- Gongyun Zhao,
"Representing the space of linear programs as the Grassmann manifold",
*Mathematical Programming,*121 (2010) 2, 353-386. SLP.pdf. - Xinwei Liu, Kim-Chuan Toh and Gongyun Zhao,
"On implementation of a log-barrier progressive hedging method for
multistage stochastic programs",
*Journal of Computational and Applied Mathematics,*234(2010) 579-592. bphm4.pdf. - Wanmei Soon, Jieping Zhang and Gongyun Zhao, "Complementarity demand functions and pricing models for multi-product markets", European Journal of Applied Mathematics, 20(2009)5, pp. 399-430. Demand_function_AND_Pricing_Models_09.pdf.
- Fanwen Meng, Gongyun Zhao, Mark Goh and Robert De Souza,
``Lagrangian-dual Functions and Moreau-Yosida Regularization'',
*SIAM J Optimization.*19 (2008) 1, 39-61. Lagrangian-dual function.pdf. - Chee-Khian Sim and Gongyun Zhao,
``Asymptotic Behavior of HKM Paths in Interior Point Method for Monotone Semidefinite Linear Complementarity Problem: General Theory'',
*Journal of Optimization Theory and Applications.*137 (2008) 1, 11-25. SDLCPgeneralpaperrevised.pdf. - John Birge and Gongyun Zhao,
``Successive Linear Approximation Solution of Infinite Horizon Dynamic Stochastic Programs'',
*SIAM J Optimization.*18 (2007) 4, 1165-1186. cp_ihdp3jrb_revised_30june2006.dvi. cp_ihdp3jrb_revised_30june2006.pdf. - Chee-Khian Sim and Gongyun Zhao,
``Underlying Paths in Interior Point Method for Monotone Semidefinite
Linear Complementarity Problem'',
*Math Programming,*110 (2007) 3, 475-499. SDLCPpaperRV1.pdf. - Zheng-Hai Huang, Defeng Sun and Gongyun Zhao,
"A Smoothing Newton-Type Algorithm of Stronger Convergence for the Quadratically Constrained Convex Quadratic Programming"
*Computational Optimization and Applications,*35 (2006) 2, 199-237. HSZ_Final.pdf, online . - Chee-Khian Sim and Gongyun Zhao,
``A Note on Treating Second Order Cone Problem as a Special Case of
Semidefinite Problem'',
*Math Programming,*102 (2005) 3, 609-613. socp-sdp.dvi. socp-sdp.ps. - Fanwen Meng, Defeng Sun and Gongyun Zhao,
"Semismoothness of Solutions to Generalized Equations and the Moreau-Yosida Regularization"
*Math Programming,*104 (2005) 561--581. MSZ_June.pdf. - Gongyun Zhao,
``A Lagrangian dual method with self-concordant barrier for
multi-stage stochastic convex nonlinear programming,''
*Math. Programming*102 (2005) 1, 1-24. msscnp.dvi. msscnp.ps. - S.K. Chua, K.C. Toh and G. Zhao,
``An analytic center cutting plane method with deep cuts
for semidefinite feasibility problems'',
*Journal of Optimization Theory and Applications*, 123 (2004), pp. 291--318. deepcut.dvi. deepcut.ps. - F. Meng, R. Tan and G. Zhao,
``A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming'',
*International Journal of Computational Engineering Science,*5 (2004) 327-344. meng-tan-zhao.pdf. - Guanglu Zhou, Kim-Chuan Toh and Gongyun Zhao,
``Convergence analysis of an infeasible interior point algorithm
based on a regularized central path for linear complementarity problems'',
*Computational Optimization and Applications*, 27 (2004) 3, 269-283. regular8.dvi. regular8.ps. - Fanwen Meng and Gongyun Zhao,
``On second-order properties of the Moreau-Yosida regularization for
constrained nonsmooth convex programs'',
*Numerical Functional Analysis and Optimization.*25 (2004) pp.515-530. Meng_Zhao.pdf. - Xinwei Liu and Gongyun Zhao,
``A decomposition method based on SQP for a class of
multi-stage stochastic nonlinear programs,''
*SIAM J. Optimization,*14 (2003) 1, 200-222. sqpsp.ps. - Kali Rath and Gongyun Zhao,
``Nonminimal product differentiation as a bargaining outcome,''
*Games and Economic Behavior*, 42 (2003) 267-280. - Kim-Chuan Toh, Gongyun Zhao and Jie Sun,
``A multiple-cut analytic center cutting plane method for semidefinite
feasibility problems,''
*SIAM J Optimization*, 12 (2002) 4, pp. 1126-1146. - Jie Sun, Kim-Chuan Toh and Gongyun Zhao,
``An analytic center cutting plane method for semidefinite
feasibility problems,''
*Mathematics of Operations Research*. 27 (2002) 2, pp332-346. - Kali P. Rath and Gongyun Zhao,
``Two stage equilibrium and product choice with elastic demand,''
*International Journal of Industrial Organization*, 19 (2001) 1441-1455. - Gongyun Zhao,
``A Log-barrier method with Benders decomposition for solving two-stage
stochastic linear programs,''
*Mathematical Programming*, 90 (2001) 507-536. - J. Sun and G. Zhao,
``A quadratically convergent polynomial long-step algorithm for a
class of nonlinear monotone complementarity problems'',
*Optimization*, 48 (2000) 453-475. - Gongyun Zhao and Jie Sun,
``On the rate of local convergence of high-order infeasible-path-following
algorithms for $P_*$-LCP with or without strictly complementary solutions,''
*Computational Optimization and Applications*, 14 (1999) 293-307. - Gongyun Zhao,
``Interior point methods with decomposition for solving large scale
linear programs,''
*Journal of Optimization Theory and Applications*, 102 (1999) 169-192. - J. Sun and G. Zhao,
``The quadratic convergence of a long-step interior point method for
nonlinear monotone variational inequality problems based on invariance
conditions of range spaces,''
*Journal of Optimization Theory and Applications*, 97 (1998) 471-491. - J. Sun and G. Zhao,
``Global linear and local quadratic convergence of a long-step
adaptive-mode interior point method for some monotone variational
inequality problems'',
*SIAM J. Optimization*, 8 (1998) 123-139. - G. Sonnevend, J. Stoer and G. Zhao,
``Subspace methods for solving linear programming problems'',
*Pure Mathematics and Applications*, 9 (1998) 193-212. - Gongyun Zhao,
``Interior point algorithms for linear complementarity problems
based on large neighborhoods of the central path'',
*SIAM Journal on Optimization*, 8 (1998) 397-413. - J. Sun and J. Zhu and G. Zhao,
``A predictor-corrector algorithm for a class of nonlinear saddle point
problems'',
*SIAM Journal on Control and Optimization*, 35 (1997) 532-551. - Gongyun Zhao, and Jishan Zhu,
``The curvature integral and the complexity of linear complementarity
problems,''
*Mathematical Programming*70 (1996) 107-122. - Gongyun Zhao,
``On the relationship between the curvature integral and the complexity
of path-following methods in linear programming'',
*SIAM Journal on Optimization*, 6 (1996) 57-73. - G. Zhao, J. Sun and J. Zhu,
``A primal-dual affine scaling algorithm with necessary centering as
a safeguard'',
*Optimization*, 35 (1995) 333-343. - Gongyun Zhao,
``On the choice of parameters for power-series interior point
algorithms in linear programming'',
*Mathematical Programming*68 (1995) 49-71. - G. Zhao and J. Zhu,
``Analytical properties of the central trajectory in interior point
methods'', in:
*Advances in Optimization and Approximation*, D. Du and J. Sun (Eds), Kluwer Academic Publishers, The Netherlands, (1994) 362-375. - G. Zhao and J. Stoer,
``Estimating the complexity of path-following methods for solving
linear programs by curvature integrals'',
*Applied Math. and Optimizations*27 (1993) 86-103. - G. Sonnevend, J. Stoer and G. Zhao,
``On the complexity of following the central path of linear programs by
linear extrapolation II'',
*Mathematical Programming*52 (1991) 527-553. - G. Sonnevend, J. Stoer and G. Zhao,
``On the complexity of following the central path by linear extrapolation
in linear programs'',
in:
*Methods of Operations Research*, Proceedings of the 14th Symposium on Operations Research, U. Rieder and P. Kleinschmidt (Eds). Germany, (1989) 19-31. - Gongyun Zhao,
``Diagonalization of singularly perturbed linear ordinary differential
equations with multi-parameters'',
*Journal of Xiamen University (national science)*, 26 (1987) 5, 517-524.

Back to the home page of the Department of Mathematics

Back to the home page of Zhao, Gongyun