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

โœ 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

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โœฆ 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.


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