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A penalty function approach for solving bi-level linear programs JOURNAL ARTICLE published 1993 in Journal of Global Optimization |
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Large-Step Interior Point Algorithms for Linear Complementarity Problems JOURNAL ARTICLE published May 1993 in SIAM Journal on Optimization |
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An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints JOURNAL ARTICLE published January 2006 in SIAM Journal on Optimization |
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A Note on Lawphongpanich and Yin’s Manifold Suboptimization Algorithm for Mathematical Programs with Complementarity Constraints PROCEEDINGS ARTICLE published 13 July 2015 in CICTP 2015 |
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A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints JOURNAL ARTICLE published June 2022 in Optimization and Engineering |
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Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches JOURNAL ARTICLE published September 2021 in Computational Optimization and Applications Research funded by Postdoctoral Research Foundation of China (2020M673117) |
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Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems JOURNAL ARTICLE published January 2009 in SIAM Journal on Optimization |
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A new smoothing scheme for mathematical programs with complementarity constraints JOURNAL ARTICLE published 30 April 2010 in Science China Mathematics |
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An approximate lower order penalty approach for solving second-order cone linear complementarity problems JOURNAL ARTICLE published August 2022 in Journal of Global Optimization Research funded by National Natural Science Foundation of China (No. 11661002, No.11871383) | Natural Science Fund of Ningxia (No. 2020AAC03236) | First-class Disciplines Foundation of Ningxia (No. NXYLXK2017B09) |
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A New Complexity Analysis for Full-Newton Step Infeasible Interior-Point Algorithm for Horizontal Linear Complementarity Problems JOURNAL ARTICLE published June 2014 in Journal of Optimization Theory and Applications |
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An interior point algorithm for solving smooth convex programs based on Newton’s method OTHER published 1990 in Mathematical Developments Arising from Linear Programming |
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An algorithm for solving global optimization problems with nonlinear constraints JOURNAL ARTICLE published December 1995 in Journal of Global Optimization |
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A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem JOURNAL ARTICLE published October 2016 in Optimization Letters |
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Bibliography BOOK CHAPTER published 13 November 1996 in Mathematical Programs with Equilibrium Constraints |
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A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints JOURNAL ARTICLE published September 2012 in Journal of Mathematical Analysis and Applications |
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Superlinearly Convergent $O ( sqrt{n} L )$-Iteration Interior-Point Algorithms for Linear Programming and the Monotone Linear Complementarity Problem JOURNAL ARTICLE published May 1994 in SIAM Journal on Optimization |
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On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints JOURNAL ARTICLE published January 2005 in SIAM Journal on Optimization |
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The Complexity of High-Order Interior-Point Methods for Solving Sufficient Complementarity Problems BOOK CHAPTER published 2001 in Approximation, Optimization and Mathematical Economics |
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A customized proximal point algorithm for convex minimization with linear constraints JOURNAL ARTICLE published December 2013 in Computational Optimization and Applications |
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A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems JOURNAL ARTICLE published July 2019 in Optimization Letters |