A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints. - Gui-Hua Lin; Masao Fukushima (Ann. Oper. Res., 2005)

New reformulations for stochastic nonlinear complementarity problems. - Gui-Hua Lin; Masao Fukushima (Optim. Methods Softw., 2006)

Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. - Gui-Hua Lin; Huifu Xu; Masao Fukushima (Math. Methods Oper. Res., 2008)

Convergence Results of the ERM Method for Nonlinear Stochastic Variational Inequality Problems. - Mei-Ju Luo; Gui-Hua Lin (J. Optimization Theory and Applications, 2009)

Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems. - Gui-Hua Lin (Math. Comput., 2009)

Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. - Gui-Hua Lin; Xiaojun Chen 001; Masao Fukushima (Math. Program., 2009)

Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints. - Yongchao Liu; Gui-Hua Lin (Asia Pac. J. Oper. Res., 2011)

Stochastic mathematical programs with hybrid equilibrium constraints. - Yongchao Liu; Jin Zhang 002; Gui-Hua Lin (J. Comput. Appl. Math., 2011)

Sample average approximation method for a class of stochastic variational inequality problems. - Ming-Zheng Wang; Gui-Hua Lin; Yuli Gao; M. Montaz Ali (J. Syst. Sci. Complex., 2011)

Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization. - Yongchao Liu; Huifu Xu; Gui-Hua Lin (SIAM J. Optim., 2011)

Sample Average Approximation Method for Solving a Deterministic Formulation for Box Constrained Stochastic variational inequality Problems. - Mei-Ju Luo; Gui-Hua Lin (Asia Pac. J. Oper. Res., 2012)

Stationarity Conditions and Their Reformulations for Mathematical Programs with Vertical Complementarity Constraints. - Yan-Chao Liang; Gui-Hua Lin (J. Optim. Theory Appl., 2012)

Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints. - Yongchao Liu; Huifu Xu; Gui-Hua Lin (J. Optim. Theory Appl., 2012)

Stability Analysis for Parametric Mathematical Programs with Geometric Constraints and Its Applications. - Lei Guo 016; Gui-Hua Lin; Jane J. Ye (SIAM J. Optim., 2012)

Stochastic multiobjective problems with complementarity constraints and applications in healthcare management. - Gui-Hua Lin; Dali Zhang; Yan-Chao Liang (Eur. J. Oper. Res., 2013)

Notes on Some Constraint Qualifications for Mathematical Programs with Equilibrium Constraints. - Lei Guo 016; Gui-Hua Lin (J. Optim. Theory Appl., 2013)

Second-Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints. - Lei Guo 016; Gui-Hua Lin; Jane J. Ye (J. Optim. Theory Appl., 2013)

Sampling average approximation method for a class of stochastic Nash equilibrium problems. - Pei-Yu Li; Zhi-Feng He; Gui-Hua Lin (Optim. Methods Softw., 2013)

Bilevel direct search method for leader-follower problems and application in health insurance. - Dali Zhang; Gui-Hua Lin (Comput. Oper. Res., 2014)

New Results on Constraint Qualifications for Nonlinear Extremum Problems and Extensions. - Lei Guo 016; Jin Zhang 002; Gui-Hua Lin (J. Optim. Theory Appl., 2014)

On solving simple bilevel programs with a nonconvex lower level program. - Gui-Hua Lin; Mengwei Xu; Jane J. Ye (Math. Program., 2014)

Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints. - Lei Guo 016; Gui-Hua Lin; Jane J. Ye; Jin Zhang 002 (SIAM J. Optim., 2014)

Solving Mathematical Programs with Equilibrium Constraints. - Lei Guo 016; Gui-Hua Lin; Jane J. Ye (J. Optim. Theory Appl., 2015)

An MPEC reformulation of an EPEC model for electricity markets. - Lei Guo 016; Gui-Hua Lin; Dali Zhang; Daoli Zhu (Oper. Res. Lett., 2015)

Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints. - Gui-Hua Lin; Mei-Ju Luo; Jin Zhang 002 (J. Glob. Optim., 2016)

Improved convergence results for a modified Levenberg-Marquardt method for nonlinear equations and applications in MPCC. - Xide Zhu; Gui-Hua Lin (Optim. Methods Softw., 2016)

Expected Residual Minimization Formulation for a Class of Stochastic Vector Variational Inequalities. - Yong Zhao; Jin Zhang 002; Xinmin Yang; Gui-Hua Lin (J. Optim. Theory Appl., 2017)

Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications. - Gui-Hua Lin; Mei-Ju Luo; Dali Zhang; Jin Zhang 002 (Math. Program., 2017)

Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems. - Guoxin Wang; Jin Zhang 002; Bo Zeng 001; Gui-Hua Lin (Eur. J. Oper. Res., 2018)

Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints. - Suhong Jiang; Jin Zhang 002; Caihua Chen; Gui-Hua Lin (J. Glob. Optim., 2018)

Constraint Qualifications and Proper Pareto Optimality Conditions for Multiobjective Problems with Equilibrium Constraints. - Peng Zhang 031; Jin Zhang 002; Gui-Hua Lin; Xinmin Yang (J. Optim. Theory Appl., 2018)

New Constraint Qualifications for S-Stationarity for MPEC with Nonsmooth Objective. - Peng Zhang 031; Jin Zhang 002; Gui-Hua Lin; Xinmin Yang (Asia Pac. J. Oper. Res., 2019)

Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications. - Zhen-Ping Yang; Jin Zhang 002; Xide Zhu; Gui-Hua Lin (J. Comput. Appl. Math., 2019)

An Infeasible Stochastic Approximation and Projection Algorithm for Stochastic Variational Inequalities. - Xiao-Juan Zhang; Xue-Wu Du; Zhen-Ping Yang; Gui-Hua Lin (J. Optim. Theory Appl., 2019)

Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications. - Zhen-Ping Yang; Yuliang Wang; Gui-Hua Lin (Asia Pac. J. Oper. Res., 2020)

Optimal switching of switched systems with time delay in discrete time. - Wei Xu 036; Zhi Guo Feng; Gui-Hua Lin; Ka Fai Cedric Yiu; Liying Yu (Autom., 2020)

Modified Jacobian smoothing method for nonsmooth complementarity problems. - Pin-Bo Chen; Peng Zhang 031; Xide Zhu; Gui-Hua Lin (Comput. Optim. Appl., 2020)

Optimal scheduling of discrete-time switched linear systems. - Wei Xu 036; Zhi Guo Feng; Gui-Hua Lin; Liying Yu (IMA J. Math. Control. Inf., 2020)

Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets. - Pin-Bo Chen; Gui-Hua Lin; Xide Zhu; Fusheng Bai (J. Glob. Optim., 2021)

Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities. - Zhen-Ping Yang; Gui-Hua Lin (J. Optim. Theory Appl., 2021)

Variance-Based Subgradient Extragradient Method for Stochastic Variational Inequality Problems. - Zhen-Ping Yang; Jin Zhang 002; Yuliang Wang; Gui-Hua Lin (J. Sci. Comput., 2021)

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. - Zhen-Ping Yang; Gui-Hua Lin (J. Comput. Appl. Math., 2022)

Bundling Strategies for Ride-Hailing Platforms Based on Price and Service Level. - Weina Xu; Gui-Hua Lin; Xide Zhu (J. Theor. Appl. Electron. Commer. Res., 2022)

Pricing Decisions and Coordination in E-Commerce Supply Chain with Wholesale Price Contract Considering Focus Preferences. - Xide Zhu; Yao Song; Gui-Hua Lin; Weina Xu (J. Theor. Appl. Electron. Commer. Res., 2023)

A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems. - Gui-Hua Lin; Zhen-Ping Yang; Haian Yin; Jin Zhang 002 (Comput. Optim. Appl., 2023)

New Constraint Qualifications for Mathematical Programs with Second-Order Cone Complementarity Constraints. - Yan-Chao Liang; Yue-Wen Liu; Gui-Hua Lin; Xide Zhu (J. Optim. Theory Appl., 2023)

Solving Bilevel Programs Based on Lower-Level Mond-Weir Duality. - Yuwei Li; Gui-Hua Lin; Xide Zhu (INFORMS J. Comput., 2024)

Differential Revenue Sharing in Platform Selling: A Framework Incorporating Pricing Decisions. - Xide Zhu; Tao Wang; Gui-Hua Lin; Haiyang Cui (IEEE Trans. Engineering Management, 2024)

Relaxed method for optimization problems with cardinality constraints. - Yan-Chao Liang; Gui-Hua Lin (J. Glob. Optim., 2024)

Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities. - Zhen-Ping Yang; Yong Zhao; Gui-Hua Lin (J. Glob. Optim., 2024)

Settlement Selection Strategic Analysis for Self-Operated E-Commerce Platforms under Market Competition. - Yuwei Li; Gui-Hua Lin; Peixin Chen (Syst., 2024)

Operational research models for green technology cross-licensing with known carbon quota trading prices. - Qi Zhang 080; Yuwei Li; Gui-Hua Lin; Xide Zhu (Int. Trans. Oper. Res., 2024)

Stackelberg Pricing Game for Ride-Hailing Platforms With Combined Travel Modes. - Weina Xu; Gui-Hua Lin; Tingsong Wang; Xide Zhu (IEEE Trans. Intell. Transp. Syst., 2024)

An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem. - Pin-Bo Chen; Gui-Hua Lin; Zhen-Ping Yang (J. Comput. Appl. Math., 2025)