RESEARCH OUTPUTS 2004

Monographs, Edited Books and Special Journal Issues

Monographs:

            Troutt, M.D.,  Pang, W.K.  and  Hou, S.H.,  Vertical Density Representation and Its Applications, 1^st Ed.  World Scientific, Singapore (245 pages).

Journal Special Issues:

            Qi, L.Q.,  Teo, K.L.  and  Yang, X.Q.,  Optimization and Control with Applications,  Journal of Global Optimization, Vol. 28, no. 2, (2004).

            Teo, K.L.,  Cheng, E., Cai, X.Q.  and  Yang, X.Q.,  Optimization Theory and Applications, Part II, Annals of Operations Research.

            Yang, X.Q.  and  Yao, J.C.,  Vector Variational Inequalities, Journal of Global Optimization.

Journal Articles

1. ANSARI, Q.H.,  CHAN, W.K.  and  YANG, X.Q.,  The system of vector quasi-equilibrium problems with applications,  Journal of Global Optimization, Vol. 29, No. 1, pp. 45-47, 2004.

2. CAI, X.Q.,  TEO, K.L.,  YANG, X.Q.  and  ZHOU, X.Y.,  Minimax portfolio optimization: empirical numerical study,  Journal of the Operational Research Society, Vol. 55, No. 1, pp. 65-72, 2004.

3. CHAN, C.K.,  KINGSMAN, B.G.  and  WONG, H.,  Determining when to update the weights in combined forecasts for product demand – an application of the CUSUM technique,  European Journal of Operational Research, Vol. 153, pp. 757-768, 2004.

4. CHANG, S.S., LEE, H.W.J. and CHO, Y.J.,  On the Convergence of Finite Steps Iterative Sequences for Asymptotically Nonexpansive Mappings,  Dynamic of Continuous, Discrete and Impulsive Systems, Series A: Mathematical Analysis, Vol. 11, pp. 589-600, 2004.

5. CHADLI, O.,  YANG, X.Q.  and  YAO, J.C.,  On generalized vector pre-variational and pre-quasivariational inequalities,  Journal of Mathematical Analysis and Applications, Vol. 295, pp. 392-403, 2004.

6. CHEUNG, L.F.  and  LAW, C.K.,  An initial Value Approach to Rotationally Symmetric Harmonic Maps,  Journal of Mathematical Analysis and Applications, Vol. 289, pp. 1-13, 2004.

7. CHEUNG, L.F.  and  LEUNG, P.F.,  An Application of Moser Iteration to Complete Minimal Submanifolds in a Sphere,  Journal of Australian Mathematical Society, Vol. 76, pp. 151-165, 2004.

8. FUNG, E.H.K.,  ZOU, J.Q.  and  LEE, H.W.J.,  Lagrangian Formulation of Rotating Beam with Active Constrained Layer Damping in Time Domain Analysis,  ASME Journal of Mechanical Design, Vol. 126, pp. 359-364, 2004.

9. HOU, S.H. and HOU, E.S.H.,  On Partial Fraction Expansion with Multiple Poles,  International Journal of Mathematical Education in Science and Technology, Vol. 35, No. 5, pp. 782-791, 2004.

10. HUANG, C.S.,  WANG, S.  and  TEO, K.L.,  On Application of an Alternating Direction Method to Hamilton-Jacobin-Bellman Equations,  Journal of Computational & Applied Mathematics, Vol. 166, pp. 153-166, 2004.

11. HUANG, W.K.  and  PANG, W.K.,  The Noncentral Chi-square Distribution Revisited,  Advances and Applications in Statistics, Vol. 4, No. 1, pp. 59-64, 2004.

12. HUANG, X.X.  and  YANG, X.Q.,  Duality of multipbjective optimization via nonlinear Lagrangian functions,  Journal of Optimization Theory and Applications, Vol. 120, No. 1, pp. 111-127, 2004.

13. HUANG, X.X.,  YANG, X.Q.  and  TEO, K.L.,  A sequential quadratic penalty method for nonlinear semidefinite programming,  Optimization, Vol. 52, No. 6, pp. 715-738, 2004.

14. IP, W.C.,  CHIU, L.L.  and  KWAN, Y.K.,  Construction of Health Indices Using Paired Comparisons,  Social Indicators Research, Vol. 67, pp. 353-373, 2004.

15. IP, W.C.,  WONG, H.  and  CHEN, M.,  Testing Normality for Linear AR(p) Models,  Communications in Statistics, Vol. 33, No. 4, pp. 891-908, 2004.

16. IP, W.C.,  WONG, H.,  WANG, S.G.  and  JIA, Z.Z.,  A GIC Rule for Assessing Data Transformation in Regression,  Statistics & Probability Letters, Vol. 68, pp. 105-110, 2004.

17. IP, W.C.,  WONG, H.,  XIE, Z.J.  and  LUAN, Y.H.,  On Comparison of Jump Point Detection for an Exchange Rate Series,  Science in China Ser. A Mathematics, Vol. 47, No. 1, pp. 52-64, 2004.

18. KOSTREVA, M.  and  YANG, X.Q.,  Unified Approaches for Solvable and Unsolvable Linear Complementarity Problems,  European Journal of Operational Research, Vol. 158, no. 2, pp. 409-417, 2004.

19. LAI, C.K.Y.,  LAU, L.K.P.,  NG, L.,  FAULKNER, L.W.,  CHUNG, J.C.C.  and WONG, T.K.S.,  Cross cultural validation: The Chinese version of the clinical dementia rating scale,  Asian Journal of Nursing Studies, Vol. 7, No. 1, pp. 36-41, 2004.

20. LEE, H.W.J., ALI, M.M. and WONG, K.H.,  Global Optimization for a Special Class of Discrete-valued Optimal Control Problems,  Dynamics of Continuous, Discrete and Impulsive Systems Series B: Algorithms and Applications, Vol. 11, pp. 735-756, 2004.

21. LEE, W.R.,  REHBOCK, V.,  TEO, K.L.  and  CACCETTA, L.,  A Weighted Least-Square-Based Approach to FIR Filter Design Using the Frequency-Response Masking Technique,  IEEE Signal Processing Letters, Vol. 11, No. 7, pp. 593-596, 2004.

22. LI, S.J.,  YANG, X.Q.,  TEO, K.L.  and  WU, S.Y.,  A Solution Method for Combined Semi-infinite and Semi-definite Programming,  ANZIAM J., Vol. 45, pp. 477-494, 2004.

23. LI, X.G.  and  CHAN, C.K.,  High Order Schemes for Hamilton-Jacobi Equations on Triangular Meshes,  Journal of Computational and Applied Mathematics, Vol. 167, No. 1, pp. 227-241, 2004.

24. LI, X.G.,  CHAN, C.K.  and  WANG, S.,  Finite Element Method with Weighted Basis Functions for Perturbed Convection-Diffusion Problems,  Journal of Computational Physics, Vol. 195, No. 2, pp. 773-789, 2004.

25. LIAO, L.Z.,  QI, H.D.  and  QI, L.Q.,  Neurodynamical Optimization,  Journal of Global Optimization, Vol. 28, No. 2, pp. 175-195, 2004.

26. MENG, Z.Q.,  HU, Q.Y.,  DANG, C.Y.  and  YANG, X.Q.,  An objective penalty function method for nonlinear programming,  Applied Mathematics Letters, Vol. 17, pp. 683-689, 2004.

27. PAN, J.H.,  YU, B.W.T.  and  PANG, W.K.,  How Does Innovation’s Tail Risk Determine Marginal Tail Risk of a Stationary Financial Time Series?  Science in China Series A-Mathematics, Vol. 47, No. 3, pp. 321-338, 2004.

28. PANG, W.K.,  HOU, S.H.  YU, W.T.  and  LI. W.K.,  A simulation based approach to the parameter estimation for the three-parameter gamma distribution,  European Journal of Operational Research, Vol. 155, pp. 675-682, 2004.

29. QI, H.D.  and  QI, L.Q.,  Deriving Sufficient Conditions for Global Asymptotic Stability of Delayed Neural Networks via Nonsmooth Analysis,  IEEE Transactions on Neural Networks, Vol. 15, pp. 99-109, 2004.

30. QI, L.Q.,  TONG, X.J.  and  LI, D.H.,  Active-Set Projected Trust-Region Algorithm for Box-Constrained Nonsmooth Equations,  Journal of Optimization Theory and Applications, Vol. 120, No. 3, pp. 601-625, 2004.

31. SHAO, Q.X.,  IP, W.C.  and  WONG, H.,  Determination of Embedded Distributions,  Computational Statistics & Data Analysis, Vol. 46, pp. 317-334, 2004.

32. SUN, J.,  SUN, D.F.  and QI, L.Q.,  A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and its Applications in Semidefinite Optimization Problems,  SIAM Journal on Optimization, Vol. 14, No. 3, pp. 783-806, 2004.

33. WANG, Y.,  YIN, H.  and  QI, L.Q.,  No-Arbitrage Interpolation of the Option Price Function and its Reformulation,  Journal of Optimization Theory and Applications, Vol. 120, No. 3, pp. 627-649, 2004.

34. WU, Z.Y.,  BAI, F.S.,  YANG, X.Q.  and  ZHANG, L.S.,  An exact lower order penalty function and its smoothing in nonlinear programming,  Optimization, Vol. 53, No. 1, pp. 51-68, 2004.

35. YANG, W.B.,  ZHANG, H.Q.,  CHAN, C.K.  and  LIN, W.Y.,  Large Eddy Simulation of Mixing Layer,  Journal of Computational and Applied Mathematics, Vol. 163, No. 1, pp. 311-318, 2004.

36. YANG, X.M.,  WU, Z.Y.  and  LEE, H.W.J.,  A Note on Local Convexity of the p-Power Lagrangian Function in Non-Convex Optimization,  Indian Journal of Pure and Applied Mathematics, Vol. 35, No. 1, pp. 57-60, 2004.

37. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  Duality and Saddle-point Type of Optimality for Generalized Nonlinear Fractional Programming,  Journal of Mathematical Analysis and Applications, Vol. 289, No. 1, pp. 100-109, 2004.

38. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  Second-order Duality for Nonlinear Programming,  Indian Journal of Pure and Applied Mathematics, Vol. 35, No. 5, pp. 699-708, 2004.

39. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  Some remarks on the Minty Vector Variational Inequality,  Journal of Optimization Theory and Applications, Vol. 121, No. 1, pp. 193-201, 2004.

40. YANG, Y.,  IP, W.C.,  KWAN, Y.K.  and  KWAN, P.Y.K.,  Local Median Estimation of Variance Function,  ACTA Mathematica Scientia, Vol. 24, No. 1, pp. 28-38, 2004.

41. YEUNG, D.S.,  RAN, Q.W.,  TSANG, E.C.C.  and  TEO, K.L.,  Complete way to fractionalize Fourier transform,  Optics Communications, Vol. 230, No. 1-3, pp. 55-57, 2004.

42. YIU, K.F.,  GRBIC, N.,  NORDHOLM, S.  and  TEO, K.L.,  Multicriteria Design of Oversampled Uniform DFT Filter Banks,  IEEE Signal Processing Letters, Vol. 11, No. 6, pp. 541-544, 2004.

43. YIU, K.F.,  LIU, Y.  and  TEO, K.L.,  A Hybrid Descent Method for Global Optimization,  Journal of Global Optimization, Vol. 28, No. 2, pp. 229-238, 2004.

44. YU, K.F.,  LAU, K.S.  and  CHAN, C.K.,  Large Eddy simulation of particle-laden turbulent flow over a backward-facing step,  Communications in Nonlinear Science and Numerical Simulation, Vol. 9, pp. 251-262, 2004.

45. YU, K.F.,  LAU, K.S.  and  CHAN, C.K.,  Numerical simulation of gas-particle flow in a single-side backward-facing step flow,  Journal of Computational and Applied Mathematics, Vol. 163, pp. 319-331, 2004.

46. YU, W.T.,  PANG, W.K.  and  LI, L.K.,  Borrowing cost reduction by interest rate swaps-an option pricing analysis,  European Journal of Operational Research, Vol. 154, pp. 764-778, 2004.

47. ZHAO, Q.W.,  CHAN, C.K.  and  ZHAO, H.F.,  Numerical Simulation of Open Swirl-Stabilized Premixed Combustion,  FUEL, Vol. 83, No. 11-12, pp. 1615-1623, 2004.

Books Chapters

Li, L.K.,  Pang, W.K.,  Yu, W.T.  and  Troutt, M.D.,  Forecasting Short-Term Exchange Rates: A Recurrent Neural Network Approach. In G. Peter Zhang, ed., Neural Networks in Business Forecasting, IRM Press, USA, pp.195-212.

Articles in refereed conference proceedings

LAI, C.K.Y.,  WONG, T.K.S.,  HO, J.Y.L.,  KONG, T.K.,  NG, R.L.M.,  WONG, I.Y.C.,  CHAN, C.K.,  CHOW, S.K.Y.,  SUEN, L.K.P.  and  KONG-WONG, S.K.F.,  the use of physical restraint in cognitive impaired patients in rehabilitation settings, Key to Positive Living: Self-Managing Health and Chronic Disease – Conference and Workshops, Hong Kong, March 5-9, 2004, Hong Kong Society of Rehabilitation, Community Rehabilitation Network, pp. 31.

QI, L.Q.,  Semismooth Newton Methods for Shape-preserving Interpolation, Option Price and Semi-infinite Programs, In Giannessi F. and Maugeri A., eds., Variational Analysis and Applications, Erice, Sicily, Italy, June 20-July 1, 2003, Kluwer Academic Publisher, Nowell, MA. USA, pp. 905-919.