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ORCIDDuan Li 0002
李端
Person information
- unicode name: 李端
- affiliation: University of Hong Kong, Department of Systems Engineering and Engineering Management, Hong Kong
Other persons with the same name
- Duan Li — disambiguation page
- Duan Li 0001
![[0000-0001-9102-0741]](https://dblp.dagstuhl.de/img/orcid-mark.12x12.png "0000-0001-9102-0741")
— University of Michigan, Ann Arbor, MI, USA (and 1 more) - Duan Li 0003 — Beihang University, School of Instrumentation and Optoelectronic Engineering, Beijing, China
- Duan Li 0004 — Beijing University of Posts and Telecommunications, School of Electronic Engineering, China (and 1 more)
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2020 – today
- 2023
[j114]Yun Shi, Duan Li, Xiangyu Cui:
Time consistent in efficiency dynamic mean-variance policy. J. Oper. Res. Soc. 74(1): 195-208 (2023)- [j113]Xiangyu Cui, Duan Li, Yun Shi, Mingjia Zhu:
Hybrid strategy in multiperiod mean-variance framework. Optim. Lett. 17(2): 493-509 (2023) - 2022
- [j112]Man-Fai Leung, Jun Wang, Duan Li:
Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems. IEEE Trans. Cybern. 52(12): 12785-12794 (2022) - [i2]Bojun Lu, Duan Li, Rujun Jiang:
Tackling A Class of Hard Subset-Sum Problems: Integration of Lattice Attacks with Disaggregation Techniques. CoRR abs/2202.09157 (2022) - 2021
- [j111]Hezhi Luo, Xiaodong Ding, Jiming Peng, Rujun Jiang, Duan Li:
Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties. INFORMS J. Comput. 33(1): 180-197 (2021) - 2020
- [j110]Moris S. Strub, Duan Li:
Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment. Oper. Res. 68(1): 199-213 (2020) - [j109]Moris S. Strub, Duan Li:
A note on monotone mean-variance preferences for continuous processes. Oper. Res. Lett. 48(4): 397-400 (2020) - [j108]Rujun Jiang, Duan Li:
A Linear-Time Algorithm for Generalized Trust Region Subproblems. SIAM J. Optim. 30(1): 915-932 (2020) - [c13]Xin Huang, Duan Li:
A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem. IJCAI 2020: 4527-4533
2010 – 2019
- 2019
- [j107]Baiyi Wu, Duan Li, Rujun Jiang:
Quadratic convex reformulation for quadratic programming with linear on-off constraints. Eur. J. Oper. Res. 274(3): 824-836 (2019) - [j106]Youcheng Lou, Sahar Parsa, Debraj Ray, Duan Li, Shouyang Wang:
Information aggregation in a financial market with general signal structure. J. Econ. Theory 183: 594-624 (2019) - [j105]Rujun Jiang, Duan Li:
Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming. J. Glob. Optim. 75(2): 461-494 (2019) - [j104]Rujun Jiang, Duan Li:
Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem. SIAM J. Optim. 29(2): 1603-1633 (2019) - [j103]Weiping Wu, Jianjun Gao, Duan Li, Yun Shi:
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise. IEEE Trans. Autom. Control. 64(5): 1999-2012 (2019) - [c12]Rujun Jiang, Duan Li:
On Conic Relaxations of Generalization of the Extended Trust Region Subproblem. WCGO 2019: 145-154 - [c11]Rujun Jiang, Duan Li:
Semidefinite Programming Based Convex Relaxation for Nonconvex Quadratically Constrained Quadratic Programming. WCGO 2019: 213-220 - 2018
- [j102]Xueting Cui, Xiaoling Sun, Shushang Zhu, Rujun Jiang, Duan Li:
Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method. INFORMS J. Comput. 30(3): 454-471 (2018) - [j101]Rujun Jiang, Duan Li, Baiyi Wu:
SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices. Math. Program. 169(2): 531-563 (2018) - 2017
- [j100]Xiangyu Cui, Xun Li, Duan Li, Yun Shi:
Time consistent behavioral portfolio policy for dynamic mean-variance formulation. J. Oper. Res. Soc. 68(12): 1647-1660 (2017) - [j99]Jianjun Gao, Ke Zhou, Duan Li, Xi-Ren Cao:
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time. SIAM J. Control. Optim. 55(3): 1377-1397 (2017) - [j98]Baiyi Wu, Xiaoling Sun, Duan Li, Xiaojin Zheng:
Quadratic Convex Reformulations for Semicontinuous Quadratic Programming. SIAM J. Optim. 27(3): 1531-1553 (2017) - [i1]Weipin Wu, Jianjun Gao, Duan Li, Yun Shi:
Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative Noise. CoRR abs/1709.05529 (2017) - 2016
- [j97]Jianjun Gao, Yan Xiong, Duan Li:
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time. Eur. J. Oper. Res. 249(2): 647-656 (2016) - [j96]Haixiang Yao, Zhongfei Li, Duan Li:
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Eur. J. Oper. Res. 252(3): 837-851 (2016) - [j95]Duan Li, Jie Sun, Kok Lay Teo:
Dedicated to the memory of Professor Xiaoling Sun (1963-2014). Optim. Methods Softw. 31(4): 679-680 (2016) - [j94]Yong Xia, Duan Li:
Strong duality in optimization: shifted power reformulation. Optim. Methods Softw. 31(4): 720-736 (2016) - [j93]Xueting Cui, Shushang Zhu, Duan Li, Jie Sun:
Mean-variance portfolio optimization with parameter sensitivity control. Optim. Methods Softw. 31(4): 755-774 (2016) - [j92]Rujun Jiang, Duan Li:
Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming. SIAM J. Optim. 26(3): 1649-1668 (2016) - 2015
- [j91]Jianjun Gao, Duan Li, Xiangyu Cui, Shouyang Wang:
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach. Autom. 54: 91-99 (2015) - [j90]Yun Shi, Xiangyu Cui, Jing Yao, Duan Li:
Dynamic Trading with Reference Point Adaptation and Loss Aversion. Oper. Res. 63(4): 789-806 (2015) - [j89]Xiangyu Cui, Duan Li, Jiaan Yan:
Classical mean-variance model revisited: pseudo efficiency. J. Oper. Res. Soc. 66(10): 1646-1655 (2015) - [c10]Yun Shi, Duan Li, Xiangyu Cui:
Behavioral Portfolio Optimization with Social Reference Point. MCO (1) 2015: 269-280 - 2014
- [j88]Xiaojin Zheng, Xiaoling Sun, Duan Li, Jie Sun:
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach. Comput. Optim. Appl. 59(1-2): 379-397 (2014) - [j87]Chi-Kong Ng, Duan Li:
Test problem generator for unconstrained global optimization. Comput. Oper. Res. 51: 338-349 (2014) - [j86]Yong Hsia, Baiyi Wu, Duan Li:
New reformulations for probabilistically constrained quadratic programs. Eur. J. Oper. Res. 233(3): 550-556 (2014) - [j85]Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li:
Optimal multi-period mean-variance policy under no-shorting constraint. Eur. J. Oper. Res. 234(2): 459-468 (2014) - [j84]Xiaojin Zheng, Xiaoling Sun, Duan Li:
Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach. INFORMS J. Comput. 26(4): 690-703 (2014) - [j83]Xiangyu Cui, Xun Li, Duan Li:
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection. IEEE Trans. Autom. Control. 59(7): 1833-1844 (2014) - 2013
- [j82]Yong Xia, Ruey-Lin Sheu, Xiaoling Sun, Duan Li:
Tightening a copositive relaxation for standard quadratic optimization problems. Comput. Optim. Appl. 55(2): 379-398 (2013) - [j81]Yingjie Li, Shushang Zhu, Donghui Li, Duan Li:
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization. Eur. J. Oper. Res. 228(3): 556-570 (2013) - [j80]Jianjun Gao, Duan Li:
Optimal Cardinality Constrained Portfolio Selection. Oper. Res. 61(3): 745-761 (2013) - [j79]Xiaoling Sun, Duan Li, Shuzhong Zhang:
Preface: Special issue of Journal of Global Optimization for the 8th international conference on optimization: techniques and applications. J. Glob. Optim. 56(4): 1295-1296 (2013) - [j78]Jianjun Gao, Duan Li:
A polynomial case of the cardinality-constrained quadratic optimization problem. J. Glob. Optim. 56(4): 1441-1455 (2013) - [j77]Xiaojin Zheng, Xiaoling Sun, Duan Li:
A note on semidefinite relaxation for 0-1 quadratic knapsack problems. Optim. Methods Softw. 28(4): 930-942 (2013) - 2012
- [j76]Jianjun Gao, Duan Li:
Linear-quadratic switching control with switching cost. Autom. 48(6): 1138-1143 (2012) - [j75]Yong Xia, Ruey-Lin Sheu, Xiaoling Sun, Duan Li:
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure. Eur. J. Oper. Res. 218(2): 351-357 (2012) - [j74]Xiaojin Zheng, Xiaoling Sun, Duan Li, Xueting Cui:
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs. Eur. J. Oper. Res. 221(1): 38-48 (2012) - [j73]Xiaojin Zheng, Xiaoling Sun, Duan Li, Yifan Xu:
On zero duality gap in nonconvex quadratic programming problems. J. Glob. Optim. 52(2): 229-242 (2012) - [j72]Duan Li, X. L. Sun, Chunli Liu:
An exact solution method for unconstrained quadratic 0-1 programming: a geometric approach. J. Glob. Optim. 52(4): 797-829 (2012) - [j71]Xiaoling Sun, Chunli Liu, Duan Li, Jianjun Gao:
On duality gap in binary quadratic programming. J. Glob. Optim. 53(2): 255-269 (2012) - [j70]Xiaojin Zheng, Xiaoling Sun, Duan Li, Yifan Xu:
On reduction of duality gap in quadratic knapsack problems. J. Glob. Optim. 54(2): 325-339 (2012) - [j69]Yun-Bin Zhao, Duan Li:
Reweighted 1-Minimization for Sparse Solutions to Underdetermined Linear Systems. SIAM J. Optim. 22(3): 1065-1088 (2012) - [j68]Fucai Qian, Jianjun Gao, Duan Li:
Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control. IEEE Trans. Autom. Control. 57(8): 2110-2115 (2012) - 2011
- [j67]Duan Li, Xiaoling Sun, Jianjun Gao, Shenshen Gu, Xiaojin Zheng:
Reachability determination in acyclic Petri nets by cell enumeration approach. Autom. 47(9): 2094-2098 (2011) - [j66]Zhi-You Wu, Duan Li, Lian-Sheng Zhang:
Global descent methods for unconstrained global optimization. J. Glob. Optim. 50(3): 379-396 (2011) - [j65]Xiaojin Zheng, Xiaoling Sun, Duan Li:
Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations. J. Glob. Optim. 50(4): 695-712 (2011) - [j64]Xiaojin Zheng, Xiaoling Sun, Duan Li:
Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation. Math. Program. 129(2): 301-329 (2011) - [j63]Yong Xia, Xiaoling Sun, Duan Li, Xiaojin Zheng:
On The Reduction of Duality Gap in Box Constrained Nonconvex Quadratic Program. SIAM J. Optim. 21(3): 706-729 (2011) - [j62]Jianjun Gao, Duan Li:
Cardinality Constrained Linear-Quadratic Optimal Control. IEEE Trans. Autom. Control. 56(8): 1936-1941 (2011) - 2010
- [j61]Xiaojin Zheng, Xiaoling Sun, Duan Li, Yong Xia:
Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming. Math. Oper. Res. 35(4): 864-880 (2010) - [j60]Chi-Kong Ng, Duan Li, Lian-Sheng Zhang:
Global Descent Method for Global Optimization. SIAM J. Optim. 20(6): 3161-3184 (2010) - [c9]Fucai Qian, Jianjun Gao, Duan Li:
Adaptive robust tracking for uncertain system. CDC 2010: 4293-4298
2000 – 2009
- 2009
- [j59]Duan Li, Xiaoling Sun, J. Wang, K. I. M. McKinnon:
Convergent Lagrangian and domain cut method for nonlinear knapsack problems. Comput. Optim. Appl. 42(1): 67-104 (2009) - [j58]Changyu Wang, Duan Li:
Unified theory of augmented Lagrangian methods for constrained global optimization. J. Glob. Optim. 44(3): 433-458 (2009) - [j57]Duan Li, Fucai Qian, Jianjun Gao:
Performance-First Control for Discrete-Time LQG Problems. IEEE Trans. Autom. Control. 54(9): 2225-2230 (2009) - [j56]Chun-Hung Chiu, Tsan-Ming Choi, Duan Li:
Price Wall or War: The Pricing Strategies for Retailers. IEEE Trans. Syst. Man Cybern. Part A 39(2): 331-343 (2009) - [c8]Jianjun Gao, Duan Li:
On LQ control of discrete-time switched system with switching cost. ECC 2009: 1943-1948 - 2008
- [j55]Duan Li, Fucai Qian, Peilin Fu:
Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters. Autom. 44(1): 119-127 (2008) - [j54]Tsan-Ming Choi, Duan Li, Houmin Yan:
Mean-variance analysis of a single supplier and retailer supply chain under a returns policy. Eur. J. Oper. Res. 184(1): 356-376 (2008) - [j53]Tsan-Ming Choi, Duan Li, Houmin Yan:
Mean-Variance Analysis for the Newsvendor Problem. IEEE Trans. Syst. Man Cybern. Part A 38(5): 1169-1180 (2008) - 2007
- [j52]Chi-Kong Ng, Duan Li, Lian-Sheng Zhang:
Discrete global descent method for discrete global optimization and nonlinear integer programming. J. Glob. Optim. 37(3): 357-379 (2007) - [j51]Duan Li, J. Wang, Xiaoling Sun:
Computing exact solution to nonlinear integer programming: Convergent Lagrangian and objective level cut method. J. Glob. Optim. 39(1): 127-154 (2007) - [j50]Zhi-You Wu, Duan Li, Lian-Sheng Zhang, Xinmin Yang:
Peeling Off a Nonconvex Cover of an Actual Convex Problem: Hidden Convexity. SIAM J. Optim. 18(2): 507-536 (2007) - [j49]H. Z. Luo, Xiaoling Sun, Duan Li:
On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization. SIAM J. Optim. 18(4): 1209-1230 (2007) - [c7]Jianjun Gao, Duan Li:
Cardinality constrained linear-quadratic optimal control: Lower bounding scheme via scalar state space by semidefinite programming. CDC 2007: 6047-6052 - 2006
- [j48]Yun-Bin Zhao, Duan Li:
A New Path-Following Algorithm for Nonlinear P*Complementarity Problems. Comput. Optim. Appl. 34(2): 183-214 (2006) - [j47]Tsan-Ming (Jason) Choi, Duan Li, Houmin Yan:
Quick response policy with Bayesian information updates. Eur. J. Oper. Res. 170(3): 788-808 (2006) - [j46]Duan Li, X. Q. Yang:
Preface. J. Glob. Optim. 35(2): 161 (2006) - [j45]Duan Li, Xiaoling Sun:
Towards Strong Duality in Integer Programming. J. Glob. Optim. 35(2): 255-282 (2006) - [j44]Xiaoling Sun, Ning Ruan, Duan Li:
An efficient algorithm for nonlinear integer programming problems arising in series-parallel reliability systems. Optim. Methods Softw. 21(4): 617-633 (2006) - [j43]Yun-Bin Zhao, Shu-Cherng Fang, Duan Li:
Constructing Generalized Mean Functions Using Convex Functions with Regularity Conditions. SIAM J. Optim. 17(1): 37-51 (2006) - [j42]Duan Li, Xiaoling Sun, F. L. Wang:
Convergent Lagrangian and Contour Cut Method for Nonlinear Integer Programming with a Quadratic Objective Function. SIAM J. Optim. 17(2): 372-400 (2006) - [c6]Jun Wang, Mei Long, Duan Li:
A Total Unimodularity Based Branch-and-Bound Method for Integer Programming. APCCAS 2006: 642-645 - 2005
- [j41]Duan Li, Xiaoling Sun, Ken McKinnon:
An Exact Solution Method for Reliability Optimization in Complex Systems. Ann. Oper. Res. 133(1-4): 129-148 (2005) - [j40]Chi-Kong Ng, Lian-Sheng Zhang, Duan Li, Wei-Wen Tian:
Discrete Filled Function Method for Discrete Global Optimization. Comput. Optim. Appl. 31(1): 87-115 (2005) - [j39]Duan Li, Liqun Qi, Kok Lay Teo:
Special Issue of Journal of Global Optimization on Optimization Techniques and Applications. J. Glob. Optim. 31(2): 191-192 (2005) - [j38]Duan Li, Zhi-You Wu, Heung-Wing Joseph Lee, Xin-Min Yang, Lian-Sheng Zhang:
Hidden Convex Minimization. J. Glob. Optim. 31(2): 211-233 (2005) - [j37]Xiaoling Sun, F. L. Wang, Duan Li:
Exact Algorithm for Concave Knapsack Problems: Linear Underestimation and Partition Method. J. Glob. Optim. 33(1): 15-30 (2005) - [j36]Yifan Xu, Chunli Liu, Duan Li:
Generalized Nonlinear Lagrangian Formulation for Bounded Integer Programming. J. Glob. Optim. 33(2): 257-272 (2005) - [j35]Xiaoling Sun, Duan Li, K. I. M. McKinnon:
On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization. SIAM J. Optim. 15(4): 1128-1146 (2005) - 2004
- [j34]Tsan-Ming Choi, Duan Li, Houmin Yan:
Optimal single ordering policy with multiple delivery modes and Bayesian information updates. Comput. Oper. Res. 31(12): 1965-1984 (2004) - [j33]Lian-Sheng Zhang, Chi-Kong Ng, Duan Li, Wei-Wen Tian:
A New Filled Function Method for Global Optimization. J. Glob. Optim. 28(1): 17-43 (2004) - [j32]Yu-Hong Dai, Li-Zhi Liao, Duan Li:
On Restart Procedures for the Conjugate Gradient Method. Numer. Algorithms 35(2-4): 249-260 (2004) - [j31]Shushang Zhu, Duan Li, Shouyang Wang:
Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation. IEEE Trans. Autom. Control. 49(3): 447-457 (2004) - [j30]Er-Wei Bai, Duan Li:
Convergence of the iterative Hammerstein system identification algorithm. IEEE Trans. Autom. Control. 49(11): 1929-1940 (2004) - [c5]Duan Li, Fucai Qian:
Closed-loop optimal control law for discrete-time LQG problems with a mean-variance objective. CDC 2004: 2291-2296 - [c4]Er-Wei Bai, Duan Li:
Convergence of the iterative Hammerstein system identification algorithm. CDC 2004: 3868-3873 - 2003
- [j29]Tsan-Ming Choi, Duan Li, Houmin Yan:
Optimal two-stage ordering policy with Bayesian information updating. J. Oper. Res. Soc. 54(8): 846-859 (2003) - [j28]Yun-Bin Zhao, Duan Li:
A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P[sub 0] LCPs. SIAM J. Optim. 13(4): 1195-1221 (2003) - [c3]Duan Li, Fucai Qian, Peilin Fu:
Mean-variance control for discrete-time LQG problems. ACC 2003: 4444-4449 - 2002
- [j27]Li-Zhi Liao, Duan Li:
Adaptive differential dynamic programming for multiobjective optimal control. Autom. 38(6): 1003-1015 (2002) - [j26]Chi-Kong Ng, Li-Zhi Liao, Duan Li:
A Globally Convergent and Efficient Method for Unconstrained Discrete-Time Optimal Control. J. Glob. Optim. 23(3-4): 401-421 (2002) - [j25]Yifan Xu, Duan Li:
A nonlinear Lagrangian dual for integer programming. Oper. Res. Lett. 30(6): 401-407 (2002) - [j24]Yun-Bin Zhao, Duan Li:
Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method. SIAM J. Optim. 12(4): 893-912 (2002) - [j23]Duan Li, Fucai Qian, Peilin Fu:
Variance minimization approach for a class of dual control problems. IEEE Trans. Autom. Control. 47(12): 2010-2020 (2002) - [j22]Jian-Bo Yang, Duan Li:
Normal vector identification and interactive tradeoff analysis using minimax formulation in multiobjective optimization. IEEE Trans. Syst. Man Cybern. Part A 32(3): 305-319 (2002) - [c2]Duan Li, Fucai Qian, Peilin Fu:
Variance minimization approach for a class of dual control problems. ACC 2002: 3759-3764 - 2001
- [j21]Duan Li, Xiaoling Sun, M. P. Biswal, F. Gao:
Convexification, Concavification and Monotonization in Global Optimization. Ann. Oper. Res. 105(1-4): 213-226 (2001) - [j20]Duan Li, X. L. Sun:
Existence of a Saddle Point in Nonconvex Constrained Optimization. J. Glob. Optim. 21(1): 39-50 (2001) - [j19]Xiaoling Sun, K. I. M. McKinnon, Duan Li:
A convexification method for a class of global optimization problems with applications to reliability optimization. J. Glob. Optim. 21(2): 185-199 (2001) - [j18]Yun-Bin Zhao, Duan Li:
On a New Homotopy Continuation Trajectory for Nonlinear Complementarity Problems. Math. Oper. Res. 26(1): 119-146 (2001) - [j17]Xiaoling Sun, Duan Li:
On the relationship between the integer and continuous solutions of convex programs. Oper. Res. Lett. 29(2): 87-92 (2001) - [j16]