Hailin Sun

Orcid: 0009-0001-2846-1867

According to our database1, Hailin Sun authored at least 25 papers between 2013 and 2024.

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Bibliography

2024
Discrete approximation for two-stage stochastic variational inequalities.
J. Glob. Optim., May, 2024

2023
Decision bounding problems for two-stage distributionally robust stochastic bilevel optimization.
J. Glob. Optim., November, 2023

Monotonicity and Complexity of Multistage Stochastic Variational Inequalities.
J. Optim. Theory Appl., February, 2023

Distributionally robust stochastic variational inequalities.
Math. Program., 2023

Towards Dual Optimization of Efficiency and Accuracy: Hyper Billion Scale Model Computing Platform for Address Services.
Proceedings of the 2023 7th International Conference on Computer Science and Artificial Intelligence, 2023

2022
Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage.
Numer. Algorithms, 2022

A modified exchange algorithm for distributional robust optimization and applications in risk management.
Int. Trans. Oper. Res., 2022

2021
Using Minimum Component and CNN for Satellite Remote Sensing Image Cloud Detection.
IEEE Geosci. Remote. Sens. Lett., 2021

A vehicle routing problem with distribution uncertainty in deadlines.
Eur. J. Oper. Res., 2021

Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems.
Comput. Optim. Appl., 2021

2020
The subdifferential of measurable composite max integrands and smoothing approximation.
Math. Program., 2020

A derivative-free algorithm for spherically constrained optimization.
J. Glob. Optim., 2020

Global Biased Pruning Considering Layer Contribution.
IEEE Access, 2020

2019
Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations.
SIAM J. Optim., 2019

Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems.
Math. Program., 2019

2018
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods.
Math. Program., 2018

Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems.
J. Glob. Optim., 2018

2017
SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model.
Math. Program., 2017

2016
Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems.
Math. Oper. Res., 2016

Assortative matching and risk sharing.
J. Econ. Theory, 2016

2015
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models.
SIAM J. Optim., 2015

2014
Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints.
Math. Program., 2014

Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions.
J. Optim. Theory Appl., 2014

2013
Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints.
SIAM J. Optim., 2013

A smoothing penalized Sample Average Approximation Method for Stochastic Programs with Second-Order Stochastic Dominance Constraints.
Asia Pac. J. Oper. Res., 2013


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