Welcome to the Home Page of Professor Yang Xiaoqi
 
Email: mayangxq at polyu dot edu dot hk
 
BSc in Mathematics at Chongqing Jianzhu University in 1982
MSc in Operations Research and Control Theory at Chinese Academy of Science in 1987
PhD in Applied Mathematics at University of New South Wales in 1994

Research Monographs: 

Duality in Optimization and Variational Inequalities

Lagrange-type Functions in Constrained Nonconvex Optimization

Vector Optimization: Set-Valued and Variational Analysis

Selected Publications:

Hu Y.H., Li C. and Yang X.Q., Proximal gradient algorithm for group sparse optimization (submitted).

Meng K.W. and Yang X.Q., First- and second-order necessary conditions via exact penalty functions (submitted).

Tian B.S. and Yang X.Q., An interior-point l0.5 penalty method for nonlinear programming, (submitted).

Wang C.Y., Yang X.Q. and Yang X.M., Nonlinear augmented Lagrangian and duality theory, Mathematics of Operations Research (2013).

Fang Y.P., Meng K.W. and Yang X.Q., Piecewise linear multi-criteria programs: the continuous case and its discontinuous generalization. Operations Research  60 (2012), no. 2, 398-409.

Fang D. H., Li, C. and Yang X. Q. Stable and total Fenchel duality for DC optimization problems in locally convex spaces. SIAM J. on Optimization. 21 (2011), no. 3, 730-760.

Meng K.W. and Yang X.Q., Optimality conditions via exact penalty functions SIAM J. on Optimization. Vol. 20, (2010) No. 6, pp. 3208-3231.

Yang X.Q. and Meng Z.Q., Lagrange multipliers and calmness conditions of order p, Mathematics of Operations Research Vol. 32 No. 1 (2007) pp. 95-101.

Wang S., Yang X.Q. and Teo K.L., A power penalty method for a linear complementarity problem arising from American option valuation, Journal of Optimization Theory and Applications Vol. 129, No. 2 (2006) pp. 227-254.

Deng S. and Yang X.Q., Weak sharp minima in multicriteria linear programming, SIAM J. on Optimization. Vol. 15, no. 2, (2004) pp. 456-460.

Huang X.X. and Yang X.Q., A unified augmented Lagrangian approach to duality and exact penalization. Mathematics of Operations Research. Vol. 28 (2003) pp. 524-532.

Yang X.Q. and Huang X.X., A nonlinear Lagrangian approach to constrained optimization problems, SIAM J. on Optimization, Vol. 14, (2001) pp. 1119 - 1144.

Cai X.Q., Teo K.L., Yang X.Q. and Zhou X.Y., Portfolio optimization under a minimax rule, Management Science, Vol. 46 (2000) pp. 957-972.

Links: 

Teaching
Awards and Professional Memberships
Research Grants
Research Students/Associates/Visitors
Publications

Contact Information:

Telephone: (852) 2766 6954 
Fax: (852) 2362 9045 
Office: TU706 

Postal Address: 
Department of Applied Mathematics, The Hong Kong Polytechnic University 
Kowloon, Hong Kong, China


Last updated on 1 July 2013