Selected Publications

A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems, SIAM Journal on Optimization 19 (2008) 1028-1047, DOI:10.1137/060676775  (with Kong and Xiu)

Rates of Convergence of the Augmented  Lagrangian Method for  Nonlinear Programming and Semidefinite Programming, Mathematical Programming   114 (2008) 349-391 (with D. Sun and L. Zhang)

Lowner Operators  and Spectral Functions in  Euclid-Jordan Optimization, Mathematics of Operations Research 33 (2008) 421-445 (with D. Sun)

The Toll Effect on Price of Anarchy When Costs are Nonlinear and Asymmetric,  European Journal of Operations Research 186 (2008) 319-316 (with Han. Loo and Yang) (pdf file)    

The SC^1 Property of the Squared Norm of the SOC Fisher-Burmeister Function, Operations Research Letters 36 (2008) 385-392 (with D.Sun and J.S. Chen) (pdf file)                                                                                                                                                        

Nash Equilibria with Piecewise Quadratic Costs,  Pacific Journal of Optimization 2 (2006) 679-692  (with J.-S. Pang, 2006) (pdf file)                                   

Error Bounds for Degenerate Cone Inclusion Problems, to appear in  Mathematics of Operations Research (with Y. He) (pdf file)  

Some Properties of the Augmented Lagrangian in Nonlinear Semidefinite Optimization,  JOTA 129 (2006) 437-456 (with L.W. Zhang and Y. Wu) (pdf file) 

Second Order Sufficient Conditions for Error Bounds in Banach Spaces, SIAM Journal on Optimization 17 (2006) 795-805 (with Y. He) (pdf file)                   

A Robust SQP Method for Mathematical Programs with Linear Complementarity Constraints, Journal of Computational Optimization and Applications 34 (2006) 5-33   (with X. Liu and G. Perakis) (pdf file)                                                                                                                                                                                

A Note on the Lipschitz Continuity of the Gradient of the Squared Norm of the Matrix-Valued Fischer-Burmeister Function, Mathematical Programming 107 (2006) 547 - 553 (with C.K. Sim and D. Ralph) (pdf file)                                                                                                                                                                           

A Non-Interior Continuation Algorithm for the P_0 or P_* LCP with Strong Global and Local Convergence Properties,  Applied Mathematics and Optimization 52 (2005) 237-262 (with Z. Huang) (pdf file)                                                                                                                                                                                               

Finite Termination of a Smoothing Newton Algorithm for solving the LCP with a Sufficient Matrix, Optimization Methods and Software 21 (2006) 597-615   (with Z. Huang, 2004) (pdf file)                                                                                                                                                                                                    

Designing the Distribution Network for an Integrated Supply Chain,  Journal of Industrial and management Optimization 2(2006) 239-249  (With J. Shu, 2006) (pdf file)

Strong Semismoothness of the Fischer-Burmeister  SDC and SOC  Complementarity Functions, Mathematical Programming 103 (2005) 575-582 (with D. Sun) (pdf file)

Efficient Algorithms for the Smallest Enclosing Ball Problem, Journal of Computational Optimization and Applications, 30 (2005) 147-160 (with G. Zhou and K. Toh) (pdf file)

A Smoothing Newton Algorithm for Mathematical Programs with Complementarity Constraints, Journal of Industrial and management Optimization 1(2005) 153-170 (with Z. Huang ) (pdf file)

Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach,  Pacific Journal on Optimization 1 (2005) 59-79 (with D. Han, X. Li, and D. Sun ) (pdf file)

Some Properties of the Augmented Lagrangian in Cone Constrained Optimization, Mathematics of Operations Research 29 (2004) 479-491 (with A. Shapiro) (pdf file)

Generalized Stationary Points and a Robust Interior Point Method for Mathematical Programs with Equilibrium Constraints, Mathematical Programming 101 (2004) 231-261 (with X. Liu). (pdf file)

Scenario Formulation of Stochastic Programs and the Homogeneous Self-dual Interior Point Method , to appear in  INFORMS Journal on Computing   (with X. Liu)  (pdf file)

Global Convergence Analysis of  Line Search Interior Point Methods for Nonlinear Programming without Regularity Assumptions, JOTA 125 (2005) 609-628 (with X. Liu) (pdf file) 

Quadratic Cost Flow and the Conjugate Gradient Method,  European Journal of Operations Research 164(2005) 104-114 (with X. Yang and X. Chen) (pdf file)

A Robust Promial-Daul Interior Point Algorithm for Nonlinear Programs, SIAM Journal on Optimization 14 (2004) 1163-1186 (with X. Liu) (pdf file)

A Squared Smoothing Newton Method for Nonsmooth Matrix Equations  and Its Applications in Semidefinite Optimization Problems, SIAM Journal on Optimization 14 (2004) 783-806 (with D. Sun and L. Qi)  (pdf file)

A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods, Journal of Global Optimization 28 (2004) 197-215 (with Xinwei Liu) (pdf file)

An Analytic Center Cutting Plane Method for Semi-infinite Variational Inequality Problems,  Journal of Global Optimization 28 (2004) 141-152  (with S. Fang and S. Wu) (ps file)

Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems, Mathematics of Operations Research 28 (2003) 39-63  (with J.-S. Pang and D. Sun) (pdf file)

Complementarity Functions and Numerical Experiments for Second-Order-Cone Complementarity Problems, Journal of Computational Optimization and Applications 25 (2003) 39-56 (with D. Sun and X. Chen) (ps file)  

Strong Semismoothness of Eignevalues of Symmetric Matrices and Its Application  to Inverse Eigenvalue Problems, SIAM Journal on Numerical Analysis 40 (2003) 2352-2367 (with Defeng Sun)  (pdf file)

On the Log-exponential Trajectory of Linear Programming, Journal of Global Optimization  25 (2003) 75-90 (with Liwei Zhang) (pdf file)

Solution Methodologies for the Smallest Enclosing Circle Problem  Journal of Computational Optimization and Applications  25 (2003) 283-292 (with S. Xu and R. Freund)   (ps file)   (pdf file) 

A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems, SIAM Journal on Optimization 12 (2002) 1126-1146 (with Kim-Chuan Toh and Gongyun Zhao)  (pdf file)                

An Analytic Center Cutting Plane Method for Semidefinite Feasibility problems, Mathematics of Operations Research, 27 (2002) 332-346  (with Kim-Chuan Toh and Gongyun Zhao) (pdf file)

Semismooth Matrix Valued Functions, Mathematics of Operations Research 27 (2002)150-169 (with Defeng Sun)  (pdf file)

Global Convergence of Non-Monotone Descent Methods for Unconstrained Optimization Problems, Journal of Computational and Applied Mathematics, 146, Issue 1 (2002) 89-98  (with Jiye Han and Wenyu Sun) (ps file)

A Parametric Approach to a Nonlinear Discrete Location Problem, Journal of Combinatorial Optimization 6 (2002) 119-132 (with Y. Gu) (pdf file)

Global Convergence of Two-parameter Family of Conjugate Gradient Methods without Line Search”,  Journal of Computational and Applied Mathematics 146 (2002) 37-45 (with X. Chen).(ps file)

Parallel Interior Point Solution of Multistage Convex Programming, Annals of Operations Research  108 (2001) 75-85 (with M. Hegland and M. Osborne).   (ps file)

Global Convergence of Conjugate Gradient Methods without Line Search, Annals of Operations Research  103 (2001) 161-173 (with J. Zhang) (pdf file)

Computing the Optimal Replenishment  Policy for Inventory Systems with Random  Discount Opportunities,   Operations Research 49 (2001) 790-795  (with Y. Feng) (ps file)

Solving the L_p Discrete Approximation Problem by a Method of Centers,  Journal of Computational and Applied Mathematics 129 (2001) 63-76 (pdf file)

Analysis of Third-Party Warehousing Contracts with Commitments, European Journal of Operations Research 131 (2001) 603-610 (with F. Chen and S.H. Hum) (ps file)

A Quadratically Convergent Polynomial Long-Step Algorithm for a Class of Nonlinear Monotone Complementarity Problems, Optimization 48 (2000) 453-275 (with G. Zhao) (ps file)

A Polynomial Cutting Surfaces Algorithm for the Convex Feasibility Problem Defined by Self-Concordant Inequalities, Computational Optimization and Applications 15 (2000) 167-191 (with Z. Q. Luo, (ps file))

On the Rates 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 (with G. Zhao) (ps file)

An Analytic Center Based Column Generation Algorithm for Convex Quadratic  Feasibility Problems,  SIAM Journal on Optimization, 9 (1999) 217-235 (with Z. Q. Luo). (ps file)

Applying a Nonsmooth Newton Method to Strictly Convex Separable Network Quadratic Programs, SIAM Journal on Optimization, 8 (1998) 728-745 (with H. Kuo).

Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems, SIAM Journal on Optimization, 8 (1998) 123-139 (with G. Zhao).

On Piecewise Quadratic Newton and Trust Region Problems, Mathematical Programming, 76 (1997) 451-467.

A Predictor-Corrector Algorithm for a Class of Nonlinear Saddle Point Problem, SIAM Journal on Control and Optimization, . 35 (1997) 532-551 (with J. Zhu, G. Zhao.)

A Convergence Analysis for a Convex Version of Dikin's Algorithm, Annals of Operations Research, 62 (1996) 357-374.

An Interior Point Method for Solving a Class of Stochastic Programming Problems, in: Recent Advances in Nonsmooth Optimization, L. Qi and R. Womersley eds. World  Scientific Publishers (1995) 392-404 (with K. E. Wee and J. Zhu).

Advances in Optimization and Approximation, D. Du and J. Sun eds. Kluwer Academic Publishers, Dordrecht, The Netherlands (1994).

A Nonsmooth Trust Region Algorithm for Minimization of Locally Lipschitzian Functions, Mathematical Programming, 66 (1994) 25-43 (with L. Qi).

A Finite Simplex-Active-set Method for Monotropic Piecewise Quadratic Programming, in: Advances in Optimization and Approximation, D.-Z. Du and J. Sun eds. Kluwer Academic Publishers, Dordrecht, The Netherlands, (1994) 275-292 (with R. T. Rockafellar).

A Nonsmooth Version of Newton's Method, Mathematical Programming, 58 (1993) 353-367 (with L. Qi).

A Convergence Proof for an Affine-Scaling Method for Convex Quadratic Programming without Nondegeneracy Assumptions, Mathematical Programming,  60 (1993) 69-79.

An Interior Point Algorithm of $O(\sqrt m|\ln\epsilon|)$ Iterations for $C^1$-Convex Programming Mathematical Programming, 57 (1992) 239-257 (with L. Qi).

On the Structure of Convex Piecewise Quadratic Functions, Journal of Optimization Theory and Application, 72 (1992) 499-510.

A Method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs, SIAM Journal on Numerical Analysis, 28 (1991) 529-544 (with S. Mehrotra),.

On Computing the Center of a Convex Quadratically Constrained Set, Mathematical Programming, 50 (1991) 81-89 (with S. Mehrotra).

An Interior Point Algorithm for Solving Smooth Convex Programs based on Newton's Method, Contemporary Mathematics, 114 (1991) 265-284 (with S. Mehrotra).

An Algorithm for Convex Quadratic Programming that Requires O(n^{3.5}L) Arithmetic Operations Mathematics of Operations Research, 15 (1990) 342-363 (with S. Mehrotra)