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 publicationJournal articleAcademic researchpeer-review

34 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 languageEnglish
Pages (from-to)456-460
Number of pages5
JournalOperations Research Letters
Volume36
Issue number4
DOIs
Publication statusPublished - 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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