Publications

2026

An SAA approach for solving a class of stochastic linear semidefinite inverse optimal value problems, accepted: Optimization Letters, 2026.
Yue Lu, Zhi-Qiang Hu, Dong-Yang Xue and Jein-Shan Chen
Ellipsoidal Cone Equilibrium Models and its Application on Eigenvalue Complementarity Problems: Advances in Applied Mathematics, Vol. 15, No. 2, 2026.
Miao Liu, Yue Lu
On Solvability and Complexity for a Class of Inverse Gauge Optimal Value Problems: Advances in Applied Mathematics, Vol. 15, No. 1, pp. 122-132, 2026.
Han-Wen Xue, Yue Lu

An SAA approach for solving a class of stochastic inverse optimal value problems: Optimization Eruditorum, Vol. 2, No. 1, pp. 32-45, 2025.
Yue Lu, Zhi-Qiang Hu and Dong-Yang Xue

Augmented Lagrangian method for nonlinear circular conic programs: a local convergence analysis: Optimization, Vol. 74, No. 13, pp. 3275-3307, 2025.
Yue Lu, Hong-Min Ma, Dong-Yang Xue and Jein-Shan Chen
A penalty-type method for solving inverse optimal value problem in second-order conic programming: Applied Numerical Mathematics, Vol. 198, pp. 419-427, 2024.
Yue Lu, Zheng-Peng Dong, Zhi-Qiang Hu, Hong-Min Ma and Dong-Yang Xue

Absolute value equations with data uncertainty in the $l_1$ and $l_\infty$ norm balls: Journal of Nonlinear and Variational Analysis, Vol. 7, No. 4, pp. 549-561, 2023.
Yue Lu, Hong-Min Ma, Dong-Yang Xue and Jein-Shan Chen

Bilinear constraint based ADMM for mixed poisson-Gaussian noise removal: Inverse Problems and Imaging, Vol. 15, No. 2, pp. 339-366, 2021.
Jie Zhang, Yuping Duan, Yue Lu, Michael K. Ng and Huibin Chang

A decomposition algorithm for the sums of the largest eigenvalues: Numerical Functional Analysis and Optimization, Vol. 41, No. 16, pp. 1936-1969, 2020.
Ming Huang, Yue Lu, Jin-Long Yuan and Yang Li
Construction of merit functions for ellipsoidal cone complementarity problem: Pacific Journal of Optimization, Vol. 16, No. 4, pp. 547-565, 2020.
Xin-He Miao, Yue Lu and Jein-Shan Chen
Smooth analysis on cone function associated with ellipsoidal cone: Journal of Nonlinear and Convex Analysis, Vol. 21, No. 6, pp. 1327-1347, 2020.
Yue Lu and Jein-Shan Chen
A perturbation-based approach for continuous network design problem with link capacity expansion: International Journal of Operational Research, Vol.37 No. 1, pp.105-134, 2020.
Robert Ebihart Msigwa, Yue Lu and Li-Wei Zhang
The decompositions with respect to two core non-symmetric cones: Journal of Global Optimization, Vol.76, No. 1, pp. 155-188, 2020.
Yue Lu, Ching-Yu Yang, Jein-Shan Chen and Hou-Duo Qi

Signal reconstruction by conjugate gradient algorithm based on smoothing ℓ1-norm: Calcolo, Vol.56, No. 4, Article:42, 2019.
Cai-Ying Wu, Jia-Ming Zhan, Yue Lu and Jein-Shan Chen
A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems: Optimization, Vol.68, No. 6, pp. 1075-1105, 2019.
Yue Lu Ming Huang, Yi Zhang and Jian Gu
No gap second-order optimality conditions for circular conic programs: Numerical Functional Analysis and Optimization, Vol.40, No. 10, pp. 1113-1135, 2019.
Yue Lu, Jein-Shan Chen and Ning Zhang
A smoothing augmented Lagrangian method for nonconvex, nonsmooth constrained programs and its applications to bilevel problems: Journal of Industrial and Management Optimization, Vol.15, No. 3, pp. 1241-1261, 2019.
Qing-Song Duan, Meng-Wei Xu, Yue Lu and Li-Wei Zhang
The variational geometry, projection expression and decomposition associated with ellipsoidal cones: Journal of Nonlinear and Convex Analysis, Vol.20, No. 4, pp. 715-738, 2019.
Yue Lu and Jein-Shan Chen

On the self-duality and homogeneity of ellipsoidal cones: Journal of Nonlinear and Convex Analysis, Vol.19, No. 8, pp. 1355-1367, 2018.
Yue Lu and Jein-Shan Chen
From symmetric cone optimization to nonsymmetric cone optimization: Spectral decomposition,nonsmooth analysis,and projections onto nonsymmetric cones: Pacific Journal of Optimization, Vol. 14, No. 3, pp. 399-419, 2018.
Xin-He Miao, Yue Lu and Jein-Shan Chen

A space decomposition scheme for maximum eigenvalue functions and its applications (Correction): Mathematical Methods of Operations Research, Vol. 85, No. 3, pp. 453–490, 2017.
Ming Huang, Yue Lu, Li-Ping Pang and Zun-Quan Xia

A sequential convex program approach to an inverse linear semidefinite programming problem: Asia Pacific Journal of Operational Research, Vol. 33, No. 4, 1650025, 2016.
Jia Wu, Yi Zhang, Li-Wei Zhang and Yue Lu
An alternating direction method for solving a class of inverse semi-definite quadratic programming problems: Journal of Industrial and Management Optimization, Vol. 12, No. 1, pp. 317-336, 2016.
Yue Lu, Ying-En Ge and Li-Wei Zhang

The augmented Lagrangian method based on the APG strategy for an inverse damped gyroscopic eigenvalue problem: Computational Optimization and Applications, Vol. 62, No. 3, pp. 815-850, 2015.
Yue Lu and Li-Wei Zhang
A smoothing approach for solving transportation problem with road toll pricing and capacity expansions: Journal of Inequalities and Applications, 2015:237, 2015.
Robert Ebihart Msigwa, Yue Lu, Ying-En Ge and Li-Wei Zhang
A smoothing majorization method for l(2)(2)-l(p)(p) matrix minimization: Optimization Methods & Software, Vol. 30, No. 4, pp. 1-24, 2015.
Yue Lu, Jia Wu and Li-Wei Zhang
A perturbation-based approach for continuous network design problem with emissions: Numerical Algebra, Control and Optimization, Vol. 5, No. 2, pp. 135-149, 2015.
Robert Ebihart Msigwa, Yue Lu, Xian-Tao Xiao and Li-Wei Zhang

An alternating direction numerical method for a type of inverse quadratic programming problem: Operations Research Transactions, Vol. 18, No. 2, 1-16, 2014.
Yue Lu, Ji-Hong Zhang and Li-Wei Zhang

A retrospective filter trust region algorithm for unconstrained optimization: Applied Mathematics, Vol. 1, No. 3, pp. 179-188, 2010.
Yue Lu and Zhong-Wen Chen