
eCommons@Cornell >
Browsing by Author Li, Yuying
Showing results 16 to 35 of 39
Preview  Issue Date  Title  Author(s)   May1993  An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds  Coleman, Thomas F.; Li, Yuying 
 21May2004  Minimizing CVaR and VaR for a portfolio of derivatives  alexander, siddharth; coleman, thomas f.; Li, Yuying 
 Nov1995  A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum of Euclidean Distances  Li, Yuying 
 Nov1995  A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum ofEuclidean Distances  Li, Yuying 
 23Jan2003  A Newton Method for American Option Pricing  Coleman, Thomas F.; Li, Yuying; Verma, Arun 
 Nov1994  On Global Convergence of a Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization  Li, Yuying 
 Nov1994  On Global Convergence of A Trust Region and Affine Scaling Methodfor Nonlinearly Constrained Minimization  Li, Yuying 
 Nov1992  On The Convergence of Reflective Newton Methods for LargeScale Nonlinear Minimization Subject to Bounds  Coleman, Thomas F.; Li, Yuying 
 Nov1992  On the Convergence of Reflective Newton Methods for Largescale Nonlinear Minimization Subject to Bounds  Coleman, Thomas F.; Li, Yuying 
 Aug1996  Piecewise Differentiable Minimization for Illposed Inverse Problems  Li, Yuying 
 Apr1990  A QuadraticallyConvergent Algorithm for the Linear Programming Problem with Lower and Upper Bounds  Coleman, Thomas F.; Li, Yuying 
 23Jan2003  Reconstructing the Unknown Local Volatility Function  Coleman, Thomas F.; Li, Yuying; Verma, Arun 
 Sep1998  Reconstructing the unknown volatility function  Coleman, Thomas F; Li, Yuying; Verma, Arun 
 Nov1992  A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables  Coleman, Thomas F.; Li, Yuying 
 Nov1992  A Reflective Newton Method for Minimizing a Quadratic FunctionSubject to Bounds on Some of The Variables.  Coleman, Thomas F.; Li, Yuying 
 12Apr2004  Robustly Hedging Variable Annuities with Guarantees Under Jump and Volatility Risks  Coleman, Thomas; Kim, Yohan; Li, Yuying; Patron, MariaCristina 
 Sep1998  Segmentation of Pulmonary Nodule Images Using Total VariationMinimization  Coleman, Thomas F.; Li, Yuying; Mariano, Adrian 
 22Jan2003  Segmentation of Pulmonary Nodule Images Using Total Variation Minimization  Coleman, Thomas F.; Li, Yuying; Mariano, Adriano 
 Mar1993  Solving $L_{p}$Norm Problems and Applications  Li, Yuying 
 Jul1995  A Subspace, Interior, and Conjugate Gradient Method for Largescale Boundconstrained Minimization Problems  Branch, Mary Ann; Coleman, Thomas F.; Li, Yuying 
Showing results 16 to 35 of 39
