Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty

DOI10.1007/s10957-008-9358-6zbMath1163.90034OpenAlexW2126194142MaRDI QIDQ946176

Xiaojun Chen, Chao Zhang

Publication date: 22 September 2008

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.603.3934

zbMATH Keywords

expected residual minimizationstochastic nonlinear complementarity problemexpected value formulationstochastic \(R_{0}\) functiontraffic equilibrium problem under uncertainty

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Traffic problems in operations research (90B20)

Related Items (29)

A new model for solving stochastic second-order cone complementarity problem and its convergence analysis ⋮ 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 ⋮ The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem ⋮ A new gap function for vector variational inequalities with an application ⋮ Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations ⋮ A performance measure analysis for traffic networks with random data and general monotone cost functions ⋮ Stochastic \(R_0\) tensors to stochastic tensor complementarity problems ⋮ Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems ⋮ A smoothing projected HS method for solving stochastic tensor complementarity problem ⋮ A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem ⋮ Expected residual minimization method for a class of stochastic quasivariational inequality problems ⋮ CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems ⋮ A smoothing Newton method for solving a class of stochastic linear complementarity problems ⋮ On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP ⋮ Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements ⋮ Method of weighted expected residual for solving stochastic variational inequality problems ⋮ Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method ⋮ Minimum mean-squared deviation method for stochastic 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 ⋮ 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 ⋮ Two-stage stochastic variational inequality arising from stochastic programming ⋮ Unconstrained optimization reformulation for stochastic nonlinear complementarity problems ⋮ A smooth penalty-based sample average approximation method for stochastic complementarity problems

Cites Work

• Unnamed Item
• Robust solution of monotone stochastic linear complementarity problems
• Sample-path solution of stochastic variational inequalities
• On the convergence of descent methods for monotone variational inequalities
• The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem
• Growth behavior of a class of merit functions for the nonlinear complementarity problem
• Stochastic $R_0$ Matrix Linear Complementarity Problems
• Robust Wardrop Equilibrium
• Equilibria on a Congested Transportation Network
• The Traffic Equilibrium Problem with Nonadditive Path Costs
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• System-Optimal Routing of Traffic Flows with User Constraints in Networks with Congestion
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• New reformulations for stochastic nonlinear complementarity problems
• Error bounds for \(R_0\)-type and monotone nonlinear complementarity problems.

This page was built for publication: Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty