Hailin Sun

According to our database1, Hailin Sun authored at least 17 papers between 2013 and 2021.

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Bibliography

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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