Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications (Q1736388): Difference between revisions

Revision as of 22:42, 18 July 2024

scientific article

Language	Label	Description	Also known as
English	Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications	scientific article

Statements

instance of

scholarly article

0 references

title

Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications (English)

0 references

zbMATH Open document ID

1410.90143

0 references

DOI

10.1016/j.cam.2018.12.013

0 references

0 references

0 references

0 references

0 references

Journal of Computational and Applied Mathematics

0 references

publication date

26 March 2019

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

nonlinear programming

0 references

stochastic complementarity problem

0 references

sample average approximation

0 references

infeasible interior-point algorithm

0 references

natural gas transmission and oligopoly models

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.cam.2018.12.013

0 references

OpenAlex ID

W2904629689

0 references

cites work

Finite-Dimensional Variational Inequalities and Complementarity Problems

0 references

Engineering and Economic Applications of Complementarity Problems

0 references

Global convergence in infeasible-interior-point algorithms

0 references

A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems

0 references

An Infeasible Path-Following Method for Monotone Complementarity Problems

0 references

An inexact interior point method for monotone NCP

0 references

A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems<sup>*</sup>

0 references

An interior point algorithm for mixed complementarity nonlinear problems

0 references

Infeasible-interior-point algorithm for a class of nonmonotone complementarity problems and its computational complexity

0 references

An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps

0 references

Global convergence enhancement of classical linesearch interior point methods for MCPs

0 references

Inexact interior-point method

0 references

Pricing American options with uncertain volatility through stochastic linear complementarity models

0 references

On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

0 references

Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

0 references

Q3161684

0 references

Sample-path solution of stochastic variational inequalities

0 references

Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

0 references

Sample average approximation method for a class of stochastic variational inequality problems

0 references

Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems

0 references

A sample average approximation method based on a D-gap function for stochastic variational inequality problems

0 references

On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes

0 references

Extragradient Method with Variance Reduction for Stochastic Variational Inequalities

0 references

On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems

0 references

On the formulation and theory of the Newton interior-point method for nonlinear programming

0 references

On the Newton interior-point method for nonlinear programming problems

0 references

On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem

0 references

Q3702408

0 references

Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications

0 references

Endogenous production capacity investment in natural gas market equilibrium models

0 references

A reduction technique for natural gas transmission network optimization problems

0 references

Natural gas storage valuation and optimization: A real options application

0 references

Combined Pricing and Inventory Control Under Uncertainty

0 references

Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case

0 references

Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly

0 references

A mathematical programming approach for determining oligopolistic market equilibrium

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1736388

@@ Property / cites work @@
+Finite-Dimensional Variational Inequalities and Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Engineering and Economic Applications of Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Global convergence in infeasible-interior-point algorithms
+Normal rank
@@ Property / cites work @@
+A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
+Normal rank
@@ Property / cites work @@
+An Infeasible Path-Following Method for Monotone Complementarity Problems
+Normal rank
@@ Property / cites work @@
+An inexact interior point method for monotone NCP
@@ Property / cites work: An inexact interior point method for monotone NCP / rank @@
+Normal rank
@@ Property / cites work @@
+A quadratically convergent polynomial long-step algorithm for A class of nonlinear monotone complementarity problems<sup>*</sup>
+Normal rank
@@ Property / cites work @@
+An interior point algorithm for mixed complementarity nonlinear problems
+Normal rank
@@ Property / cites work @@
+Infeasible-interior-point algorithm for a class of nonmonotone complementarity problems and its computational complexity
+Normal rank
@@ Property / cites work @@
+An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps
+Normal rank
@@ Property / cites work @@
+Global convergence enhancement of classical linesearch interior point methods for MCPs
+Normal rank
@@ Property / cites work @@
+Inexact interior-point method
@@ Property / cites work: Inexact interior-point method / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing American options with uncertain volatility through stochastic linear complementarity models
+Normal rank
@@ Property / cites work @@
+On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
+Normal rank
@@ Property / cites work @@
+Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Q3161684
@@ Property / cites work: Q3161684 / rank @@
+Normal rank
@@ Property / cites work @@
+Sample-path solution of stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
+Normal rank
@@ Property / cites work @@
+Sample average approximation method for a class of stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
+Normal rank
@@ Property / cites work @@
+A sample average approximation method based on a D-gap function for stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes
+Normal rank
@@ Property / cites work @@
+Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+On the formulation and theory of the Newton interior-point method for nonlinear programming
+Normal rank
@@ Property / cites work @@
+On the Newton interior-point method for nonlinear programming problems
+Normal rank
@@ Property / cites work @@
+On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
+Normal rank
@@ Property / cites work @@
+Q3702408
@@ Property / cites work: Q3702408 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
+Normal rank
@@ Property / cites work @@
+Endogenous production capacity investment in natural gas market equilibrium models
+Normal rank
@@ Property / cites work @@
+A reduction technique for natural gas transmission network optimization problems
+Normal rank
@@ Property / cites work @@
+Natural gas storage valuation and optimization: A real options application
+Normal rank
@@ Property / cites work @@
+Combined Pricing and Inventory Control Under Uncertainty
+Normal rank
@@ Property / cites work @@
+Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case
+Normal rank
@@ Property / cites work @@
+Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
+Normal rank
@@ Property / cites work @@
+A mathematical programming approach for determining oligopolistic market equilibrium
+Normal rank