The SC1 property of an expected residual function arising from stochastic complementarity problems

✍ Scribed by Chen Ling; Liqun Qi; Guanglu Zhou; Louis Caccetta

• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 251 KB
• Volume: 36
• Category: Article
• ISSN: 0167-6377
• DOI: 10.1016/j.orl.2008.01.010

✦ Synopsis

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 SC 1 function.