Smooth approximation of chance constrained stochastic nonlinear complementarity problems

MaRDI QIDQ3381267zbMATH OpenFDO

Authors Yonghong Ren, Xiaojia Ma, Jiali Wang

Publication date 29 September 2021

zbMATH Keywords

chance constrained stochastic nonlinear complementarity problemssmooth approximationsmooth sum function

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Approximation methods and heuristics in mathematical programming (90C59)

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Cited in

(6)

• Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
• A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
• A smoothing function approach to joint chance-constrained programs
• Nonlinear complementarity function and its application in uncertain programming

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