New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC

DOI10.1080/02331930701617320zbMath1172.90455OpenAlexW2007439396MaRDI QIDQ5426966

Masao Fukushima, Xiaojun Chen, Gui-Hua Lin

Publication date: 16 November 2007

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930701617320

zbMATH Keywords

error boundlevel setstochastic complementarity problemNCP functionStochastic mathematical program with equilibrium constraintsrestricted NCP function

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites Work

• Properties of restricted NCP functions for nonlinear complementarity problems
• On NCP-functions
• Sample-path solution of stochastic variational inequalities
• A modified relaxation scheme for mathematical programs with complementarity constraints
• A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
• Hybrid approach with active set identification for mathematical programs with complementarity constraints
• Stochastic programming with equilibrium constraints
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Regularization method for stochastic mathematical programs with complementarity constraints
• Smooth Approximations to Nonlinear Complementarity Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
• New reformulations for stochastic nonlinear complementarity problems

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