Huifu Xu

Publication Activity (10 Years)

Years Active: 1999-2023
Publications (10 Years): 33

Top Topics

Sample Average Approximation

Robust Optimization

Stability Analysis

Preference Elicitation

Top Venues

Eur. J. Oper. Res.

Comput. Manag. Sci.

Publications

Shaoyan Guo, Huifu Xu, Liwei Zhang
Statistical Robustness of Empirical Risks in Machine Learning. J. Mach. Learn. Res. 24 (2023)
Wei Wang, Huifu Xu
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. Comput. Manag. Sci. 20 (1) (2023)
Wei Wang, Huifu Xu, Tiejun Ma
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. Eur. J. Oper. Res. 306 (1) (2023)
Shaoyan Guo, Huifu Xu
Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models. Math. Program. 202 (1) (2023)
Qiong Wu, Huifu Xu
Preference Robust Modified Optimized Certainty Equivalent. SIAM J. Optim. 32 (4) (2022)
Sainan Zhang, Huifu Xu
Insurance premium-based shortfall risk measure induced by cumulative prospect theory. Comput. Manag. Sci. 19 (4) (2022)
William B. Haskell, Huifu Xu, Wenjie Huang
Preference Robust Optimization for Choice Functions on the Space of CDFs. SIAM J. Optim. 32 (2) (2022)
Erick Delage, Shaoyan Guo, Huifu Xu
Shortfall Risk Models When Information on Loss Function Is Incomplete. Oper. Res. 70 (6) (2022)
Alois Pichler, Huifu Xu
Quantitative stability analysis for minimax distributionally robust risk optimization. Math. Program. 191 (1) (2022)
Yuan Zhang, Huifu Xu, Wei Wang
Preference robust models in multivariate utility-based shortfall risk minimization. Optim. Methods Softw. 37 (2) (2022)
Shaoyan Guo, Huifu Xu
Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach. Math. Program. 194 (1) (2022)
Shaoyan Guo, Huifu Xu
Statistical robustness in utility preference robust optimization models. Math. Program. 190 (1) (2021)
Yannan Chen, Hailin Sun, Huifu Xu
Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems. Comput. Optim. Appl. 78 (1) (2021)
Shaoyan Guo, Huifu Xu, Liwei Zhang
Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces. SIAM J. Optim. 31 (4) (2021)
Edward J. Anderson, Huifu Xu, Dali Zhang
Varying confidence levels for CVaR risk measures and minimax limits. Math. Program. 180 (1) (2020)
Wei Wang, Huifu Xu
Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete. SIAM J. Optim. 30 (4) (2020)
Arash Gourtani, Tri-Dung Nguyen, Huifu Xu
A distributionally robust optimization approach for two-stage facility location problems. EURO J. Comput. Optim. 8 (2) (2020)
Xiaojun Chen, Hailin Sun, Huifu Xu
Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems. Math. Program. 177 (1-2) (2019)
Shaoyan Guo, Huifu Xu
Distributionally robust shortfall risk optimization model and its approximation. Math. Program. 174 (1-2) (2019)
Yongchao Liu, Alois Pichler, Huifu Xu
Discrete Approximation and Quantification in Distributionally Robust Optimization. Math. Oper. Res. 44 (1) (2019)
William Benjamin Haskell, Wenjie Huang, Huifu Xu
Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions. CoRR (2018)
Maria Battarra, Burcu Balcik, Huifu Xu
Disaster preparedness using risk-assessment methods from earthquake engineering. Eur. J. Oper. Res. 269 (2) (2018)
Huifu Xu, Yongchao Liu, Hailin Sun
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods. Math. Program. 169 (2) (2018)
Yongchao Liu, Huifu Xu, Shu-Jung Sunny Yang, Jin Zhang
Distributionally robust equilibrium for continuous games: Nash and Stackelberg models. Eur. J. Oper. Res. 265 (2) (2018)
Jie Zhang, Huifu Xu, Liwei Zhang
Quantitative stability analysis of stochastic quasi-variational inequality problems and applications. Math. Program. 165 (1) (2017)
Shaoyan Guo, Huifu Xu, Liwei Zhang
Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints. Optim. Methods Softw. 32 (4) (2017)
Yongchao Liu, Rudabeh Meskarian, Huifu Xu
Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints. SIAM J. Optim. 27 (2) (2017)
Shaoyan Guo, Huifu Xu, Liwei Zhang
Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint. SIAM J. Optim. 27 (2) (2017)
X. J. Tong, Huifu Xu, F. F. Wu, Z. Zhao
Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system. Comput. Manag. Sci. 13 (3) (2016)
Hailin Sun, Huifu Xu
Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems. Math. Oper. Res. 41 (2) (2016)
Arash Gourtani, Huifu Xu, David Pozo, Tri-Dung Nguyen
Robust unit commitment with \(n-1\) security criteria. Math. Methods Oper. Res. 83 (3) (2016)
Jie Zhang, Huifu Xu, Liwei Zhang
Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints. SIAM J. Optim. 26 (3) (2016)
Xuesong Zhai, Jing Zhang, Huifu Xu, Yan Dong, Qiaoqiao Zhan, Yuee Chen, Huimin Zhang, Jing Yuan
How Solid Learning Model Influence Learners' Creativity? - An Empirical Study to Explore the Relationships Between Personalization, Interdisciplinary Capability and Creativity. SETE@ICWL (2016)
Hailin Sun, Huifu Xu
Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints. Math. Program. 143 (1-2) (2014)
Yongchao Liu, Huifu Xu
Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints. SIAM J. Optim. 24 (3) (2014)
Yongchao Liu, Werner Römisch, Huifu Xu
Quantitative Stability Analysis of Stochastic Generalized Equations. SIAM J. Optim. 24 (1) (2014)
Hailin Sun, Huifu Xu, Yong Wang
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. 161 (1) (2014)
Huifu Xu, Dali Zhang
Stochastic Nash equilibrium problems: sample average approximation and applications. Comput. Optim. Appl. 55 (3) (2013)
Hailin Sun, Huifu Xu, Rudabeh Meskarian, Yong Wang
Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints. SIAM J. Optim. 23 (1) (2013)
Yongchao Liu, Huifu Xu
Stability analysis of stochastic programs with second order dominance constraints. Math. Program. 142 (1-2) (2013)
Hailin Sun, Huifu Xu, Yong Wang
A smoothing penalized Sample Average Approximation Method for Stochastic Programs with Second-Order Stochastic Dominance Constraints. Asia Pac. J. Oper. Res. 30 (3) (2013)
Huifu Xu, Dali Zhang
Monte Carlo methods for mean-risk optimization and portfolio selection. Comput. Manag. Sci. 9 (1) (2012)
Rudabeh Meskarian, Huifu Xu, Jörg Fliege
Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization. Eur. J. Oper. Res. 216 (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)
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, Huifu Xu, Jane J. Ye
Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints. Math. Oper. Res. 36 (4) (2011)
Daniel Ralph, Huifu Xu
Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach. Math. Oper. Res. 36 (3) (2011)
Jörg Fliege, Huifu Xu
Stochastic Multiobjective Optimization: Sample Average Approximation and Applications. J. Optim. Theory Appl. 151 (1) (2011)
Huifu Xu, Jane J. Ye
Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints. SIAM J. Optim. 20 (4) (2010)
Huifu Xu
Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems. Asia Pac. J. Oper. Res. 27 (1) (2010)
Dali Zhang, Huifu Xu, Yue Wu
A two stage stochastic equilibrium model for electricity markets with two way contracts. Math. Methods Oper. Res. 71 (1) (2010)
Huifu Xu, Dali Zhang
Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications. Math. Program. 119 (2) (2009)
Dali Zhang, Huifu Xu, Yue Wu
Single and multi-period optimal inventory control models with risk-averse constraints. Eur. J. Oper. Res. 199 (2) (2009)
Victor DeMiguel, Huifu Xu
A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application. Oper. Res. 57 (5) (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)
Houyuan Jiang, Huifu Xu
Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem. IEEE Trans. Autom. Control. 53 (6) (2008)
Edward J. Anderson, Andrew B. Philpott, Huifu Xu
Modelling the effects of interconnection between electricity markets subject to uncertainty. Math. Methods Oper. Res. 65 (1) (2007)
Huifu Xu, Fanwen Meng
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints. Math. Oper. Res. 32 (3) (2007)
Fanwen Meng, Huifu Xu
A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints. SIAM J. Optim. 17 (3) (2006)
Huifu Xu
An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints. SIAM J. Optim. 16 (3) (2006)
Edward J. Anderson, Huifu Xu
Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs. Math. Methods Oper. Res. 63 (3) (2006)
Edward J. Anderson, Huifu Xu
epsilon-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function. SIAM J. Control. Optim. 44 (4) (2005)
Edward J. Anderson, Huifu Xu
Nash equilibria in electricity markets with discrete prices. Math. Methods Oper. Res. 60 (2) (2004)
Edward J. Anderson, Huifu Xu
Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets. SIAM J. Control. Optim. 41 (4) (2002)
Huifu Xu
Set-valued approximations and Newton's methods. Math. Program. 84 (2) (1999)