Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1143066 | Operations Research Letters | 2008 | 5 Pages |
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 SC1 function.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Chen Ling, Liqun Qi, Guanglu Zhou, Louis Caccetta,