A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem

DOI10.1016/j.amc.2014.01.121zbMath1410.90225OpenAlexW2036623321MaRDI QIDQ1646189

Jie Zhang, Su-xiang He, Quan Wang

Publication date: 22 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.01.121

zbMATH Keywords

log-exponential functionSAA regularization methodstochastic extended vertical linear complementarity problem

Mathematics Subject Classification ID

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

Related Items

Stochastic \(R_0\) tensors to stochastic tensor complementarity problems, An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems, A block principal pivoting algorithm for vertical generalized LCP with a vertical block P-matrix

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