Stochastic R₀ matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
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Stochastic \(R 0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
Stochastic \(R 0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
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Cites work
- scientific article; zbMATH DE number 3875591 (Why is no real title available?)
- scientific article; zbMATH DE number 53115 (Why is no real title available?)
- A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
- A smoothing Newton method for solving a class of stochastic linear complementarity problems
- Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems
- Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Expected residual minimization method for monotone stochastic tensor complementarity problem
- Expected residual minimization method for stochastic variational inequality problems
- Feasible semismooth Newton method for a class of stochastic linear complementarity problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Growth behavior of a class of merit functions for the nonlinear complementarity problem
- Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
- On robust solutions to uncertain linear complementarity problems and their variants
- On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP
- Optimization and nonsmooth analysis
- Partial projected Newton method for a class of stochastic linear complementarity problems
- Robust solution of monotone stochastic linear complementarity problems
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- Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
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- Stochastic R₀ Matrix Linear Complementarity Problems
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Stochastic R₀ tensors to stochastic tensor complementarity problems
- Stochastic structured tensors to stochastic complementarity problems
- Stochastic variational inequalities: residual minimization smoothing sample average approximations
- Stochastic variational inequalities: single-stage to multistage
- The SC^1 1property of an expected residual function arising from stochastic complementarity problems
- Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms
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Cited in
(5)- A stochastic P matrix and P₀ matrix linear complementarity problem
- Stochastic R₀ Matrix Linear Complementarity Problems
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- Expected residual minimization formulation for stochastic absolute value equations
- Properties of expected residual functions arising from stochastic complementarity problems
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