Guo, Peijun; Zhu, Xide Focus programming: a bi-level programming approach to static stochastic optimization problems. (English) Zbl 07745347 Int. Trans. Oper. Res. 30, No. 6, 3833-3862 (2023). MSC: 90-XX PDFBibTeX XMLCite \textit{P. Guo} and \textit{X. Zhu}, Int. Trans. Oper. Res. 30, No. 6, 3833--3862 (2023; Zbl 07745347) Full Text: DOI
Zhang, Jie; Xu, Huifu; Zhang, Liwei Quantitative stability analysis of stochastic quasi-variational inequality problems and applications. (English) Zbl 1386.90096 Math. Program. 165, No. 1 (B), 433-470 (2017). MSC: 90C15 90C30 90C33 PDFBibTeX XMLCite \textit{J. Zhang} et al., Math. Program. 165, No. 1 (B), 433--470 (2017; Zbl 1386.90096) Full Text: DOI Link
Lin, Gui-Hua; Luo, Mei-Ju; Zhang, Jin Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints. (English) Zbl 1353.90097 J. Glob. Optim. 66, No. 3, 487-510 (2016). MSC: 90C15 90C30 90C33 65K05 PDFBibTeX XMLCite \textit{G.-H. Lin} et al., J. Glob. Optim. 66, No. 3, 487--510 (2016; Zbl 1353.90097) Full Text: DOI
Zhang, Jie; Zhang, Ya-qi; Zhang, Li-wei A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints. (English) Zbl 1311.90146 J. Comput. Appl. Math. 280, 202-216 (2015). MSC: 90C30 90C15 90C33 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Comput. Appl. Math. 280, 202--216 (2015; Zbl 1311.90146) Full Text: DOI
Zhang, Jie; Zhang, Li-Wei; Lin, Shuang Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality. (English) Zbl 1306.90113 J. Math. Anal. Appl. 408, No. 1, 306-317 (2013). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Math. Anal. Appl. 408, No. 1, 306--317 (2013; Zbl 1306.90113) Full Text: DOI
Zhang, Jie; Zhang, Li-Wei; Lin, Shuang A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints. (English) Zbl 1228.90070 J. Math. Anal. Appl. 387, No. 1, 201-220 (2012). MSC: 90C15 90C33 60F15 90C46 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Math. Anal. Appl. 387, No. 1, 201--220 (2012; Zbl 1228.90070) Full Text: DOI EuDML
Liu, Yongchao; Xu, Huifu; Lin, Gui-Hua Stability analysis of two-stage stochastic mathematical programs with complementarity constraints via NLP regularization. (English) Zbl 1233.90227 SIAM J. Optim. 21, No. 3, 669-705 (2011). Reviewer: Karl-Heinz Waldmann (Karlsruhe) MSC: 90C15 90C30 90C33 PDFBibTeX XMLCite \textit{Y. Liu} et al., SIAM J. Optim. 21, No. 3, 669--705 (2011; Zbl 1233.90227) Full Text: DOI Link
Lin, Gui-Hua; Fukushima, Masao Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey. (English) Zbl 1200.65052 Pac. J. Optim. 6, No. 3, 455-482 (2010). MSC: 65K15 65K05 49J40 49J55 90C15 90C33 65-02 PDFBibTeX XMLCite \textit{G.-H. Lin} and \textit{M. Fukushima}, Pac. J. Optim. 6, No. 3, 455--482 (2010; Zbl 1200.65052)
Cromvik, C.; Patriksson, M. On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications. (English) Zbl 1201.90140 J. Optim. Theory Appl. 144, No. 3, 479-500 (2010). Reviewer: Jitka Dupačová (Praha) MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{C. Cromvik} and \textit{M. Patriksson}, J. Optim. Theory Appl. 144, No. 3, 479--500 (2010; Zbl 1201.90140) Full Text: DOI
Cromvik, C.; Patriksson, M. On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory. (English) Zbl 1201.90139 J. Optim. Theory Appl. 144, No. 3, 461-478 (2010). Reviewer: Jitka Dupačová (Praha) MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{C. Cromvik} and \textit{M. Patriksson}, J. Optim. Theory Appl. 144, No. 3, 461--478 (2010; Zbl 1201.90139) Full Text: DOI
Lin, Guihua; Chen, Xiaojun; Fukushima, Masao New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC. (English) Zbl 1172.90455 Optimization 56, No. 5-6, 641-653 (2007). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{G. Lin} et al., Optimization 56, No. 5--6, 641--653 (2007; Zbl 1172.90455) Full Text: DOI
Lin, Gui-Hua; Fukushima, Masao New reformulations for stochastic nonlinear complementarity problems. (English) Zbl 1113.90110 Optim. Methods Softw. 21, No. 4, 551-564 (2006). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{G.-H. Lin} and \textit{M. Fukushima}, Optim. Methods Softw. 21, No. 4, 551--564 (2006; Zbl 1113.90110) Full Text: DOI
Lin, Gui-Hua; Fukushima, Masao Regularization method for stochastic mathematical programs with complementarity constraints. (English) Zbl 1080.90055 ESAIM, Control Optim. Calc. Var. 11, 252-265 (2005). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{G.-H. Lin} and \textit{M. Fukushima}, ESAIM, Control Optim. Calc. Var. 11, 252--265 (2005; Zbl 1080.90055) Full Text: DOI Numdam EuDML
Lin, Gui-Hua; Fukushima, Masao A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms. (English) Zbl 1096.90024 J. Ind. Manag. Optim. 1, No. 1, 99-122 (2005). MSC: 90C15 90C30 90C33 PDFBibTeX XMLCite \textit{G.-H. Lin} and \textit{M. Fukushima}, J. Ind. Manag. Optim. 1, No. 1, 99--122 (2005; Zbl 1096.90024) Full Text: DOI