New reformulations for stochastic nonlinear complementarity problems
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Publication:5481684
DOI10.1080/10556780600627610zbMATH Open1113.90110OpenAlexW1989098133MaRDI QIDQ5481684FDOQ5481684
Authors:
Publication date: 10 August 2006
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780600627610
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stationarityconvergencesubdifferentialstochastic nonlinear complementarity problemstochastic mathematical program with equilibrium constraints
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
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- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
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- Sample-path solution of stochastic variational inequalities
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
- \(S\)-adapted oligopoly equilibria and approximations in stochastic variational inequalities
- A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
- Regularization method for stochastic mathematical programs with complementarity constraints
- New relaxation method for mathematical programs with complementarity constraints
Cited In (46)
- CVaR stochastic programming model for monotone stochastic tensor complementarity problem by using its penalized sample average approximation algorithm
- Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems
- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- Affinely adjustable robust linear complementarity problems
- Properties of expected residual minimization model for a class of stochastic complementarity problems
- A smoothing projected HS method for solving stochastic tensor complementarity problem
- The distributionally robust complementarity problem
- Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
- The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem
- Convergence results of a matrix splitting algorithm for solving weakly nonlinear complementarity problems
- New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
- Extragradient thresholding methods for sparse solutions of co-coercive ncps
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems
- Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets
- Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
- Robust solution of monotone stochastic linear complementarity problems
- Feasible semismooth Newton method for a class of stochastic linear complementarity problems
- Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method
- Expected residual minimization formulation for stochastic absolute value equations
- Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
- Minimum mean-squared deviation method for stochastic complementarity problems
- Minimal zero norm solutions of linear complementarity problems
- Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem
- Solving equations via the trust region and its application to a class of stochastic linear complementarity problems
- Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems
- Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
- Partial projected Newton method for a class of stochastic linear complementarity problems
- Nonlinear complementarity function and its application in uncertain programming
- On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP
- Existence of solutions to $$\Gamma $$-robust counterparts of gap function formulations of uncertain LCPs with ellipsoidal uncertainty sets
- Expected residual minimization method for a class of stochastic quasivariational inequality problems
- A new gap function for vector variational inequalities with an application
- A half thresholding projection algorithm for sparse solutions of LCPs
- Neural network smoothing approximation method for stochastic variational inequality problems
- Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
- Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints
- Robust solutions to uncertain linear complementarity problems
- New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
- A smooth penalty-based sample average approximation method for stochastic complementarity problems
- Stochastic absolute value equations
- Expected residual minimization method for stochastic variational inequality problems
- Convergence results of the ERM method for nonlinear stochastic variational inequality problems
- Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems
- A new complementarity function and applications in stochastic second-order cone complementarity problems
- Γ-robust linear complementarity problems
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