{q}\)-norm constrained regularization method. (English) Zbl 1405.90155 Inverse Probl. Imaging 12, No. 5, 1157-1172 (2018). MSC: 90C90 86A22 86-08 65J20 PDFBibTeX XMLCite \textit{F. Xu} and \textit{Y. Wang}, Inverse Probl. Imaging 12, No. 5, 1157--1172 (2018; Zbl 1405.90155) Full Text: DOI
Chen, Xiaojun; Kelley, C. T.; Xu, Fengmin; Zhang, Zaikun A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization. (English) Zbl 1461.65138 SIAM J. Sci. Comput. 40, No. 4, A2174-A2199 (2018). MSC: 65K05 65K10 90C30 65C05 PDFBibTeX XMLCite \textit{X. Chen} et al., SIAM J. Sci. Comput. 40, No. 4, A2174--A2199 (2018; Zbl 1461.65138) Full Text: DOI
Xu, Fengmin; Sun, Min; Dai, Yuhong An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact. (English) Zbl 1409.91222 J. Syst. Sci. Complex. 30, No. 5, 1121-1135 (2017). MSC: 91G10 90C20 PDFBibTeX XMLCite \textit{F. Xu} et al., J. Syst. Sci. Complex. 30, No. 5, 1121--1135 (2017; Zbl 1409.91222) Full Text: DOI
Xu, Fengmin; Lu, Zhaosong; Xu, Zongben An efficient optimization approach for a cardinality-constrained index tracking problem. (English) Zbl 1382.90117 Optim. Methods Softw. 31, No. 2, 258-271 (2016). MSC: 90C55 90C90 91G10 PDFBibTeX XMLCite \textit{F. Xu} et al., Optim. Methods Softw. 31, No. 2, 258--271 (2016; Zbl 1382.90117) Full Text: DOI arXiv