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The SC property of an expected residual function arising from stochastic complementarity problems |
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| Authors: | Chen Ling Liqun Qi Guanglu Zhou Louis Caccetta |
| Affiliation: | aSchool of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, 310018, China;bDepartment of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong;cWestern Australian Centre of Excellence in Industrial Optimisation (WACEIO), Department of Mathematics and Statistics, Curtin University of Technology, GPO Box U1987 Perth, WA 6845, Australia |
| Abstract: | The stochastic nonlinear complementarity problem has been recently reformulated as an expected residual minimization problem which minimizes an expected residual function defined by an NCP function. In this work, we show that the expected residual function defined by the Fischer–Burmeister function is an |
| Keywords: | Stochastic complementarity problems NCP function Expected residual function mml2" > /science?_ob=MathURL&_method=retrieve&_udi=B6V8M-4RTM2SW-1&_mathId=mml2&_user=10&_cdi=5874&_rdoc=14&_acct=C000069468&_version=1&_userid=6189383&md5=7f12bd267ed05ec98f221e84712eb1c0" > |
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