| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1142590 | Operations Research Letters | 2011 | 5 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Chao Zhang,