Robust Solutions to a System of Stochastic Vertical Linear Complementarity Problems (with X. Zha and X. Chen), to appear in Mathematics of Operations Research, 2025.

A Joint Sparse Self-Representation Learning Method for Multiview Clustering (with M. Jia, Y. Zhao and S. Liu), Applied Intelligence, 2025, 55(16): 1039.

Inertial Primal-dual Projection Neurodynamic Approaches for Constrained Convex Optimization Problems and Application to Sparse Recovery (with Y. Zhao, L. Wang and X. He), Neural Networks, 2025, 186: 107274.

Sparse Portfolio Optimization via L1 over L2 Regularization (with Z. Wu, K. Sun, Z. Ge and T. Zeng), European Journal of Operational Research, 2024, 319(3): 820-833.

Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint (with F. Xu, Y. Dai and S. Liu), Computers & Operations Research, 2024, 161: 106420.

Chance constrained conic-segmentation support vector machine with uncertain data (with S. Peng and G. Canessa), Annals of Mathematics and Artificial Intelligence, 2023.

Robust portfolio rebalancing with cardinality and diversification constraints (with F. Xu, D. Du and M. Wang), Quantitative Finance, 2021, 21(10): 1707-1721.

CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints (with H. Wang, X. Yang and F. Xu), Applied Economics Letters, 2020, 28(3): 201-207.

Efficient projected gradient methods for cardinality constrained optimization (with F. Xu, Y. Dai and Z. Xu), Science China-Mathematics, 2019, 62(2): 245-268.

A sparse enhanced indexation model with L1/2 norm and its alternating quadratic penalty method (with F. Xu, M. Wang and C. Zhang), Journal of the Operational Research Society, 2019, 70(3): 433-445.

Adaptive projected gradient thresholding methods for constrained L0 problems (with F. Xu and X. Li), Science China-Mathematics, 2015, 58(10): 2205-2224.

Partly Adaptive Elastic Net and Its Application to Microarray Classification (with J. Li and Y. Jia), Neural Computing and Applications, 2013, 22(6): 1193-1200.