Jie Jiang

According to our database, Jie Jiang authored at least 20 papers between 2018 and 2025.

Collaborative distances:

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

2025

Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities.

Bin Zhou, Jie Jiang, Yongzhong Song, Hailin Sun

Numer. Algorithms, January, 2025

2024

A Quasi-Newton Subspace Trust Region Algorithm for Nonmonotone Variational Inequalities in Adversarial Learning over Box Constraints.

Zicheng Qiu, Jie Jiang, Xiaojun Chen

J. Sci. Comput., November, 2024

Dynamic stochastic projection method for multistage stochastic variational inequalities.

Bin Zhou, Jie Jiang, Hailin Sun

Comput. Optim. Appl., November, 2024

Distributionally Robust Variational Inequalities: Relaxation, Quantification and Discretization.

Jie Jiang

J. Optim. Theory Appl., October, 2024

Discrete approximation for two-stage stochastic variational inequalities.

Jie Jiang, Hailin Sun

J. Glob. Optim., May, 2024

Mathematical programs with distributionally robust chance constraints: Statistical robustness, discretization and reformulation.

Jie Jiang, Shen Peng

Eur. J. Oper. Res., March, 2024

Data-Driven Distributionally Robust Multiproduct Pricing Problems under Pure Characteristics Demand Models.

Jie Jiang, Hailin Sun, Xiaojun Chen

SIAM J. Optim., 2024

2023

Optimality Conditions for Nonsmooth Nonconvex-Nonconcave Min-Max Problems and Generative Adversarial Networks.

Jie Jiang, Xiaojun Chen

SIAM J. Math. Data Sci., September, 2023

Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints.

Jie Jiang, Xiaojun Chen

Math. Program., April, 2023

Monotonicity and Complexity of Multistage Stochastic Variational Inequalities.

Jie Jiang, Hailin Sun

J. Optim. Theory Appl., February, 2023

2022

Statistical robustness of two-stage stochastic variational inequalities.

Jie Jiang, Shengjie Li

Optim. Lett., 2022

Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage.

Jie Jiang, Hailin Sun, Bin Zhou

Numer. Algorithms, 2022

2021

On complexity of multistage stochastic programs under heavy tailed distributions.

Jie Jiang, Shengjie Li

Oper. Res. Lett., 2021

Regularized Sample Average Approximation Approach for Two-Stage Stochastic Variational Inequalities.

Jie Jiang, Shengjie Li

J. Optim. Theory Appl., 2021

Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches.

Shen Peng, Jie Jiang

Comput. Optim. Appl., 2021

Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse.

Zhiping Chen, He Hu, Jie Jiang

Asia Pac. J. Oper. Res., 2021

2020

Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse.

Zhiping Chen, Jie Jiang

Optim. Lett., 2020

Quantitative analysis for a class of two-stage stochastic linear variational inequality problems.

Jie Jiang, Xiaojun Chen, Zhiping Chen

Comput. Optim. Appl., 2020

2018

Stability Analysis of Optimization Problems with kth order stochastic and distributionally robust dominance constraints induced by full random recourse.

Zhiping Chen, Jie Jiang

SIAM J. Optim., 2018

Quantitative stability of multistage stochastic programs via calm modifications.

Jie Jiang, Zhiping Chen

Oper. Res. Lett., 2018