Robust solution of monotone stochastic linear complementarity problems
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Cited in
(97)- Γ-robust linear complementarity problems
- Polymorphic uncertain nonlinear programming approach for maximizing the capacity of V-belt driving
- Regularizations for stochastic linear variational inequalities
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm
- A variational inequality model of the spatial price network problem with uncertain data
- A stochastic P matrix and P₀ matrix linear complementarity problem
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
- Polymorphic uncertain nonlinear programming model and algorithm for maximizing the fatigue life of V-belt drive
- Stochastic R₀ Matrix Linear Complementarity Problems
- Robust Solutions in Stochastic Linear Programming
- A performance measure analysis for traffic networks with random data and general monotone cost functions
- An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems
- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
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- Stochastic tensor complementarity problem with discrete distribution
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- Stochastic variational inequalities: single-stage to multistage
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- A smoothing Newton method based on the modulus equation for a class of weakly nonlinear complementarity problems
- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
- Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems
- Stochastic R₀ matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
- Expected residual minimization method for monotone stochastic tensor complementarity problem
- Stochastic R₀ tensors to stochastic tensor complementarity problems
- The distributionally robust complementarity problem
- An approximation scheme for a class of risk-averse stochastic equilibrium problems
- Convergence results of a matrix splitting algorithm for solving weakly nonlinear complementarity problems
- 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
- Efficiency and vulnerability analysis for congested networks with random data
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- Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems
- Partial projected Newton method for a class of stochastic linear complementarity problems
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- On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP
- On set-valued complementarity problems
- A new gap function for vector variational inequalities with an application
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- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
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- A kind of stochastic eigenvalue complementarity problems
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