Shu Lu's publications

Refereed Book Chapters

  1. X. Ban, S. Lu, M. Ferris and H. Liu. Risk-averse second-best toll pricing.
    In Transportation and Traffic Theory 2009: Golden Jubilee, edited by William H. K. Lam, S. C. Wong, Hong K. Lo. Springer, 2009, pp. 197–218

Refereed Journal Papers

  1. M. Lamm, S. Lu and A. Budhiraja. Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities.
    Mathematical Programming Ser. B 2016, DOI 10.1007/s10107-016-1046-y
  2. S. Lu, Y. Liu, L. Yin and K. Zhang Confidence intervals and regions for the lasso by using stochastic variational inequality techniques in optimization.
    Journal of the Royal Statistical Society: Series B 2016, DOI: 10.1111/rssb.12184
  3. Zhang, L., Lu, S. and Marron, J. S. Nested Nonnegative Cone Analysis.
    Computational Statistics and Data Analysis 2015, Vol. 88, pp. 100-110
  4. S. Lu. Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities.
    SIAM Journal on Optimization. 2014, Vol. 24, No. 3, pp. 1458-1484
  5. S. Lu and A. Budhiraja. Confidence regions for stochastic variational inequalities.
    Mathematics of Operations Research. 2013, Vol. 38, No. 3, pp. 545–568
  6. X. Ban, M. Ferris, L. Tang and S. Lu. Risk-Neutral Second Best Toll Pricing.
    Transportation Research Part B. 2013, Vol. 48, pp. 67–87
  7. S. Lu. A new method to build confidence regions for solutions of stochastic variational inequalities.
    , 2012, Vol. 63, No. 9, pp. 1431-1443,
  8. S. Lu. Relation between the constant rank and the relaxed constant rank constraint qualifications. An erratum.
    Optimization, 2012, Vol. 61, No. 5, pp. 555-566
  9. S. Lu and S. Singh. Local linear convergence of an outer approximation projection method for variational inequalities.
    Journal of Optimization Theory and Application, 2011, Vol. 151, No. 1 pp. 52-63
  10. S. Lu. Implications of the constant rank constraint qualification.
    Mathematical Programming Series A, 2011, Vol. 126, No. 2, pp. 365–392
  11. S. Lu. Variational conditions under the constant rank constraint qualification.
    Mathematics of Operations Research, 2010, Vol. 35, No. 1, pp. 120–139
  12. S. Lu and Y. (M.) Nie. Stability of user-equilibrium route flow solutions for the traffic assignment problem.
    Transportation Research Part B, 2010, Vol. 44, pp. 609–617
  13. S. Lu. Sensitivity of static traffic user equilibria with perturbations in arc cost function and travel demand.
    Transportation Science, 2008, Vol. 42, No. 1, pp. 105-123
  14. S. Lu and S. M. Robinson. Variational inequalities over perturbed polyhedral convex sets.
    Mathematics of Operations Research, 2008, Vol. 33, pp. 689-711
  15. S. Lu and S. M. Robinson. Normal fans of polyhedral convex sets: structures and connections.
    Set-valued Analysis, 2008, Vol. 16, pp. 281-305
  16. S. M. Robinson and S. Lu. Solution continuity in variational conditions.
    Journal of Global Optimization, 2008, Vol. 40, pp. 405-415
  17. S. Lu, H. Lu, H. Tang and J. Lu. Analysis of influencing factors on urban travel speed.
    Journal of Highway and Transportation Research and Development, 2003, Vol.20, No.1, pp.110-113 (in Chinese)
  18. S. Lu and H. Lu. Capacity method for uncontrolled intersections.
    Journal of Highway and Transportation Research and Development, 2002, Vol.19, No.2, pp. 89-92 (in Chinese)

Papers Submitted or in Revision

  1. M. Lamm and S. Lu. Confidence interval computation for stochastic variational inequalities and stochastic Cournot–Nash equilibria.

Working Papers

  1. L. Yin, S. Lu and Y. Liu. Construction of confidence intervals along the Lasso solution path
  2. L. Yin, S. Lu and Y. Liu. Confidence regions and intervals for sparse penalized regression with random designs