The SC1 property of an expected residual function arising from stochastic complementarity problems

Chen Ling; Liqun Qi; Guanglu Zhou; Louis Caccetta

doi:10.1016/j.orl.2008.01.010

The SC1 property of an expected residual function arising from stochastic complementarity problems

Chen Ling, Liqun Qi, Guanglu Zhou, Louis Caccetta

Research output: Journal article publication › Journal article › Academic research › peer-review

36 Citations (Scopus)

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 SC1function.

Original language	English
Pages (from-to)	456-460
Number of pages	5
Journal	Operations Research Letters
Volume	36
Issue number	4
DOIs	https://doi.org/10.1016/j.orl.2008.01.010
Publication status	Published - 1 Jul 2008

Keywords

Expected residual function
NCP function
SC property 1
Stochastic complementarity problems

ASJC Scopus subject areas

Management Science and Operations Research
Statistics, Probability and Uncertainty
Discrete Mathematics and Combinatorics
Modelling and Simulation

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10.1016/j.orl.2008.01.010

Cite this

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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 SC1function.",

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AU - Zhou, Guanglu

AU - Caccetta, Louis

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KW - Expected residual function

KW - NCP function

KW - SC property 1

KW - Stochastic complementarity problems

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DO - 10.1016/j.orl.2008.01.010

M3 - Journal article

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SP - 456

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JO - Operations Research Letters

JF - Operations Research Letters

IS - 4

ER -

The SC1 property of an expected residual function arising from stochastic complementarity problems

Abstract

Keywords

ASJC Scopus subject areas

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