Items where Author is "Sim, Hong Seng"

Sim, Hong Seng and Ling, Wendy Shin Yie and Leong, Wah June and Chen, Chuei Yee (2023) Proximal linearized method for sparse equity portfolio optimization with minimum transaction cost. Journal of Inequalities and Applications, 2023 (1). art. no. 152. pp. 1-16. ISSN 1029-242X; ESSN: 1029-242X

Woo, Gillian Yi Han and Sim, Hong Seng and Goh, Yong Kheng and Leong, Wah June (2023) Proximal variable metric method with spectral diagonal update for large scale sparse optimization. Journal of the Franklin Institute, 360 (7). pp. 4640-4660. ISSN 0016-0032; ESSN: 1879-2693

Sim, Hong Seng and Leong, Wah June and Chen, Chuei Yee (2019) Gradient method with multiple damping for large-scale unconstrained optimization. Optimization Letters, 13 (3). pp. 617-632. ISSN 1862-4472; ESSN: 1862-4480

Sim, Hong Seng and Leong, Wah June and Chen, Chuei Yee and Ibrahim, Siti Nur Iqmal (2015) Diagonal quasi-Newton updating formula using log-determinant norm. In: 23rd Malaysian National Symposium of Mathematical Sciences (SKSM23), 24-26 Nov. 2015, Johor Bahru, Malaysia. (pp. 1-7).

Sim, Hong Seng and Leong, Wah June and Chen, Chuei Yee and Ibrahim, Siti Nur Iqmal (2015) Diagonal quasi-Newton updating formula via variational principle under the log-determinant measure. In: International Conference on Control, Optimization and Autonomous Vehicles 2015 (COAV2015), 30-31 July 2015, Putrajaya, Malaysia. (p. 21).

Sim, Hong Seng and Leong, Wah June and Abu Hassan, Malik and Ismail, Fudziah (2014) Preconditioned subspace quasi-newton method for large scale optimization. Pertanika Journal of Science & Technology, 22 (1). pp. 175-192. ISSN 0128-7680; ESSN: 2231-8526

Sim, Hong Seng and Leong, Wah June and Abu Hassan, Malik and Ismail, Fudziah (2013) Some diagonal preconditioners for limited memory quasi-Newton method for large Scale optimization. Malaysian Journal of Mathematical Sciences, 7 (2). pp. 181-201. ISSN 1823-8343; ESSN: 2289-750X

Sim, Hong Seng and Leong, Wah June and Ismail, Fudziah (2013) Preconditioning on subspace quasi-Newton method for large scale unconstrained optimization. In: Statistics and Operational Research International Conference (SORIC 2013), 3–5 Dec. 2013, Sarawak, Malaysia. (pp. 297-305).