New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
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DOI：
10.1080/02331930701617320
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发表时间：
2007-10
期刊：
影响因子：
2.2
通讯作者：
G. Lin;Xiaojun Chen;M. Fukushima
中科院分区：
文献类型：
--
作者：
G. Lin;Xiaojun Chen;M. Fukushima
本文主要研究随机非线性互补问题（SNCP）和带平衡约束的随机数学规划（SMPEC）。而不是在文献中采用的NCP功能，我们使用限制NCP功能来定义预期的残差最小化配方SNCP和SMPEC。然后，我们讨论了水平集条件和误差界的新配方。实例表明，新配方具有一些现有配方所不具备的理想性能。这篇文章是专门为纪念教授博士亚历山大莫伊谢耶维奇·鲁宾诺夫。
We focus on studying stochastic nonlinear complementarity problems (SNCP) and stochastic mathematical programs with equilibrium constraints (SMPEC). Instead of the NCP functions employed in the literature, we use the restricted NCP functions to define expected residual minimization formulations for SNCP and SMPEC. We then discuss level set conditions and error bounds of the new formulation. Examples show that the new formulations have some desirable properties that the existing ones do not have. ¶This article is dedicated to the memory of Prof. Dr Alexander Moiseevich Rubinov.