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2020 – today
- 2025
[j54]Pin-Bo Chen, Gui-Hua Lin, Zhen-Ping Yang
:
An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem. J. Comput. Appl. Math. 458: 116361 (2025)- 2024
- [j53]Yuwei Li, Gui-Hua Lin, Xide Zhu:
Solving Bilevel Programs Based on Lower-Level Mond-Weir Duality. INFORMS J. Comput. 36(5): 1225-1241 (2024) - [j52]Qi Zhang, Yuwei Li, Gui-Hua Lin, Xide Zhu:
Operational research models for green technology cross-licensing with known carbon quota trading prices. Int. Trans. Oper. Res. 31(6): 4229-4269 (2024) - [j51]Yan-Chao Liang, Gui-Hua Lin:
Relaxed method for optimization problems with cardinality constraints. J. Glob. Optim. 88(2): 359-375 (2024) - [j50]Zhen-Ping Yang, Yong Zhao, Gui-Hua Lin:
Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities. J. Glob. Optim. 89(1): 143-170 (2024) - [j49]Yuwei Li, Gui-Hua Lin, Peixin Chen:
Settlement Selection Strategic Analysis for Self-Operated E-Commerce Platforms under Market Competition. Syst. 12(8): 293 (2024) - [j48]Xide Zhu, Tao Wang, Gui-Hua Lin, Haiyang Cui:
Differential Revenue Sharing in Platform Selling: A Framework Incorporating Pricing Decisions. IEEE Trans. Engineering Management 71: 15057-15069 (2024) - [j47]Weina Xu, Gui-Hua Lin, Tingsong Wang, Xide Zhu:
Stackelberg Pricing Game for Ride-Hailing Platforms With Combined Travel Modes. IEEE Trans. Intell. Transp. Syst. 25(11): 15856-15870 (2024) - 2023
- [j46]Gui-Hua Lin, Zhen-Ping Yang, Haian Yin, Jin Zhang:
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems. Comput. Optim. Appl. 86(2): 669-710 (2023) - [j45]Yan-Chao Liang, Yue-Wen Liu, Gui-Hua Lin, Xide Zhu:
New Constraint Qualifications for Mathematical Programs with Second-Order Cone Complementarity Constraints. J. Optim. Theory Appl. 199(3): 1249-1280 (2023) - [j44]Xide Zhu, Yao Song, Gui-Hua Lin, Weina Xu:
Pricing Decisions and Coordination in E-Commerce Supply Chain with Wholesale Price Contract Considering Focus Preferences. J. Theor. Appl. Electron. Commer. Res. 18(2): 1041-1068 (2023) - 2022
- [j43]Zhen-Ping Yang, Gui-Hua Lin:
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. 408: 114132 (2022) - [j42]Weina Xu, Gui-Hua Lin, Xide Zhu:
Bundling Strategies for Ride-Hailing Platforms Based on Price and Service Level. J. Theor. Appl. Electron. Commer. Res. 17(2): 851-874 (2022) - 2021
- [j41]Pin-Bo Chen, Gui-Hua Lin, Xide Zhu, Fusheng Bai:
Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets. J. Glob. Optim. 80(3): 635-659 (2021) - [j40]Zhen-Ping Yang, Gui-Hua Lin:
Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities. J. Optim. Theory Appl. 190(2): 393-427 (2021) - [j39]Zhen-Ping Yang, Jin Zhang, Yuliang Wang, Gui-Hua Lin:
Variance-Based Subgradient Extragradient Method for Stochastic Variational Inequality Problems. J. Sci. Comput. 89(1): 4 (2021) - 2020
- [j38]Zhen-Ping Yang, Yuliang Wang, Gui-Hua Lin:
Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications. Asia Pac. J. Oper. Res. 37(3): 2050011:1-2050011:33 (2020) - [j37]Wei Xu, Zhi Guo Feng, Gui-Hua Lin, Ka Fai Cedric Yiu, Liying Yu:
Optimal switching of switched systems with time delay in discrete time. Autom. 112 (2020) - [j36]Pin-Bo Chen, Peng Zhang, Xide Zhu, Gui-Hua Lin:
Modified Jacobian smoothing method for nonsmooth complementarity problems. Comput. Optim. Appl. 75(1): 207-235 (2020) - [j35]Wei Xu, Zhi Guo Feng, Gui-Hua Lin, Liying Yu:
Optimal scheduling of discrete-time switched linear systems. IMA J. Math. Control. Inf. 37(1): 1-18 (2020)
2010 – 2019
- 2019
- [j34]Peng Zhang, Jin Zhang, Gui-Hua Lin, Xinmin Yang:
New Constraint Qualifications for S-Stationarity for MPEC with Nonsmooth Objective. Asia Pac. J. Oper. Res. 36(2): 1940001:1-1940001:16 (2019) - [j33]Zhen-Ping Yang, Jin Zhang, Xide Zhu, Gui-Hua Lin:
Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications. J. Comput. Appl. Math. 352: 382-400 (2019) - [j32]Xiao-Juan Zhang, Xue-Wu Du, Zhen-Ping Yang, Gui-Hua Lin:
An Infeasible Stochastic Approximation and Projection Algorithm for Stochastic Variational Inequalities. J. Optim. Theory Appl. 183(3): 1053-1076 (2019) - 2018
- [j31]Guoxin Wang, Jin Zhang, Bo Zeng, Gui-Hua Lin:
Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems. Eur. J. Oper. Res. 265(2): 437-447 (2018) - [j30]Suhong Jiang, Jin Zhang, Caihua Chen, Gui-Hua Lin:
Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints. J. Glob. Optim. 70(1): 223-236 (2018) - [j29]Peng Zhang, Jin Zhang, Gui-Hua Lin, Xinmin Yang:
Constraint Qualifications and Proper Pareto Optimality Conditions for Multiobjective Problems with Equilibrium Constraints. J. Optim. Theory Appl. 176(3): 763-782 (2018) - 2017
- [j28]Yong Zhao, Jin Zhang, Xinmin Yang, Gui-Hua Lin:
Expected Residual Minimization Formulation for a Class of Stochastic Vector Variational Inequalities. J. Optim. Theory Appl. 175(2): 545-566 (2017) - [j27]Gui-Hua Lin, Mei-Ju Luo, Dali Zhang, Jin Zhang:
Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications. Math. Program. 165(1): 197-233 (2017) - 2016
- [j26]Gui-Hua Lin, Mei-Ju Luo, Jin Zhang:
Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints. J. Glob. Optim. 66(3): 487-510 (2016) - [j25]Xide Zhu, Gui-Hua Lin:
Improved convergence results for a modified Levenberg-Marquardt method for nonlinear equations and applications in MPCC. Optim. Methods Softw. 31(4): 791-804 (2016) - 2015
- [j24]Lei Guo, Gui-Hua Lin, Jane J. Ye:
Solving Mathematical Programs with Equilibrium Constraints. J. Optim. Theory Appl. 166(1): 234-256 (2015) - [j23]Lei Guo, Gui-Hua Lin, Dali Zhang, Daoli Zhu:
An MPEC reformulation of an EPEC model for electricity markets. Oper. Res. Lett. 43(3): 262-267 (2015) - 2014
- [j22]Dali Zhang, Gui-Hua Lin:
Bilevel direct search method for leader-follower problems and application in health insurance. Comput. Oper. Res. 41: 359-373 (2014) - [j21]Lei Guo, Jin Zhang, Gui-Hua Lin:
New Results on Constraint Qualifications for Nonlinear Extremum Problems and Extensions. J. Optim. Theory Appl. 163(3): 737-754 (2014) - [j20]Gui-Hua Lin, Mengwei Xu, Jane J. Ye:
On solving simple bilevel programs with a nonconvex lower level program. Math. Program. 144(1-2): 277-305 (2014) - [j19]Lei Guo, Gui-Hua Lin, Jane J. Ye, Jin Zhang:
Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints. SIAM J. Optim. 24(3): 1206-1237 (2014) - 2013
- [j18]Gui-Hua Lin, Dali Zhang, Yan-Chao Liang:
Stochastic multiobjective problems with complementarity constraints and applications in healthcare management. Eur. J. Oper. Res. 226(3): 461-470 (2013) - [j17]Lei Guo, Gui-Hua Lin:
Notes on Some Constraint Qualifications for Mathematical Programs with Equilibrium Constraints. J. Optim. Theory Appl. 156(3): 600-616 (2013) - [j16]Lei Guo, Gui-Hua Lin, Jane J. Ye:
Second-Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints. J. Optim. Theory Appl. 158(1): 33-64 (2013) - [j15]Pei-Yu Li, Zhi-Feng He, Gui-Hua Lin:
Sampling average approximation method for a class of stochastic Nash equilibrium problems. Optim. Methods Softw. 28(4): 785-795 (2013) - 2012
- [j14]Mei-Ju Luo, Gui-Hua Lin:
Sample Average Approximation Method for Solving a Deterministic Formulation for Box Constrained Stochastic variational inequality Problems. Asia Pac. J. Oper. Res. 29(2) (2012) - [j13]Yongchao Liu, Huifu Xu, Gui-Hua Lin:
Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints. J. Optim. Theory Appl. 152(2): 537-555 (2012) - [j12]Yan-Chao Liang, Gui-Hua Lin:
Stationarity Conditions and Their Reformulations for Mathematical Programs with Vertical Complementarity Constraints. J. Optim. Theory Appl. 154(1): 54-70 (2012) - [j11]Lei Guo, Gui-Hua Lin, Jane J. Ye:
Stability Analysis for Parametric Mathematical Programs with Geometric Constraints and Its Applications. SIAM J. Optim. 22(3): 1151-1176 (2012) - 2011
- [j10]Yongchao Liu, Gui-Hua Lin:
Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints. Asia Pac. J. Oper. Res. 28(6): 755-771 (2011) - [j9]Yongchao Liu, Jin Zhang, Gui-Hua Lin:
Stochastic mathematical programs with hybrid equilibrium constraints. J. Comput. Appl. Math. 235(13): 3870-3882 (2011) - [j8]Ming-Zheng Wang, Gui-Hua Lin, Yuli Gao, M. Montaz Ali:
Sample average approximation method for a class of stochastic variational inequality problems. J. Syst. Sci. Complex. 24(6): 1143-1153 (2011) - [j7]Yongchao Liu, Huifu Xu, Gui-Hua Lin:
Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization. SIAM J. Optim. 21(3): 669-705 (2011)
2000 – 2009
- 2009
- [j6]Mei-Ju Luo, Gui-Hua Lin:
Convergence Results of the ERM Method for Nonlinear Stochastic Variational Inequality Problems. J. Optimization Theory and Applications 142(3): 569-581 (2009) - [j5]Gui-Hua Lin:
Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems. Math. Comput. 78(267): 1671-1686 (2009) - [j4]Gui-Hua Lin, Xiaojun Chen, Masao Fukushima:
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. Math. Program. 116(1-2): 343-368 (2009) - 2008
- [j3]Gui-Hua Lin, Huifu Xu, Masao Fukushima:
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Math. Methods Oper. Res. 67(3): 423-441 (2008) - 2006
- [j2]Gui-Hua Lin, Masao Fukushima:
New reformulations for stochastic nonlinear complementarity problems. Optim. Methods Softw. 21(4): 551-564 (2006) - 2005
- [j1]Gui-Hua Lin, Masao Fukushima:
A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints. Ann. Oper. Res. 133(1-4): 63-84 (2005)
Coauthor Index
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