Convergence results of the ERM method for nonlinear stochastic variational inequality problems

DOI10.1007/s10957-009-9534-3zbMath1187.90295OpenAlexW1979801491MaRDI QIDQ1035942

Mei-Ju Luo, Gui-Hua Lin

Publication date: 4 November 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-009-9534-3

zbMATH Keywords

quasi-Monte Carlo methodscompact approximationsresidual functions

Mathematics Subject Classification ID

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

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• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• Stochastic $R_0$ Matrix Linear Complementarity Problems
• 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

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