Stochastic R₀ Matrix Linear Complementarity Problems

DOI10.1137/050630805MaRDI QIDQ3503205zbMATH OpenOpenAlexFDO

Authors Hai-Tao Fang, Xiaojun Chen, Masao Fukushima

Publication date 22 May 2008

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/050630805

zbMATH Keywords

\(R_0\) matrix{} stochastic linear complementarity problemexpected residual minimization.

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• Two-stage stochastic variational inequalities: an ERM-solution procedure
• Two-stage non-cooperative games with risk-averse players
• Stochastic variational inequalities: single-stage to multistage
• Properties of expected residual minimization model for a class of stochastic complementarity problems
• Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
• 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
• 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
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Stochastic structured tensors to stochastic complementarity problems
• Expected residual minimization method for stochastic tensor variational inequalities
• A smoothing Newton method for solving a class of stochastic linear complementarity problems
• CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems
• Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
• Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
• Robust solution of monotone stochastic linear complementarity problems
• The SC^1 1property of an expected residual function arising from stochastic 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
• Projected Barzilai-Borwein method for discrete stochastic absolute value equations
• Existence of optimal solutions for general stochastic linear complementarity problems
• On multistage pseudomonotone stochastic variational inequalities
• A Barzilai-Borwein type method for stochastic linear complementarity problems
• Two-stage stochastic variational inequality arising from stochastic programming
• 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
• Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
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• Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
• Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
• 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
• On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP
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• Method of weighted expected residual for solving stochastic variational inequality problems
• Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
• ERM method for stochastic linear complementarity problem solution of the second-order cone
• Neural network smoothing approximation method for stochastic variational inequality problems
• Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
• A note on stability for risk-averse stochastic complementarity problems
• New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
• An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization
• A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
• Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
• Expected residual minimization method for stochastic variational inequality problems
• Convergence results of the ERM method for nonlinear stochastic variational inequality problems
• Stochastic absolute value equations
• Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities
• Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems
• Unconstrained optimization reformulation of stochastic linear complementary problems
• Smoothing methods for nonsmooth, nonconvex minimization
• On robust solutions to uncertain linear complementarity problems and their variants
• A new complementarity function and applications in stochastic second-order cone complementarity problems
• A kind of stochastic eigenvalue complementarity problems

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