List of publications
- Gongyun Zhao,
"Basis partition of the space of linear programs through a differential equation"
Working paper, National University of Singapore, 2008.
SLP-partition-June08.pdf.
- Gongyun Zhao,
"Representing the space of linear programs as the Grassmann manifold",
to appear in Mathematical Programming .
SLP.pdf.
- Wanmei Soon, Jieping Zhang and Gongyun Zhao,
"Complementarity demand functions and pricing models for multi-product markets",
Working paper, National University of Singapore, 2006.
Demand_function_AND_Pricing_Models_06-12-30.pdf.
- Fanwen Meng, Gongyun Zhao, Mark Goh and Robert De Souza,
``Lagrangian-dual Functions and Moreau-Yosida Regularization'',
to appear in SIAM J Optimization.
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.
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