New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
From MaRDI portal
Publication:5426966
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
error boundlevel setstochastic complementarity problemNCP functionStochastic mathematical program with equilibrium constraintsrestricted NCP function
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Properties of expected residual minimization model for a class of stochastic complementarity problems, Convergence results of a matrix splitting algorithm for solving weakly nonlinear complementarity problems, SAMPLE AVERAGE APPROXIMATION METHOD FOR SOLVING A DETERMINISTIC FORMULATION FOR BOX CONSTRAINED STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS, Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems, Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations, Stochastic \(R_0\) tensors to stochastic tensor complementarity problems, A smoothing projected HS method for solving stochastic tensor complementarity problem, Expected residual minimization formulation for a class of stochastic vector variational inequalities, Robust solutions to uncertain linear complementarity problems, Expected residual minimization method for a class of stochastic quasivariational inequality problems, CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems, An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems, On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP, Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty, Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method, Minimum mean-squared deviation method for stochastic complementarity problems, Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem, Robust weighted expected residual minimization formulation for stochastic vector variational inequalities, Solving equations via the trust region and its application to a class of stochastic linear complementarity problems, New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems, Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems, Neural network smoothing approximation method for stochastic variational inequality problems, Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems, Feasible semismooth Newton method for a class of stochastic linear complementarity problems, Expected residual minimization method for stochastic variational inequality problems, A new complementarity function and applications in stochastic second-order cone complementarity problems, Convergence results of the ERM method for nonlinear stochastic variational inequality problems, A smooth penalty-based sample average approximation method for stochastic complementarity problems
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