Publications
List of Publications:
  1. Bauschke, H.H., Wang X., Ye, J.J. and X. Yuan, Bregman distance and Klee sets, to appear in Journal of Approximation Theory.
  2. Bauschke, H.H., Wang X., Ye, J.J. and X. Yuan, Bregman distance and Chebyshev sets, to appear in Journal of Approximation Theory.
  3. G.S. Liu, J.J. Ye and J. Zhu, Partial exact penalty for mathematical programs with equilibrium constraints, to appear in Set-valued Analysis.
  4. J.J. Ye and Soon-Yi Wu, First order optimality conditions for generalized semi-infinite programming problems, Journal of Optimization Theory and Applications, vol. 137, 419-434, 2008.
  5. G.S. Liu and J.J. Ye, A merit function piecewise SQP Algorithm for solving mathematical programs with equilibrium constraints, Journal of Optimization Theory and Applications, vol. 135, 623-641, 2007.
  6. Peilin Shi, Jane Ye and Julie Zhou, Discrete minimax designs for regression models with autocorrelated MA errors, Journal of Statistical Planning and Inference, vol. 137, 2721-2731, 2007.
  7. Jane Ye and Julie Zhou, Existence and symmetry of minimax regression designs, Journal of Statistical Planning and Inference, vol. 137, 344-354, 2007.
  8. D. Aussel and J.J. Ye, Quasiconvex programming with locally starshaped constraint region and applications to quasiconvex MPEC, Optimization, vol. 55, 433-457, 2006.
  9. J.J. Ye, Constraint qualifications and KKT conditions for bilevel programming problems, Mathematics of Operations Research, vol. 31, no. 4, 811-824, 2006.
  10. Abderrahim Jourani and J.J. Ye, Error bounds for eigenvalue and semidefinite matrix inequality systems, Mathematical Programming, series B 104, 525-540, 2005.
  11. Peilin Shi, Jane Ye and Julie Zhou, Discrete minimax designs for regression models with autocorrelated MA errors, Proceedings of the 5th St. Petersburg workshop on simulation, 621-626, 2005.
  12. J.J. Ye, Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints, Journal of Mathematical Analysis and Applications. vol. 307, 350-369, 2005.
  13. J.J. Ye, Nondifferentiable multiplier rules for optimization and bilevel optimization problems, SIAM Journal on Optimization. vol. 15, no. 1, 252-274, 2004.
  14. Zili Wu and J.J. Ye, First-order and second-order conditions for error bounds, SIAM Journal on Optimization. vol. 14, no. 3, 621-645, 2003.
  15. Peilin Shi, J.J. Ye and Julie Zhou, Minimax robust designs for misspecified regression models, Canadian Journal of Statistics. vol. 31, no. 4, 1-18, 2003.
  16. Zili Wu and J.J. Ye, Equivalences among various derivatives and subdifferentials of the distance function, Journal of Mathematical Analysis and Applications. vol. 282, 629-647, 2003.
  17. J.J. Ye and Q.J. Zhu, Multiobjective optimization problems with variational inequality constraints, Mathematical Programming. vol. 96, no. 1, 139-160, 2003.
  18. Zili Wu and J.J. Ye, On error bounds for lower semicontinuous functions, Mathematical Programming, Ser. A. vol. 92, 301-314, 2002.
  19. Yves Lucet and Jane .J. Ye, Erratum: Sensitivity analysis of the value function for optimization problems with variational inequality constraints. SIAM Journal on Control and Optimization. vol. 41, no. 4, 1315-1319, 2002.
  20. Zili Wu and J.J. Ye, On error bounds for lower semicontinuous functions on Banach spaces. Proceedings of the 5th International Conference on Optimization: technique and applications, December 15-17, 2001, Hong Kong, D. Li (editor), Contemporary Development Company, 48-55, 2001.
  21. Zili Wu and J.J. Ye, Sufficient conditions for error bounds, SIAM Journal on Optimization, vol. 12, no. 2, 421-435, 2001.
  22. Yves Lucet and Jane J. Ye, Sensitivity analysis of the value function for optimization problems with variational inequality constraints, SIAM Journal on Control and Optimization. vol. 40, no. 3, 699-723, 2001.
  23. J.J. Ye, Multiplier rules under mixed assumptions of differentiability and Lipschitz continuity, SIAM Journal on Control and Optimization, vol. 39, no. 5, 1441-1460, 2001.
  24. J.J. Ye, Constraint qualifications and necessary optimality conditions for optimization problems with variational inequality constraints, SIAM Journal on Optimization vol. 10, no. 4, 943-962, 2000.
  25. J.J. Ye, Discontinuous solutions for the Hamilton-Jacobi equations for exit time problems, SIAM Journal on Control and Optimization vol. 38, no. 4, 1067-1085, 2000.
  26. Zili Wu and J.J. Ye, Some results on integration of subdifferentials, Nonlinear Analysis, TMA vol. 39, 955-976, 2000.
  27. J.J. Ye, Optimality conditions for optimization problems with complementarity constraints, SIAM Journal on Optimization. vol. 9, 374-387, 1999.
  28. J.J. Ye, Necessary optimality conditions for control of strongly monotone variational inequalities, Proceeding of the IFIP WG 7.2 International Conference, June 19-22, 1998, Hangzhou, China, Chen, Li, Yong and Zhou (Editors), Kluwer Academic Publishers, 153-169.
  29. J.J. Ye, New uniform parametric error bounds, Journal of Optimization Theory and Applications. vol. 98, no. 1, 197-219, July 1998.
  30. J.J. Ye and X.Y. Ye, Necessary optimality conditions for optimization problems with variational inequality constraints, Mathematics of Operations Research. vol. 22, no. 4, 977-997, 1997.
  31. Jane J. Ye and Q. Jim Zhu. Hamilton-Jacobi theory for a generalized optimal stopping time problem, Nonlinear Analysis, TMA. vol. 34, 1029-1053, 1998.
  32. J.J. Ye, Necessary optimality conditions for bilevel dynamic problems, Proceeding of 36th IEEE conference on decision and control, 1405-1410, 1997.
  33. J.J. Ye, D.L. Zhu and Q.J. Zhu. Exact penalization and necessary optimality conditions for generalized bilevel programming problems, SIAM Journal on Optimization. vol. 7, no. 2, 481-507, 1997.
  34. J.J. Ye. Optimal strategies for bilevel dynamic problems, SIAM Journal on Control and Optimization, vol. 35, No. 2, 512-531, 1997.
  35. J.J. Ye and Q. J. Zhu. Perturbed differential inclusion problems with nonadditive L1 perturbations and applications, Journal of Optimization Theory and Applications, vol. 92, No.1, 189-208, 1997.
  36. J.J. Ye and Q. J. Zhu. Errata corrige: Perturbed differential inclusion problems with nonadditive L1 perturbations and applications [J. Optim. Theory Appl. 92(1997), no. 1, 189-208; MR 98a:49043], Journal of Optimization Theory and Applications, vol. 103, No.1, 245-246, 1999.
  37. J.J. Ye and D.L. Zhu. A note on optimality conditions for bilevel programming problems, Optimization. vol. 39, 361-366, 1997.
  38. J.J. Ye, Dynamic programming and maximum principle for control of piecewise deterministic Markov processes, AMS Lectures in Applied Mathematics: "The Mathematics of Stochastic Manufacturing Systems", Edited by George Yin and Qing Zhang, vol.33, 365-383, 1996.
  39. M.A.H. Dempster and J.J. Ye. Generalized Bellman-Hamilton-Jacobi optimality conditions for control problems with a boundary condition, Applied Mathematics and Optimization, vol. 33, 211-225, 1996.
  40. Jane J. Ye. Necessary conditions for bilevel dynamic optimization problems, SIAM Journal on Control and Optimization, vol. 33, No. 4, 1208-1223, 1995.
  41. J.J. Ye and D.L. Zhu. Optimality conditions for bilevel programming problems, Optimization, vol. 33, 9-27, 1995.
  42. M.A.H. Dempster and J.J. Ye. Impulse control of piecewise deterministic Markov Processes, The Annals of Applied Probability, vol. 5, No. 2, 399-423, 1995.
  43. R. Stern and J.J. Ye. Variational analysis of an extended eigenvalue problem, Linear Algebra and its Applications, vol. 220, 391-417, 1995.
  44. W.J. Reed and J.J. Ye. The role of stochastic monotonicity in the decision to conserve or harvest old-growth forest, Natural Resource Modeling, vol. 8, No. 1, 47-79, 1994.
  45. W.J. Reed and J.J. Ye. Cost-benefit analysis applied to wilderness preservation --- option value uncertainty and ditonicity, Natural Resource Modeling, vol. 8, No. 4, 335-372, 1994.
  46. J.J. Ye. Perturbed infinite horizon optimal control problems, Journal of Mathematics Analysis and Applications, vol. 182, No. 1, 90-112, 1994.
  47. J.J. Ye. Generalized Bellman-Hamilton-Jacobi equations for piecewise deterministic Markov processes, System Modeling and Optimization, Proceedings of the 16th IFIP-TC7 Conference, France, 541-550, 1993.
  48. J.J. Ye. Nonsmooth maximum principle for infinite-horizon problems, Journal of Optimization Theory and Applications, vol. 76, No. 3, 485-500, 1993.
  49. M.A.H. Dempster and J.J. Ye. Necessary and sufficient optimality conditions for control of piecewise deterministic Markov processes, Stochastics and Stochastics Reports, vol. 40, 125-145, 1992.
  50. M.A.H. Dempster and J.J. Ye. A maximum principle for control of piecewise deterministic Markov processes, Approximation, Optimization and Computing: Theory and Applications, Elsevier Science Publishers B. V. (North-Holland), 235-240, IMACS, 1990.
  51. J.J. Ye. Optimal Control of Piecewise Deterministic Markov Processes, Ph. D Thesis, Department of Mathematics, Statistics and Computing Science, Dalhousie University, Halifax, Canada, 1990.
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