Unconstrained optimization reformulation for stochastic nonlinear complementarity problems

DOI10.1080/00036811.2019.1636969zbMath1462.90075OpenAlexW2954959960WikidataQ127553139 ScholiaQ127553139MaRDI QIDQ5858431

Jianxun Liu, Sheng Jie Li

Publication date: 13 April 2021

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2019.1636969

zbMATH Keywords

quasi-Monte Carlo methodtraffic equilibrium problemstochastic nonlinear complementarity problemunconstrained expected residual minimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (3)

Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse ⋮ On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems ⋮ Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
• Regularizations for stochastic linear variational inequalities
• Method of weighted expected residual for solving stochastic variational inequality 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
• Expected residual minimization method for stochastic variational inequality problems
• Convergence results of the ERM method for nonlinear stochastic variational inequality problems
• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• Unconstrained optimization reformulations of variational inequality problems
• Sample-path solution of stochastic variational inequalities
• On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants
• Stochastic $R_0$ Matrix Linear Complementarity Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• New reformulations for stochastic nonlinear complementarity problems

This page was built for publication: Unconstrained optimization reformulation for stochastic nonlinear complementarity problems