Expected residual minimization method for monotone stochastic tensor complementarity problem

DOI10.1007/S10589-020-00222-XMaRDI QIDQ2023693zbMATH OpenOpenAlexFDO

Authors Zhenyu Ming, Liqun Qi, Liping Zhang

Publication date 3 May 2021

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-020-00222-x

zbMATH Keywords

expected residual minimizationstochastic tensor complementarity problemstrictly positive semidefinite tensor

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Stochastic structured tensors to stochastic complementarity problems
• Stochastic R₀ tensors to stochastic tensor complementarity problems
• Properties of expected residual minimization model for a class of stochastic complementarity problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Properties of expected residual functions arising from stochastic complementarity problems

Cites work

• A mixed integer programming approach to the tensor complementarity problem
• A penalized Fischer-Burmeister NCP-function
• Convergence analysis of sample average approximation of two-stage stochastic generalized equations
• Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Finding Nash equilibrium for a class of multi-person noncooperative games via solving tensor complementarity problem
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Formulating an \(n\)-person noncooperative game as a tensor complementarity problem
• Global uniqueness and solvability for tensor complementarity problems
• Global uniqueness and solvability of tensor variational inequalities
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Lectures on Stochastic Programming
• New improved error bounds for the linear complementarity problem
• Positive-definite tensors to nonlinear complementarity problems
• Properties of solution set of tensor complementarity problem
• Properties of some classes of structured tensors
• Properties of tensor complementarity problem and some classes of structured tensors
• Robust solution of monotone stochastic linear complementarity problems
• Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
• Stochastic R₀ Matrix Linear Complementarity Problems
• Stochastic R₀ tensors to stochastic tensor complementarity problems
• Stochastic Optimization Methods
• Stochastic structured tensors to stochastic complementarity problems
• Stochastic variational inequalities: single-stage to multistage
• Strictly semi-positive tensors and the boundedness of tensor complementarity problems
• Tensor complementarity problem and semi-positive tensors
• Tensor complementarity problems. I: Basic theory
• Tensor complementarity problems. II: Solution methods
• Tensor complementarity problems. III: Applications
• Tensor eigenvalues and their applications
• The sparsest solutions to \(Z\)-tensor complementarity problems
• Two-stage non-cooperative games with risk-averse players
• Two-stage stochastic variational inequalities: an ERM-solution procedure

Cited in

(14)

• Stochastic tensor complementarity problem with discrete distribution
• An alternating direction method of multipliers for tensor complementarity problems
• Stochastic R₀ matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
• Stochastic structured tensors to stochastic complementarity problems
• Stochastic R₀ tensors to stochastic tensor complementarity problems
• Solvability of monotone tensor complementarity problems
• Stochastic absolute value equations
• A smoothing projected HS method for solving stochastic tensor complementarity problem
• A generalized alternating direction method of multipliers for tensor complementarity problems
• CVaR stochastic programming model for monotone stochastic tensor complementarity problem by using its penalized sample average approximation algorithm
• Quantitative stability for stochastic tensor variational inequalities
• Extended vertical stochastic R₀-tensor complementarity problem
• Expected residual minimization method for stochastic tensor variational inequalities
• Expected residual minimization method for a class of stochastic tensor variational inequalities

This page was built for publication: Expected residual minimization method for monotone stochastic tensor complementarity problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2023693)