Gui-Hua Lin
According to our database1,
Gui-Hua Lin
authored at least 47 papers
between 2005 and 2024.
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Bibliography
2024
J. Glob. Optim., February, 2024
2023
New Constraint Qualifications for Mathematical Programs with Second-Order Cone Complementarity Constraints.
J. Optim. Theory Appl., December, 2023
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems.
Comput. Optim. Appl., November, 2023
Pricing Decisions and Coordination in E-Commerce Supply Chain with Wholesale Price Contract Considering Focus Preferences.
J. Theor. Appl. Electron. Commer. Res., 2023
2022
J. Theor. Appl. Electron. Commer. Res., 2022
Two fast variance-reduced proximal gradient algorithms for SMVIPs-Stochastic Mixed Variational Inequality Problems with suitable applications to stochastic network games and traffic assignment problems.
J. Comput. Appl. Math., 2022
2021
Variance-Based Subgradient Extragradient Method for Stochastic Variational Inequality Problems.
J. Sci. Comput., 2021
Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities.
J. Optim. Theory Appl., 2021
Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets.
J. Glob. Optim., 2021
2020
IMA J. Math. Control. Inf., 2020
Comput. Optim. Appl., 2020
Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications.
Asia Pac. J. Oper. Res., 2020
2019
An Infeasible Stochastic Approximation and Projection Algorithm for Stochastic Variational Inequalities.
J. Optim. Theory Appl., 2019
Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications.
J. Comput. Appl. Math., 2019
Asia Pac. J. Oper. Res., 2019
2018
Constraint Qualifications and Proper Pareto Optimality Conditions for Multiobjective Problems with Equilibrium Constraints.
J. Optim. Theory Appl., 2018
Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints.
J. Glob. Optim., 2018
Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems.
Eur. J. Oper. Res., 2018
2017
Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications.
Math. Program., 2017
Expected Residual Minimization Formulation for a Class of Stochastic Vector Variational Inequalities.
J. Optim. Theory Appl., 2017
2016
Improved convergence results for a modified Levenberg-Marquardt method for nonlinear equations and applications in MPCC.
Optim. Methods Softw., 2016
Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints.
J. Glob. Optim., 2016
2015
Oper. Res. Lett., 2015
J. Optim. Theory Appl., 2015
2014
Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints.
SIAM J. Optim., 2014
Math. Program., 2014
New Results on Constraint Qualifications for Nonlinear Extremum Problems and Extensions.
J. Optim. Theory Appl., 2014
Bilevel direct search method for leader-follower problems and application in health insurance.
Comput. Oper. Res., 2014
2013
Sampling average approximation method for a class of stochastic Nash equilibrium problems.
Optim. Methods Softw., 2013
Second-Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints.
J. Optim. Theory Appl., 2013
Notes on Some Constraint Qualifications for Mathematical Programs with Equilibrium Constraints.
J. Optim. Theory Appl., 2013
Stochastic multiobjective problems with complementarity constraints and applications in healthcare management.
Eur. J. Oper. Res., 2013
2012
Stability Analysis for Parametric Mathematical Programs with Geometric Constraints and Its Applications.
SIAM J. Optim., 2012
Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints.
J. Optim. Theory Appl., 2012
Stationarity Conditions and Their Reformulations for Mathematical Programs with Vertical Complementarity Constraints.
J. Optim. Theory Appl., 2012
Sample Average Approximation Method for Solving a Deterministic Formulation for Box Constrained Stochastic variational inequality Problems.
Asia Pac. J. Oper. Res., 2012
2011
Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization.
SIAM J. Optim., 2011
Sample average approximation method for a class of stochastic variational inequality problems.
J. Syst. Sci. Complex., 2011
J. Comput. Appl. Math., 2011
Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints.
Asia Pac. J. Oper. Res., 2011
2009
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization.
Math. Program., 2009
Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems.
Math. Comput., 2009
Convergence Results of the ERM Method for Nonlinear Stochastic Variational Inequality Problems.
J. Optimization Theory and Applications, 2009
2008
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints.
Math. Methods Oper. Res., 2008
2006
Optim. Methods Softw., 2006
2005
A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints.
Ann. Oper. Res., 2005