Search Results - "GUI-HUA LIN"

GLOBALLY CONVERGENT ALGORITHM FOR SOLVING STATIONARY POINTS FOR MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS VIA NONSMOOTH REFORMULATIONS.

Authors: LEI GUO GUI-HUA LIN

Source: Journal of Industrial & Management Optimization. Apr2013, Vol. 9 Issue 2, p305-322. 18p.

STABILITY ANALYSIS OF TWO-STAGE STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS VIA NLP REGULARIZATION.

Authors: YONGCHAO LIU HUIFU XU GUI-HUA LIN

Source: SIAM Journal on Optimization; 2011, Vol. 21 Issue 3, p669-705, 37p

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

Authors: Gui-Hua Lin Xiaojun Chen Fukushima, Masao

Source: Mathematical Programming; Jan2009, Vol. 116 Issue 1/2, p343-368, 26p, 5 Charts

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

Authors: Gui-Hua Lin Huifu Xu Fukushima, Masao

Source: Mathematical Methods of Operations Research; 2008, Vol. 67 Issue 3, p423-441, 19p, 1 Chart

A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints.

Authors: Gui-Hua Lin Fukushima, Masao

Source: Annals of Operations Research; Jan2005, Vol. 133 Issue 1-4, p63-84, 22p

SENSITIVITY ANALYSIS OF THE VALUE FUNCTION FOR PARAMETRIC MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS.

Authors: LEI GUO GUI-HUA LIN YE, JANE J. et al.

Source: SIAM Journal on Optimization. 2014, Vol. 24 Issue 3, p1206-1237. 32p.

Subjects: Mathematical programming, Sensitivity analysis, Directional derivatives, Subdifferentials, Constraint algorithms

STABILITY ANALYSIS FOR PARAMETRIC MATHEMATICAL PROGRAMS WITH GEOMETRIC CONSTRAINTS AND ITS APPLICATIONS.

Authors: LEI GUO GUI-HUA LIN YE, JANE J.

Source: SIAM Journal on Optimization. 2012, Vol. 22 Issue 3, p1151-1176. 26p.

Subjects: Mathematical programming, Mathematical mappings, Continuous functions, Variational approach (Mathematics), Perturbation theory

TWO APPROACHES FOR SOLVING MATHEMATICAL PROGRAMS WITH SECOND-ORDER CONE COMPLEMENTARITY CONSTRAINTS.

Authors: XI-DE ZHU LI-PING PANG GUI-HUA LIN

Source: Journal of Industrial & Management Optimization; Jul2015, Vol. 11 Issue 3, p651-968, 18p