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Jie Sun 0001
Person information
- affiliation: Curtin University, School of EECMS, Perth, Australia
- affiliation: Curtin University, Department of Mathematics and Statistics, Bentley, Australia
- affiliation: National University of Singapore, Department of Decision Sciences, Singapore
Other persons with the same name
- Jie Sun — disambiguation page
- Jie Sun 0002 — School of Economics and Management, Zhejiang Normal University (and 1 more)
- Jie Sun 0003
— Ningbo University of Technology, School of Electronic and Information Engineering, China (and 1 more)
- Jie Sun 0004 — Georgia Institute of Technology, Atlanta, GA, USA
- Jie Sun 0006 — Axis Semiconductor (and 1 more)
- Jie Sun 0007
- Jie Sun 0008 — Warwick University, Manufacturing Group, UK (and 1 more)
- Jie Sun 0009 — Zhejiang University of Finance and Economics
- Jie Sun 0010 — Tsinghua University, Department of Mechanical Engineering, China
- Jie Sun 0011 — National University of Singapore, Department of Mechanical Engineering, Singapore
- Jie Sun 0012
- Jie Sun 0013
- Jie Sun 0014 — University of Clermont Auvergne, France
- Jie Sun 0015 — Massachusetts Institute of Technology, Cambridge, MA, USA
- Jie Sun 0016
- Jie Sun 0017
- Jie Sun 0018
- Jie Sun 0019
- Jie Sun 0020
- Jie Sun 0021
- Jie Sun 0022
- Jie Sun 0023 — Shandong University, Key Laboratory of High Efficiency and Clean Mechanical Manufacture of Ministry of Education, Department of Mechanical Engineering, Jinan, China (and 1 more)
- Jie Sun 0024
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Journal Articles
- 2025
- [j89]Ya Zheng Dang, Jie Sun, Kok Lay Teo:
Two inertial proximal coordinate algorithms for a family of nonsmooth and nonconvex optimization problems. Autom. 171: 111992 (2025) - [j88]Jianxiong Ye, Lei Wang
A robust optimal control problem with moment constraints on distribution: Theoretical analysis and an algorithm. Comput. Oper. Res. 176: 106966 (2025) - 2023
- [j87]Xingbang Cui
On Multistage Pseudomonotone Stochastic Variational Inequalities. J. Optim. Theory Appl. 199(1): 363-391 (2023) - 2022
- [j86]Liangshao Hou, Xun Qian
An Interior Point Parameterized Central Path Following Algorithm for Linearly Constrained Convex Programming. J. Sci. Comput. 90(3): 95 (2022) - [j85]Xinwei Liu, Yu-Hong Dai, Yakui Huang, Jie Sun
A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints. Math. Comput. 92(341): 1301-1330 (2022) - 2021
- [j84]Haodong Yu, Jie Sun
A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure. Comput. Optim. Appl. 79(1): 67-99 (2021) - [j83]Xiaodi Bai
An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems. INFORMS J. Comput. 33(3): 1056-1069 (2021) - [j82]Tengteng Yu, Xinwei Liu
Stochastic Variance Reduced Gradient Methods Using a Trust-Region-Like Scheme. J. Sci. Comput. 87(1): 5 (2021) - [j81]Tengteng Yu
A Minibatch Proximal Stochastic Recursive Gradient Algorithm Using a Trust-Region-Like Scheme and Barzilai-Borwein Stepsizes. IEEE Trans. Neural Networks Learn. Syst. 32(10): 4627-4638 (2021) - 2020
- [j80]Zheng-Hai Huang, Defeng Sun, Jie Sun:
Preface. Asia Pac. J. Oper. Res. 37(4): 2002001:1-2002001:2 (2020) - [j79]Min Zhang
A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms. Asia Pac. J. Oper. Res. 37(4): 2040004:1-2040004:21 (2020) - [j78]Aifan Ling
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set. Eur. J. Oper. Res. 285(1): 81-95 (2020) - [j77]Lu Tan
A Novel Euler's Elastica-Based Segmentation Approach for Noisy Images Using the Progressive Hedging Algorithm. J. Math. Imaging Vis. 62(1): 98-119 (2020) - [j76]Xun Qian, Li-Zhi Liao
A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming. Math. Program. 179(1): 1-19 (2020) - [j75]R. Tyrrell Rockafellar
Solving Lagrangian variational inequalities with applications to stochastic programming. Math. Program. 181(2): 435-451 (2020) - [j74]Jie Sun
Risk minimization, regret minimization and progressive hedging algorithms. Math. Program. 181(2): 509-530 (2020) - [j73]Chao Ding, Defeng Sun, Jie Sun
Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian. SIAM J. Optim. 30(1): 630-659 (2020) - 2019
- [j72]R. Tyrrell Rockafellar
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. Math. Program. 174(1-2): 453-471 (2019) - [j71]Zhaohua Gong
Distributionally robust L1 -estimation in multiple linear regression. Optim. Lett. 13(4): 935-947 (2019) - [j70]Min Zhang
Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms. SIAM J. Optim. 29(3): 1799-1818 (2019) - 2018
- [j69]Marcus Ang
On the dual representation of coherent risk measures. Ann. Oper. Res. 262(1): 29-46 (2018) - [j68]Chao Ding, Defeng Sun
Spectral operators of matrices. Math. Program. 168(1-2): 509-531 (2018) - [j67]Jie Sun
Quadratic two-stage stochastic optimization with coherent measures of risk. Math. Program. 168(1-2): 599-613 (2018) - [j66]Sarah Yini Gao, Jie Sun
A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints. Optim. Lett. 12(6): 1237-1247 (2018) - [j65]Yan Wang, Aimin Song, Lei Wang
Maximum principle via Malliavin calculus for regular-singular stochastic differential games. Optim. Lett. 12(6): 1301-1314 (2018) - [j64]Xun Qian, Li-Zhi Liao, Jie Sun
The Convergent Generalized Central Paths for Linearly Constrained Convex Programming. SIAM J. Optim. 28(2): 1183-1204 (2018) - [j63]Bin Li
A Distributionally Robust Minimum Variance Beamformer Design. IEEE Signal Process. Lett. 25(1): 105-109 (2018) - 2017
- [j62]Ai-Fan Ling
Robust two-stage stochastic linear optimization with risk aversion. Eur. J. Oper. Res. 256(1): 215-229 (2017) - [j61]Bin Li
A Distributionally Robust Linear Receiver Design for Multi-Access Space-Time Block Coded MIMO Systems. IEEE Trans. Wirel. Commun. 16(1): 464-474 (2017) - 2016
- [j60]Yi Jiang, Yiran He, Jie Sun
Proximal Analysis and the Minimal Time Function of a Class of Semilinear Control Systems. J. Optim. Theory Appl. 169(3): 784-800 (2016) - [j59]Duan Li
Dedicated to the memory of Professor Xiaoling Sun (1963-2014). Optim. Methods Softw. 31(4): 679-680 (2016) - [j58]Xueting Cui, Shushang Zhu, Duan Li
Mean-variance portfolio optimization with parameter sensitivity control. Optim. Methods Softw. 31(4): 755-774 (2016) - 2014
- [j57]Xiaojin Zheng, Xiaoling Sun, Duan Li
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach. Comput. Optim. Appl. 59(1-2): 379-397 (2014) - [j56]James Ang, Fanwen Meng, Jie Sun
Two-stage stochastic linear programs with incomplete information on uncertainty. Eur. J. Oper. Res. 233(1): 16-22 (2014) - [j55]Nguyen Mau Nam, Nguyen Thai An, R. Blake Rector, Jie Sun
Nonsmooth Algorithms and Nesterov's Smoothing Technique for Generalized Fermat-Torricelli Problems. SIAM J. Optim. 24(4): 1815-1839 (2014) - 2013
- [j54]James Ang, Masao Fukushima, Fanwen Meng, Takahiro Noda, Jie Sun
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management. J. Glob. Optim. 56(4): 1297-1312 (2013) - [j53]Jie Sun
Foreword: Special issue on the 8th International Conference on Optimization: Techniques and Applications. Optim. Methods Softw. 28(4): 669 (2013) - 2012
- [j52]Yiran He, Jie Sun
Minimum recession-compatible subsets of closed convex sets. J. Glob. Optim. 52(2): 253-263 (2012) - 2011
- [j51]Fanwen Meng, Jie Sun
A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure. Comput. Optim. Appl. 50(2): 379-401 (2011) - [j50]Yi Jiang, Yiran He, Jie Sun
Subdifferential properties of the minimal time function of linear control systems. J. Glob. Optim. 51(3): 395-412 (2011) - 2010
- [j49]Jie Sun
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs. Eur. J. Oper. Res. 207(3): 1210-1220 (2010) - [j48]Wenqing Chen, Melvyn Sim
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization. Oper. Res. 58(2): 470-485 (2010) - [j47]Xuexiang Huang, Jie Sun
Preface: Special section on the 2nd International Conference on Nonlinear Programming with Applications. Optim. Methods Softw. 25(5): 665 (2010) - 2008
- [j46]Deren Han, Hong K. Lo
The toll effect on price of anarchy when costs are nonlinear and asymmetric. Eur. J. Oper. Res. 186(1): 300-316 (2008) - [j45]Defeng Sun
Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras. Math. Oper. Res. 33(2): 421-445 (2008) - [j44]Defeng Sun
The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming. Math. Program. 114(2): 349-391 (2008) - [j43]Jein-Shan Chen
The SC1 property of the squared norm of the SOC Fischer-Burmeister function. Oper. Res. Lett. 36(3): 385-392 (2008) - [j42]Lingchen Kong, Jie Sun
A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems. SIAM J. Optim. 19(3): 1028-1047 (2008) - 2006
- [j41]Xinwei Liu, Georgia Perakis, Jie Sun
A Robust SQP Method for Mathematical Programs with Linear Complementarity Constraints. Comput. Optim. Appl. 34(1): 5-33 (2006) - [j40]Jie Sun
Scenario Formulation of Stochastic Linear Programs and the Homogeneous Self-Dual Interior-Point Method. INFORMS J. Comput. 18(4): 444-454 (2006) - [j39]Chee-Khian Sim
A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function. Math. Program. 107(3): 547-553 (2006) - [j38]Jie Sun
A smoothing Newton algorithm for the LCP with a sufficient matrix that terminates finitely at a maximally complementary solution. Optim. Methods Softw. 21(4): 597-615 (2006) - [j37]Yiran He, Jie Sun
Second-Order Sufficient Conditions for Error Bounds in Banach Spaces. SIAM J. Optim. 17(3): 795-805 (2006) - 2005
- [j36]Guanglu Zhou, Kim-Chuan Toh, Jie Sun
Efficient Algorithms for the Smallest Enclosing Ball Problem. Comput. Optim. Appl. 30(2): 147-160 (2005) - [j35]Jie Sun
Quadratic cost flow and the conjugate gradient method. Eur. J. Oper. Res. 164(1): 104-114 (2005) - [j34]Yiran He, Jie Sun
Error Bounds for Degenerate Cone Inclusion Problems. Math. Oper. Res. 30(3): 701-717 (2005) - [j33]Defeng Sun
Strong Semismoothness of the Fischer-Burmeister SDC and SOC Complementarity Functions. Math. Program. 103(3): 575-581 (2005) - 2004
- [j32]Shu-Cherng Fang, Soon-Yi Wu, Jie Sun
An Analytic Center Cutting Plane Method for Solving Semi-Infinite Variational Inequality Problems. J. Glob. Optim. 28(2): 141-152 (2004) - [j31]Xinwei Liu, Jie Sun
A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods. J. Glob. Optim. 28(2): 197-215 (2004) - [j30]Alexander Shapiro, Jie Sun
Some Properties of the Augmented Lagrangian in Cone Constrained Optimization. Math. Oper. Res. 29(3): 479-491 (2004) - [j29]Xinwei Liu, Jie Sun
Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints. Math. Program. 101(1): 231-261 (2004) - [j28]Jie Sun
A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems. SIAM J. Optim. 14(3): 783-806 (2004) - [j27]Xinwei Liu, Jie Sun
A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs. SIAM J. Optim. 14(4): 1163-1186 (2004) - 2003
- [j26]Xiongda Chen, Defeng Sun
Complementarity Functions and Numerical Experiments on Some Smoothing Newton Methods for Second-Order-Cone Complementarity Problems. Comput. Optim. Appl. 25(1-3): 39-56 (2003) - [j25]Sheng Xu, Robert M. Freund, Jie Sun
Solution Methodologies for the Smallest Enclosing Circle Problem. Comput. Optim. Appl. 25(1-3): 283-292 (2003) - [j24]Jie Sun
On the Log-exponential Trajectory of Linear Programming. J. Glob. Optim. 25(1): 75-90 (2003) - [j23]Jong-Shi Pang, Defeng Sun
Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems. Math. Oper. Res. 28(1): 39-63 (2003) - 2002
- [j22]Jie Sun
A Parametric Approach for a Nonlinear Discrete Location Problem. J. Comb. Optim. 6(2): 119-132 (2002) - [j21]Defeng Sun
Semismooth Matrix-Valued Functions. Math. Oper. Res. 27(1): 150-169 (2002) - [j20]Jie Sun
An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems. Math. Oper. Res. 27(2): 332-346 (2002) - [j19]Kim-Chuan Toh, Gongyun Zhao, Jie Sun
A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems. SIAM J. Optim. 12(4): 1126-1146 (2002) - [j18]Defeng Sun
Strong Semismoothness of Eigenvalues of Symmetric Matrices and Its Application to Inverse Eigenvalue Problems. SIAM J. Numer. Anal. 40(6): 2352-2367 (2002) - 2001
- [j17]Jie Sun
Global Convergence of Conjugate Gradient Methods without Line Search. Ann. Oper. Res. 103(1-4): 161-173 (2001) - [j16]Markus Hegland
Parallel Interior Point Schemes for Solving Multistage Convex Programming. Ann. Oper. Res. 108(1-4): 75-85 (2001) - [j15]Frank Y. Chen, S. H. Hum, Jie Sun
Analysis of third-party warehousing contracts with commitments. Eur. J. Oper. Res. 131(3): 603-610 (2001) - 2000
- [j14]Zhi-Quan Luo, Jie Sun
A Polynomial Cutting Surfaces Algorithm for the Convex Feasibility Problem Defined by Self-Concordant Inequalities. Comput. Optim. Appl. 15(2): 167-191 (2000) - 1999
- [j13]Gongyun Zhao, Jie Sun
On the Rate of Local Convergence of High-Order-Infeasible-Path-Following Algorithms for P*-Linear Complementarity Problems. Comput. Optim. Appl. 14(3): 293-307 (1999) - 1998
- [j12]Jie Sun
Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems. SIAM J. Optim. 8(1): 123-139 (1998) - [j11]Zhi-Quan Luo, Jie Sun
An Analytic Center Based Column Generation Algorithm for Convex Quadratic Feasibility Problems. SIAM J. Optim. 9(1): 217-235 (1998) - 1996
- [j10]Jie Sun
A convergence analysis for a convex version of Dikin's algorithm. Ann. Oper. Res. 62(1): 357-374 (1996) - [j9]Jie Sun
A predictor-corrector method for extended linear-quadratic programming. Comput. Oper. Res. 23(8): 755-767 (1996) - [j8]Jie Sun
On piecewise quadratic Newton and trust region problems. Math. Program. 76: 451-467 (1996) - 1994
- [j7]Liqun Qi
A trust region algorithm for minimization of locally Lipschitzian functions. Math. Program. 66: 25-43 (1994) - 1993
- [j6]Liqun Qi
A nonsmooth version of Newton's method. Math. Program. 58: 353-367 (1993) - [j5]Jie Sun
A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions. Math. Program. 60: 69-79 (1993) - 1992
- [j4]Jie Sun
An interior point algorithm of O(Quadrat Root(m) absolute (ln epsilon)) iterations for C-convex programming. Math. Program. 57: 239-257 (1992) - 1991
- [j3]Sanjay Mehrotra, Jie Sun
On computing the center of a convex quadratically constrained set. Math. Program. 50: 81-89 (1991) - 1990
- [j2]Sanjay Mehrotra, Jie Sun:
An Algorithm for Convex Quadratic Programming That Requires O(n3.5L) Arithmetic Operations. Math. Oper. Res. 15(2): 342-363 (1990) - 1989
- [j1]Jie Sun
Tracing the characteristic curve of a quadratic black box. Networks 19(6): 637-650 (1989)
Conference and Workshop Papers
- 2007
- [c1]Zhengyi John Zhao, Jie Sun
High performance quadratic classifier and the application on pendigits recognition. CDC 2007: 3072-3077
Informal and Other Publications
- 2020
- [i2]Tengteng Yu, Xinwei Liu, Yu-Hong Dai, Jie Sun:
A variable metric mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize. CoRR abs/2010.00817 (2020) - 2019
- [i1]Lu Tan, Ling Li, Wanquan Liu, Jie Sun, Min Zhang:
A Novel Euler's Elastica based Segmentation Approach for Noisy Images via using the Progressive Hedging Algorithm. CoRR abs/1902.07402 (2019)
Coauthor Index
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