Unconstrained optimization reformulation of stochastic linear complementary problems

DOI10.16205/J.CNKI.CAMA.2019.0005MaRDI QIDQ5193758zbMATH OpenFDO

Authors Xueqian Wu, S. J. Li

Publication date 20 September 2019

Full work available at URL https://doi.org/10.16205/J.CNKI.CAMA.2019.0005

zbMATH Keywords

quasi-Monte Carlo methodunconstrained optimization reformulationstochastic linear complementary problem

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(4)

• The distributionally robust optimization reformulation for stochastic complementarity problems
• A note on unconstrained reformulation of complementarity problem.
• Solving linear unconstrained problems of combinatorial optimization on arrangements under stochastic uncertainty
• Unconstrained optimization reformulation for stochastic nonlinear complementarity problems

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