Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
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DOI: 10.1080/00036811.2019.1636969
Abstract: Abstract We present an unconstrained optimization reformulation for the stochastic nonlinear complementarity problem in this paper, which aims at minimizing an expected residual defined by the D-gap function. We discuss the existence of a solution… read more here.
Keywords: reformulation stochastic; stochastic nonlinear; nonlinear complementarity; unconstrained optimization ... See more keywords