Gui-Hua Lin

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 25

Top Topics

Stochastic Approximation

Variational Inequalities

Top Venues

J. Optim. Theory Appl.

J. Glob. Optim.

Comput. Optim. Appl.

Asia Pac. J. Oper. Res.

Publications

Yan-Chao Liang, Gui-Hua Lin
Relaxed method for optimization problems with cardinality constraints. J. Glob. Optim. 88 (2) (2024)
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) (2024)
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) (2024)
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) (2023)
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) (2023)
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) (2023)
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 (2022)
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) (2022)
Zhen-Ping Yang, Gui-Hua Lin
Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities. J. Optim. Theory Appl. 190 (2) (2021)
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) (2021)
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) (2021)
Pin-Bo Chen, Peng Zhang, Xide Zhu, Gui-Hua Lin
Modified Jacobian smoothing method for nonsmooth complementarity problems. Comput. Optim. Appl. 75 (1) (2020)
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) (2020)
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) (2020)
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)
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 (2019)
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) (2019)
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) (2019)
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) (2018)
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) (2018)
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) (2018)
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) (2017)
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) (2017)
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) (2016)
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) (2016)
Lei Guo, Gui-Hua Lin, Jane J. Ye
Solving Mathematical Programs with Equilibrium Constraints. J. Optim. Theory Appl. 166 (1) (2015)
Lei Guo, Gui-Hua Lin, Dali Zhang, Daoli Zhu
An MPEC reformulation of an EPEC model for electricity markets. Oper. Res. Lett. 43 (3) (2015)
Lei Guo, Jin Zhang, Gui-Hua Lin
New Results on Constraint Qualifications for Nonlinear Extremum Problems and Extensions. J. Optim. Theory Appl. 163 (3) (2014)
Gui-Hua Lin, Mengwei Xu, Jane J. Ye
On solving simple bilevel programs with a nonconvex lower level program. Math. Program. 144 (1-2) (2014)
Dali Zhang, Gui-Hua Lin
Bilevel direct search method for leader-follower problems and application in health insurance. Comput. Oper. Res. 41 (2014)
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) (2014)
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) (2013)
Lei Guo, Gui-Hua Lin
Notes on Some Constraint Qualifications for Mathematical Programs with Equilibrium Constraints. J. Optim. Theory Appl. 156 (3) (2013)
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) (2013)
Lei Guo, Gui-Hua Lin, Jane J. Ye
Second-Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints. J. Optim. Theory Appl. 158 (1) (2013)
Yan-Chao Liang, Gui-Hua Lin
Stationarity Conditions and Their Reformulations for Mathematical Programs with Vertical Complementarity Constraints. J. Optim. Theory Appl. 154 (1) (2012)
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)
Yongchao Liu, Huifu Xu, Gui-Hua Lin
Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints. J. Optim. Theory Appl. 152 (2) (2012)
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) (2012)
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) (2011)
Yongchao Liu, Jin Zhang, Gui-Hua Lin
Stochastic mathematical programs with hybrid equilibrium constraints. J. Comput. Appl. Math. 235 (13) (2011)
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) (2011)
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) (2011)
Gui-Hua Lin
Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems. Math. Comput. 78 (267) (2009)
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) (2009)
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) (2008)
Gui-Hua Lin, Masao Fukushima
New reformulations for stochastic nonlinear complementarity problems. Optim. Methods Softw. 21 (4) (2006)
Gui-Hua Lin, Masao Fukushima
A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints. Ann. Oper. Res. 133 (1-4) (2005)