Existence of optimal solutions for general stochastic linear complementarity problems

被引：1
|
作者：
Zhang, Chao [1 ]
机构：
[1] Beijing Jiaotong Univ, Dept Appl Math, Beijing 100044, Peoples R China
来源：
OPERATIONS RESEARCH LETTERS | 2011年 / 39卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Stochastic linear complementarity problem; Expected residual minimization; Existence of optimal solutions; Nonconvex program;
D O I：
10.1016/j.orl.2010.11.001
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper we show the solvability of the expected residual minimization (ERM) formulation for the general stochastic linear complementarity problem (SLCP) under mild assumptions. The properties of the ERM formulation are dependent on the choice of NCP functions. We focus on the ERM formulations defined by the "min" NCP function and the penalized FB function, both of which are nonconvex programs on the nonnegative orthant. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：78 / 82
页数：5
相关论文
共 50 条
  • [1] Verification for existence of solutions of linear complementarity problems
    Chen, XJ
    Shogenji, Y
    Yamasaki, M
    LINEAR ALGEBRA AND ITS APPLICATIONS, 2001, 324 (1-3) : 15 - 26
  • [2] On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
    Ravat, Uma
    Shanbhag, Uday V.
    MATHEMATICAL PROGRAMMING, 2017, 165 (01) : 291 - 330
  • [3] On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
    Uma Ravat
    Uday V. Shanbhag
    Mathematical Programming, 2017, 165 : 291 - 330
  • [4] Existence of solutions for extended generalized complementarity problems
    Sahu, Bijaya Kumar
    Chadli, Ouayl
    Mohapatra, Ram N.
    Pani, Sabyasachi
    POSITIVITY, 2021, 25 (02) : 769 - 789
  • [5] Existence of solutions for extended generalized complementarity problems
    Bijaya Kumar Sahu
    Ouayl Chadli
    Ram N. Mohapatra
    Sabyasachi Pani
    Positivity, 2021, 25 : 769 - 789
  • [6] Sparse solutions of linear complementarity problems
    Xiaojun Chen
    Shuhuang Xiang
    Mathematical Programming, 2016, 159 : 539 - 556
  • [7] Acceptable solutions of linear complementarity problems
    Gwinner, J.
    Computing (Vienna/New York), 1988, 40 (04): : 361 - 366
  • [8] Integral solutions of linear complementarity problems
    Cunningham, WH
    Geelen, JF
    MATHEMATICS OF OPERATIONS RESEARCH, 1998, 23 (01) : 61 - 68
  • [9] Sparse solutions of linear complementarity problems
    Chen, Xiaojun
    Xiang, Shuhuang
    MATHEMATICAL PROGRAMMING, 2016, 159 (1-2) : 539 - 556
  • [10] Existence and Uniqueness of Solutions for Homogeneous Cone Complementarity Problems
    Lingchen Kong
    Levent Tunçel
    Naihua Xiu
    Journal of Optimization Theory and Applications, 2012, 153 : 357 - 376
12345