Expected residual minimization method for stochastic variational inequality problems
From MaRDI portal
Publication:1024243
DOI10.1007/s10957-008-9439-6zbMath1190.90112OpenAlexW2057613951MaRDI QIDQ1024243
Publication date: 16 June 2009
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-008-9439-6
Related Items (33)
SAMPLE AVERAGE APPROXIMATION METHOD FOR SOLVING A DETERMINISTIC FORMULATION FOR BOX CONSTRAINED STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS ⋮ A new gap function for vector variational inequalities with an application ⋮ Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse ⋮ Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations ⋮ Robust solutions to box-constrained stochastic linear variational inequality problem ⋮ Two-stage stochastic variational inequalities: an ERM-solution procedure ⋮ Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities ⋮ Stochastic variational inequalities: single-stage to multistage ⋮ Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems ⋮ Expected residual minimization formulation for a class of stochastic vector variational inequalities ⋮ A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem ⋮ Deterministic bicriteria model for stochastic variational inequalities ⋮ Distributionally robust expected residual minimization for stochastic variational inequality problems ⋮ On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems ⋮ Distributionally robust Weber problem with uncertain demand ⋮ Expected residual minimization method for a class of stochastic quasivariational inequality problems ⋮ A sample average approximation method based on a D-gap function for stochastic variational inequality problems ⋮ Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems ⋮ A smoothing Newton method for solving a class of stochastic linear complementarity problems ⋮ Regularizations for stochastic linear variational inequalities ⋮ Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements ⋮ Method of weighted expected residual for solving stochastic variational inequality problems ⋮ Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities ⋮ Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization ⋮ Minimum mean-squared deviation method for stochastic complementarity problems ⋮ Robust weighted expected residual minimization formulation for stochastic vector variational inequalities ⋮ An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities ⋮ Two-stage stochastic variational inequalities: theory, algorithms and applications ⋮ Neural network smoothing approximation method for stochastic variational inequality problems ⋮ Convergence results of the ERM method for nonlinear stochastic variational inequality problems ⋮ Two-stage stochastic variational inequality arising from stochastic programming ⋮ Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities ⋮ Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
- Robust solution of monotone stochastic linear complementarity problems
- The \(SC^1\) 1property of an expected residual function arising from stochastic complementarity problems
- Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
- Sample-path solution of stochastic variational inequalities
- Stochastic $R_0$ Matrix Linear Complementarity Problems
- A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
- New reformulations for stochastic nonlinear complementarity problems
This page was built for publication: Expected residual minimization method for stochastic variational inequality problems