Gui-Hua Lin

According to our database, Gui-Hua Lin authored at least 53 papers between 2005 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Stackelberg Pricing Game for Ride-Hailing Platforms With Combined Travel Modes.

Weina Xu, Gui-Hua Lin, Tingsong Wang, Xide Zhu

IEEE Trans. Intell. Transp. Syst., November, 2024

Operational research models for green technology cross-licensing with known carbon quota trading prices.

Qi Zhang, Yuwei Li, Gui-Hua Lin, Xide Zhu

Int. Trans. Oper. Res., November, 2024

Settlement Selection Strategic Analysis for Self-Operated E-Commerce Platforms under Market Competition.

Yuwei Li, Gui-Hua Lin, Peixin Chen

Syst., August, 2024

Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities.

Zhen-Ping Yang, Yong Zhao, Gui-Hua Lin

J. Glob. Optim., May, 2024

Relaxed method for optimization problems with cardinality constraints.

Yan-Chao Liang, Gui-Hua Lin

J. Glob. Optim., February, 2024

Differential Revenue Sharing in Platform Selling: A Framework Incorporating Pricing Decisions.

Xide Zhu, Tao Wang, Gui-Hua Lin, Haiyang Cui

IEEE Trans. Engineering Management, 2024

Solving Bilevel Programs Based on Lower-Level Mond-Weir Duality.

Yuwei Li, Gui-Hua Lin, Xide Zhu

INFORMS J. Comput., 2024

2023

New Constraint Qualifications for Mathematical Programs with Second-Order Cone Complementarity Constraints.

Yan-Chao Liang, Yue-Wen Liu, Gui-Hua Lin, Xide Zhu

J. Optim. Theory Appl., December, 2023

A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems.

Gui-Hua Lin, Zhen-Ping Yang, Haian Yin, Jin Zhang

Comput. Optim. Appl., November, 2023

Pricing Decisions and Coordination in E-Commerce Supply Chain with Wholesale Price Contract Considering Focus Preferences.

Xide Zhu, Yao Song, Gui-Hua Lin, Weina Xu

J. Theor. Appl. Electron. Commer. Res., 2023

2022

Bundling Strategies for Ride-Hailing Platforms Based on Price and Service Level.

Weina Xu, Gui-Hua Lin, Xide Zhu

J. Theor. Appl. Electron. Commer. Res., 2022

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.

Zhen-Ping Yang, Gui-Hua Lin

J. Comput. Appl. Math., 2022

2021

Variance-Based Subgradient Extragradient Method for Stochastic Variational Inequality Problems.

Zhen-Ping Yang, Jin Zhang, Yuliang Wang, Gui-Hua Lin

J. Sci. Comput., 2021

Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities.

Zhen-Ping Yang, Gui-Hua Lin

J. Optim. Theory Appl., 2021

Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets.

Pin-Bo Chen, Gui-Hua Lin, Xide Zhu, Fusheng Bai

J. Glob. Optim., 2021

2020

Optimal scheduling of discrete-time switched linear systems.

Wei Xu, Zhi Guo Feng, Gui-Hua Lin, Liying Yu

IMA J. Math. Control. Inf., 2020

Modified Jacobian smoothing method for nonsmooth complementarity problems.

Pin-Bo Chen, Peng Zhang, Xide Zhu, Gui-Hua Lin

Comput. Optim. Appl., 2020

Optimal switching of switched systems with time delay in discrete time.

Wei Xu, Zhi Guo Feng, Gui-Hua Lin, Ka Fai Cedric Yiu, Liying Yu

Autom., 2020

Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications.

Zhen-Ping Yang, Yuliang Wang, Gui-Hua Lin

Asia Pac. J. Oper. Res., 2020

2019

An Infeasible Stochastic Approximation and Projection Algorithm for Stochastic Variational Inequalities.

Xiao-Juan Zhang, Xue-Wu Du, Zhen-Ping Yang, Gui-Hua Lin

J. Optim. Theory Appl., 2019

Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications.

Zhen-Ping Yang, Jin Zhang, Xide Zhu, Gui-Hua Lin

J. Comput. Appl. Math., 2019

New Constraint Qualifications for S-Stationarity for MPEC with Nonsmooth Objective.

Peng Zhang, Jin Zhang, Gui-Hua Lin, Xinmin Yang

Asia Pac. J. Oper. Res., 2019

2018

Constraint Qualifications and Proper Pareto Optimality Conditions for Multiobjective Problems with Equilibrium Constraints.

Peng Zhang, Jin Zhang, Gui-Hua Lin, Xinmin Yang

J. Optim. Theory Appl., 2018

Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints.

Suhong Jiang, Jin Zhang, Caihua Chen, Gui-Hua Lin

J. Glob. Optim., 2018

Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems.

Guoxin Wang, Jin Zhang, Bo Zeng, Gui-Hua Lin

Eur. J. Oper. Res., 2018

2017

Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications.

Gui-Hua Lin, Mei-Ju Luo, Dali Zhang, Jin Zhang

Math. Program., 2017

Expected Residual Minimization Formulation for a Class of Stochastic Vector Variational Inequalities.

Yong Zhao, Jin Zhang, Xinmin Yang, Gui-Hua Lin

J. Optim. Theory Appl., 2017

2016

Improved convergence results for a modified Levenberg-Marquardt method for nonlinear equations and applications in MPCC.

Xide Zhu, Gui-Hua Lin

Optim. Methods Softw., 2016

Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints.

Gui-Hua Lin, Mei-Ju Luo, Jin Zhang

J. Glob. Optim., 2016

2015

An MPEC reformulation of an EPEC model for electricity markets.

Lei Guo, Gui-Hua Lin, Dali Zhang, Daoli Zhu

Oper. Res. Lett., 2015

Solving Mathematical Programs with Equilibrium Constraints.

Lei Guo, Gui-Hua Lin, Jane J. Ye

J. Optim. Theory Appl., 2015

2014

Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints.

Lei Guo, Gui-Hua Lin, Jane J. Ye, Jin Zhang

SIAM J. Optim., 2014

On solving simple bilevel programs with a nonconvex lower level program.

Gui-Hua Lin, Mengwei Xu, Jane J. Ye

Math. Program., 2014

New Results on Constraint Qualifications for Nonlinear Extremum Problems and Extensions.

Lei Guo, Jin Zhang, Gui-Hua Lin

J. Optim. Theory Appl., 2014

Bilevel direct search method for leader-follower problems and application in health insurance.

Dali Zhang, Gui-Hua Lin

Comput. Oper. Res., 2014

2013

Sampling average approximation method for a class of stochastic Nash equilibrium problems.

Pei-Yu Li, Zhi-Feng He, Gui-Hua Lin

Optim. Methods Softw., 2013

Second-Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints.

Lei Guo, Gui-Hua Lin, Jane J. Ye

J. Optim. Theory Appl., 2013

Notes on Some Constraint Qualifications for Mathematical Programs with Equilibrium Constraints.

Lei Guo, Gui-Hua Lin

J. Optim. Theory Appl., 2013

Stochastic multiobjective problems with complementarity constraints and applications in healthcare management.

Gui-Hua Lin, Dali Zhang, Yan-Chao Liang

Eur. J. Oper. Res., 2013

2012

Stability Analysis for Parametric Mathematical Programs with Geometric Constraints and Its Applications.

Lei Guo, Gui-Hua Lin, Jane J. Ye

SIAM J. Optim., 2012

Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints.

Yongchao Liu, Huifu Xu, Gui-Hua Lin

J. Optim. Theory Appl., 2012

Stationarity Conditions and Their Reformulations for Mathematical Programs with Vertical Complementarity Constraints.

Yan-Chao Liang, Gui-Hua Lin

J. Optim. Theory Appl., 2012

Sample Average Approximation Method for Solving a Deterministic Formulation for Box Constrained Stochastic variational inequality Problems.

Mei-Ju Luo, Gui-Hua Lin

Asia Pac. J. Oper. Res., 2012

2011

Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization.

Yongchao Liu, Huifu Xu, Gui-Hua Lin

SIAM J. Optim., 2011

Sample average approximation method for a class of stochastic variational inequality problems.

Ming-Zheng Wang, Gui-Hua Lin, Yuli Gao, M. Montaz Ali

J. Syst. Sci. Complex., 2011

Stochastic mathematical programs with hybrid equilibrium constraints.

Yongchao Liu, Jin Zhang, Gui-Hua Lin

J. Comput. Appl. Math., 2011

Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints.

Yongchao Liu, Gui-Hua Lin

Asia Pac. J. Oper. Res., 2011

2009

Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization.

Gui-Hua Lin, Xiaojun Chen, Masao Fukushima

Math. Program., 2009

Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems.

Gui-Hua Lin

Math. Comput., 2009

Convergence Results of the ERM Method for Nonlinear Stochastic Variational Inequality Problems.

Mei-Ju Luo, Gui-Hua Lin

J. Optimization Theory and Applications, 2009

2008

Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints.

Gui-Hua Lin, Huifu Xu, Masao Fukushima

Math. Methods Oper. Res., 2008

2006

New reformulations for stochastic nonlinear complementarity problems.

Gui-Hua Lin, Masao Fukushima

Optim. Methods Softw., 2006

2005

A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints.

Gui-Hua Lin, Masao Fukushima

Ann. Oper. Res., 2005