Back to Search
Start Over
New reformulations for stochastic nonlinear complementarity problems.
- Source :
- Optimization Methods & Software; Aug2006, Vol. 21 Issue 4, p551-564, 14p, 2 Charts
- Publication Year :
- 2006
-
Abstract
- We consider the stochastic nonlinear complementarity problem (SNCP). We first formulate the problem as a stochastic mathematical program with equilibrium constraints and then, in order to develop efficient algorithms, we give some reformulations of the problem. Furthermore, based on the reformulations, we propose a smoothed penalty method for solving SNCP. A rigorous convergence analysis is also given. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10556788
- Volume :
- 21
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Optimization Methods & Software
- Publication Type :
- Academic Journal
- Accession number :
- 22089195
- Full Text :
- https://doi.org/10.1080/10556780600627610