Existence of optimal solutions for general stochastic linear complementarity problems

DOI10.1016/J.ORL.2010.11.001MaRDI QIDQ631222zbMATH OpenOpenAlexFDO

Authors Chao Zhang

Publication date 22 March 2011

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2010.11.001

zbMATH Keywords

existence of optimal solutionsstochastic linear complementarity problemexpected residual minimizationnonconvex program

Mathematics Subject Classification ID

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

Recommendations

• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Robust solution of monotone stochastic linear complementarity problems
• Properties of expected residual functions arising from stochastic complementarity problems
• Stochastic $R_0$ Matrix Linear Complementarity Problems
• A stochastic \(P\) matrix and \(P_0\) matrix linear complementarity problem

Cites work

• Existence of optimal solutions and duality results under weak conditions
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Robust solution of monotone stochastic linear complementarity problems
• Stochastic $R_0$ Matrix Linear Complementarity Problems

Cited in

(6)

• Properties of expected residual functions arising from stochastic complementarity problems
• Robust solution of monotone stochastic linear complementarity problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Unconstrained optimization reformulation of stochastic linear complementary problems
• Stochastic absolute value equations
• On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP

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