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The SC1 property of the squared norm of the SOC Fischer–Burmeister function

✍ Scribed by Jein-Shan Chen; Defeng Sun; Jie Sun

Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
261 KB
Volume
36
Category
Article
ISSN
0167-6377

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📜 SIMILAR VOLUMES

The SC1 property of an expected residual
The SC1 property of an expected residual function arising from stochastic complementarity problems
✍ Chen Ling; Liqun Qi; Guanglu Zhou; Louis Caccetta 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 251 KB

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