Dong, Dan-dan; Tang, Guo-ji; Qiu, Hui-ming On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems. (English) Zbl 07781454 J. Inequal. Appl. 2023, Paper No. 97, 20 p. (2023). MSC: 49J40 90C33 90C15 90C29 65K10 PDFBibTeX XMLCite \textit{D.-d. Dong} et al., J. Inequal. Appl. 2023, Paper No. 97, 20 p. (2023; Zbl 07781454) Full Text: DOI
You, Ze; Zhang, Haisen A prediction-correction ADMM for multistage stochastic variational inequalities. (English) Zbl 1526.65028 J. Optim. Theory Appl. 199, No. 2, 693-731 (2023). MSC: 65K15 90C15 90C25 90C33 PDFBibTeX XMLCite \textit{Z. You} and \textit{H. Zhang}, J. Optim. Theory Appl. 199, No. 2, 693--731 (2023; Zbl 1526.65028) Full Text: DOI arXiv
Li, Cunlin; Zhang, Hongyu; Yuan, Rui; Min, Yee Hooi; Yin, Tzu-Chien An approximation method for variational inequality with uncertain variables. (English) Zbl 1523.49012 Adv. Math. Phys. 2023, Article ID 5127277, 11 p. (2023). MSC: 49J40 65K15 PDFBibTeX XMLCite \textit{C. Li} et al., Adv. Math. Phys. 2023, Article ID 5127277, 11 p. (2023; Zbl 1523.49012) Full Text: DOI
Lu, Mengdie; Du, Shouqiang A smoothing projected HS method for solving stochastic tensor complementarity problem. (English) Zbl 1522.90052 J. Appl. Math. Comput. 69, No. 4, 2973-2986 (2023). MSC: 90C15 15A69 90C33 PDFBibTeX XMLCite \textit{M. Lu} and \textit{S. Du}, J. Appl. Math. Comput. 69, No. 4, 2973--2986 (2023; Zbl 1522.90052) Full Text: DOI
Hori, Atsushi; Yamakawa, Yuya; Yamashita, Nobuo Distributionally robust expected residual minimization for stochastic variational inequality problems. (English) Zbl 1522.90228 Optim. Methods Softw. 38, No. 4, 756-780 (2023). MSC: 90C33 90C15 65K15 PDFBibTeX XMLCite \textit{A. Hori} et al., Optim. Methods Softw. 38, No. 4, 756--780 (2023; Zbl 1522.90228) Full Text: DOI arXiv
Sun, Hailin; Shapiro, Alexander; Chen, Xiaojun Distributionally robust stochastic variational inequalities. (English) Zbl 1519.90245 Math. Program. 200, No. 1 (A), 279-317 (2023). MSC: 90C33 90C17 PDFBibTeX XMLCite \textit{H. Sun} et al., Math. Program. 200, No. 1 (A), 279--317 (2023; Zbl 1519.90245) Full Text: DOI
Du, Shouqiang; Sun, Jingjing; Niu, Shengqun; Zhang, Liping Stochastic absolute value equations. (English) Zbl 1509.90207 J. Appl. Math. Comput. 69, No. 1, 921-939 (2023). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{S. Du} et al., J. Appl. Math. Comput. 69, No. 1, 921--939 (2023; Zbl 1509.90207) Full Text: DOI arXiv
Jiang, Jie; Sun, Hailin Monotonicity and complexity of multistage stochastic variational inequalities. (English) Zbl 1517.90147 J. Optim. Theory Appl. 196, No. 2, 433-460 (2023). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{J. Jiang} and \textit{H. Sun}, J. Optim. Theory Appl. 196, No. 2, 433--460 (2023; Zbl 1517.90147) Full Text: DOI
Krebs, Vanessa; Müller, Michael; Schmidt, Martin \( \Gamma \)-robust linear complementarity problems with ellipsoidal uncertainty sets. (English) Zbl 07769621 Int. Trans. Oper. Res. 29, No. 1, 417-441 (2022). MSC: 90-XX PDFBibTeX XMLCite \textit{V. Krebs} et al., Int. Trans. Oper. Res. 29, No. 1, 417--441 (2022; Zbl 07769621) Full Text: DOI OA License
Liu, Yongchao; Yan, Wuwenqing; Zhao, Shengchao Confidence regions of two-stage stochastic linear complementarity problems. (English) Zbl 07769606 Int. Trans. Oper. Res. 29, No. 1, 48-62 (2022). MSC: 90-XX PDFBibTeX XMLCite \textit{Y. Liu} et al., Int. Trans. Oper. Res. 29, No. 1, 48--62 (2022; Zbl 07769606) Full Text: DOI
Liu, Jianxun; Li, Shengjie; Xu, Yingrang Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities. (English) Zbl 1513.90200 J. Ind. Manag. Optim. 18, No. 4, 2599-2610 (2022). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{J. Liu} et al., J. Ind. Manag. Optim. 18, No. 4, 2599--2610 (2022; Zbl 1513.90200) Full Text: DOI
Dolgopolik, M. V. Codifferentials and quasidifferentials of the expectation of nonsmooth random integrands and two-stage stochastic programming. (English) Zbl 1527.49012 Nikeghbali, Ashkan (ed.) et al., High-dimensional optimization and probability. With a view towards data science. Cham: Springer. Springer Optim. Appl. 191, 185-218 (2022). MSC: 49J52 90C15 PDFBibTeX XMLCite \textit{M. V. Dolgopolik}, Springer Optim. Appl. 191, 185--218 (2022; Zbl 1527.49012) Full Text: DOI arXiv
Krebs, Vanessa; Schmidt, Martin \(\Gamma\)-robust linear complementarity problems. (English) Zbl 1501.90100 Optim. Methods Softw. 37, No. 2, 658-691 (2022). MSC: 90C33 90C17 91B50 91A10 90C34 PDFBibTeX XMLCite \textit{V. Krebs} and \textit{M. Schmidt}, Optim. Methods Softw. 37, No. 2, 658--691 (2022; Zbl 1501.90100) Full Text: DOI
Chen, Lin; Liu, Yongchao; Yang, Xinmin; Zhang, Jin Stochastic approximation methods for the two-stage stochastic linear complementarity problem. (English) Zbl 1500.90033 SIAM J. Optim. 32, No. 3, 2129-2155 (2022). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{L. Chen} et al., SIAM J. Optim. 32, No. 3, 2129--2155 (2022; Zbl 1500.90033) Full Text: DOI
Liu, Yongchao; Zhang, Jin Confidence regions of stochastic variational inequalities: error bound approach. (English) Zbl 1495.90216 Optimization 71, No. 7, 2157-2184 (2022). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{J. Zhang}, Optimization 71, No. 7, 2157--2184 (2022; Zbl 1495.90216) Full Text: DOI
Liu, JianXun; Li, ShengJie; Jiang, Jie Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse. (English) Zbl 1489.90083 Appl. Anal. 101, No. 8, 3122-3138 (2022). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{J. Liu} et al., Appl. Anal. 101, No. 8, 3122--3138 (2022; Zbl 1489.90083) Full Text: DOI
Du, Shouqiang; Cui, Liyuan; Chen, Yuanyuan; Wei, Yimin Stochastic tensor complementarity problem with discrete distribution. (English) Zbl 1485.15033 J. Optim. Theory Appl. 192, No. 3, 912-929 (2022). MSC: 15A69 15B52 90C33 PDFBibTeX XMLCite \textit{S. Du} et al., J. Optim. Theory Appl. 192, No. 3, 912--929 (2022; Zbl 1485.15033) Full Text: DOI
Biefel, Christian; Liers, Frauke; Rolfes, Jan; Schmidt, Martin Affinely adjustable robust linear complementarity problems. (English) Zbl 1486.90135 SIAM J. Optim. 32, No. 1, 152-172 (2022). MSC: 90C17 90C33 91B50 91A10 90C34 PDFBibTeX XMLCite \textit{C. Biefel} et al., SIAM J. Optim. 32, No. 1, 152--172 (2022; Zbl 1486.90135) Full Text: DOI arXiv
Jiang, Jie; Sun, Hailin; Zhou, Bin Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage. (English) Zbl 1483.90096 Numer. Algorithms 89, No. 1, 167-194 (2022). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{J. Jiang} et al., Numer. Algorithms 89, No. 1, 167--194 (2022; Zbl 1483.90096) Full Text: DOI
Cui, Xingbang; Zhang, Liping Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization. (English) Zbl 1476.90306 Comput. Appl. Math. 40, No. 6, Paper No. 183, 16 p. (2021). MSC: 90C30 90C33 90C15 PDFBibTeX XMLCite \textit{X. Cui} and \textit{L. Zhang}, Comput. Appl. Math. 40, No. 6, Paper No. 183, 16 p. (2021; Zbl 1476.90306) Full Text: DOI
Jiang, Jie; Li, Shengjie Regularized sample average approximation approach for two-stage stochastic variational inequalities. (English) Zbl 1475.90046 J. Optim. Theory Appl. 190, No. 2, 650-671 (2021). MSC: 90C15 90C33 49J53 PDFBibTeX XMLCite \textit{J. Jiang} and \textit{S. Li}, J. Optim. Theory Appl. 190, No. 2, 650--671 (2021; Zbl 1475.90046) Full Text: DOI
Yang, Zhen-Ping; Lin, Gui-Hua Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities. (English) Zbl 1472.65078 J. Optim. Theory Appl. 190, No. 2, 393-427 (2021). MSC: 65K15 65C99 90C33 90C15 PDFBibTeX XMLCite \textit{Z.-P. Yang} and \textit{G.-H. Lin}, J. Optim. Theory Appl. 190, No. 2, 393--427 (2021; Zbl 1472.65078) Full Text: DOI
Sun, Hai-Lin; Chen, Xiao-Jun Two-stage stochastic variational inequalities: theory, algorithms and applications. (English) Zbl 1474.90484 J. Oper. Res. Soc. China 9, No. 1, 1-32 (2021). MSC: 90C33 90C15 91A15 PDFBibTeX XMLCite \textit{H.-L. Sun} and \textit{X.-J. Chen}, J. Oper. Res. Soc. China 9, No. 1, 1--32 (2021; Zbl 1474.90484) Full Text: DOI
Cui, Ying; He, Ziyu; Pang, Jong-Shi Nonconvex robust programming via value-function optimization. (English) Zbl 1469.90099 Comput. Optim. Appl. 78, No. 2, 411-450 (2021). MSC: 90C17 90C26 PDFBibTeX XMLCite \textit{Y. Cui} et al., Comput. Optim. Appl. 78, No. 2, 411--450 (2021; Zbl 1469.90099) Full Text: DOI
Liu, Jianxun; Li, Shengjie Unconstrained optimization reformulation for stochastic nonlinear complementarity problems. (English) Zbl 1462.90075 Appl. Anal. 100, No. 6, 1158-1179 (2021). MSC: 90C15 90C33 90C30 PDFBibTeX XMLCite \textit{J. Liu} and \textit{S. Li}, Appl. Anal. 100, No. 6, 1158--1179 (2021; Zbl 1462.90075) Full Text: DOI
Ming, Zhenyu; Zhang, Liping; Qi, Liqun Expected residual minimization method for monotone stochastic tensor complementarity problem. (English) Zbl 1466.90113 Comput. Optim. Appl. 77, No. 3, 871-896 (2020). MSC: 90C33 65K10 PDFBibTeX XMLCite \textit{Z. Ming} et al., Comput. Optim. Appl. 77, No. 3, 871--896 (2020; Zbl 1466.90113) Full Text: DOI
Luo, Meiju; Zhang, Kun Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems. (English) Zbl 1453.90173 Complexity 2020, Article ID 1203627, 8 p. (2020). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{M. Luo} and \textit{K. Zhang}, Complexity 2020, Article ID 1203627, 8 p. (2020; Zbl 1453.90173) Full Text: DOI
Li, Min; Zhang, Chao Two-stage stochastic variational inequality arising from stochastic programming. (English) Zbl 1443.49026 J. Optim. Theory Appl. 186, No. 1, 324-343 (2020). MSC: 49J55 49K30 90C15 49M25 PDFBibTeX XMLCite \textit{M. Li} and \textit{C. Zhang}, J. Optim. Theory Appl. 186, No. 1, 324--343 (2020; Zbl 1443.49026) Full Text: DOI
Sun, Jie; Yang, Xinmin; Yao, Qiang; Zhang, Min Risk minimization, regret minimization and progressive hedging algorithms. (English) Zbl 1440.90037 Math. Program. 181, No. 2 (B), 509-530 (2020). MSC: 90C15 90C25 90C34 PDFBibTeX XMLCite \textit{J. Sun} et al., Math. Program. 181, No. 2 (B), 509--530 (2020; Zbl 1440.90037) Full Text: DOI arXiv
Burke, James V.; Chen, Xiaojun; Sun, Hailin The subdifferential of measurable composite max integrands and smoothing approximation. (English) Zbl 1477.90044 Math. Program. 181, No. 2 (B), 229-264 (2020). Reviewer: Jerzy Ombach (Kraków) MSC: 90C15 PDFBibTeX XMLCite \textit{J. V. Burke} et al., Math. Program. 181, No. 2 (B), 229--264 (2020; Zbl 1477.90044) Full Text: DOI
Du, Shouqiang; Che, Maolin; Wei, Yimin Stochastic structured tensors to stochastic complementarity problems. (English) Zbl 1441.15017 Comput. Optim. Appl. 75, No. 3, 649-668 (2020). MSC: 15A69 90C33 PDFBibTeX XMLCite \textit{S. Du} et al., Comput. Optim. Appl. 75, No. 3, 649--668 (2020; Zbl 1441.15017) Full Text: DOI
Zhang, Xiao-Juan; Du, Xue-Wu; Yang, Zhen-Ping; Lin, Gui-Hua An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities. (English) Zbl 1525.65060 J. Optim. Theory Appl. 183, No. 3, 1053-1076 (2019). MSC: 65K15 90C33 90C15 PDFBibTeX XMLCite \textit{X.-J. Zhang} et al., J. Optim. Theory Appl. 183, No. 3, 1053--1076 (2019; Zbl 1525.65060) Full Text: DOI
Chen, Xiaojun; Sun, Hailin; Xu, Huifu Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems. (English) Zbl 1418.90182 Math. Program. 177, No. 1-2 (A), 255-289 (2019). MSC: 90C15 90C33 65K15 PDFBibTeX XMLCite \textit{X. Chen} et al., Math. Program. 177, No. 1--2 (A), 255--289 (2019; Zbl 1418.90182) Full Text: DOI arXiv Link
Sun, Guo; Zhang, Jin; Yu, Li-Ying; Lin, Gui-Hua A new complementarity function and applications in stochastic second-order cone complementarity problems. (English) Zbl 1438.90361 J. Oper. Res. Soc. China 7, No. 2, 251-283 (2019). MSC: 90C33 90C15 65C05 PDFBibTeX XMLCite \textit{G. Sun} et al., J. Oper. Res. Soc. China 7, No. 2, 251--283 (2019; Zbl 1438.90361) Full Text: DOI
Che, Maolin; Qi, Liqun; Wei, Yimin Stochastic \(R_0\) tensors to stochastic tensor complementarity problems. (English) Zbl 1417.90108 Optim. Lett. 13, No. 2, 261-279 (2019). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{M. Che} et al., Optim. Lett. 13, No. 2, 261--279 (2019; Zbl 1417.90108) Full Text: DOI arXiv
Rockafellar, R. Tyrrell; Sun, Jie Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. (English) Zbl 1421.90100 Math. Program. 174, No. 1-2 (B), 453-471 (2019). MSC: 90C15 49J20 47H05 PDFBibTeX XMLCite \textit{R. T. Rockafellar} and \textit{J. Sun}, Math. Program. 174, No. 1--2 (B), 453--471 (2019; Zbl 1421.90100) Full Text: DOI Link
Lamm, Michael; Lu, Shu Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities. (English) Zbl 1461.90152 Math. Program. 174, No. 1-2 (B), 99-127 (2019). MSC: 90C33 90C15 65K10 62F25 PDFBibTeX XMLCite \textit{M. Lamm} and \textit{S. Lu}, Math. Program. 174, No. 1--2 (B), 99--127 (2019; Zbl 1461.90152) Full Text: DOI
Yang, Zhen-Ping; Zhang, Jin; Zhu, Xide; Lin, Gui-Hua Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications. (English) Zbl 1410.90143 J. Comput. Appl. Math. 352, 382-400 (2019). MSC: 90C15 90C30 90C33 90C51 PDFBibTeX XMLCite \textit{Z.-P. Yang} et al., J. Comput. Appl. Math. 352, 382--400 (2019; Zbl 1410.90143) Full Text: DOI
Luo, Meiju; Zhang, Yan Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems. (English) Zbl 1497.90205 J. Inequal. Appl. 2018, Paper No. 77, 13 p. (2018). MSC: 90C33 65K05 90C15 PDFBibTeX XMLCite \textit{M. Luo} and \textit{Y. Zhang}, J. Inequal. Appl. 2018, Paper No. 77, 13 p. (2018; Zbl 1497.90205) Full Text: DOI
Yang, Xin-Min; Zhao, Yong; Lin, Gui-Hua Deterministic bicriteria model for stochastic variational inequalities. (English) Zbl 1424.90275 J. Oper. Res. Soc. China 6, No. 4, 507-527 (2018). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{X.-M. Yang} et al., J. Oper. Res. Soc. China 6, No. 4, 507--527 (2018; Zbl 1424.90275) Full Text: DOI
Wang, Ying-xiao; Du, Shou-qiang A kind of stochastic eigenvalue complementarity problems. (English) Zbl 1427.90280 Math. Probl. Eng. 2018, Article ID 7397592, 9 p. (2018). MSC: 90C33 90C30 65K05 65F15 PDFBibTeX XMLCite \textit{Y.-x. Wang} and \textit{S.-q. Du}, Math. Probl. Eng. 2018, Article ID 7397592, 9 p. (2018; Zbl 1427.90280) Full Text: DOI
Sankaranarayanan, Sriram; Feijoo, Felipe; Siddiqui, Sauleh Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets. (English) Zbl 1403.90624 Eur. J. Oper. Res. 268, No. 1, 25-36 (2018). MSC: 90C33 90C15 91B74 PDFBibTeX XMLCite \textit{S. Sankaranarayanan} et al., Eur. J. Oper. Res. 268, No. 1, 25--36 (2018; Zbl 1403.90624) Full Text: DOI arXiv
Wang, Guoxin; Zhang, Jin; Zeng, Bo; Lin, Gui-Hua Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems. (English) Zbl 1374.90299 Eur. J. Oper. Res. 265, No. 2, 437-447 (2018). MSC: 90C15 90C33 90C05 PDFBibTeX XMLCite \textit{G. Wang} et al., Eur. J. Oper. Res. 265, No. 2, 437--447 (2018; Zbl 1374.90299) Full Text: DOI
Li, Cunlin; Jia, Zhifu; Zhang, Lin Expected residual minimization method for uncertain variational inequality problems. (English) Zbl 1412.49040 J. Nonlinear Sci. Appl. 10, No. 11, 5958-5975 (2017). MSC: 49J53 49J40 65K10 90C99 PDFBibTeX XMLCite \textit{C. Li} et al., J. Nonlinear Sci. Appl. 10, No. 11, 5958--5975 (2017; Zbl 1412.49040) Full Text: DOI
Zhao, Yong; Peng, Zai Yun; Zhao, Yun Bin Robust weighted expected residual minimization formulation for stochastic vector variational inequalities. (English) Zbl 1412.90155 J. Nonlinear Sci. Appl. 10, No. 11, 5825-5833 (2017). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{Y. Zhao} et al., J. Nonlinear Sci. Appl. 10, No. 11, 5825--5833 (2017; Zbl 1412.90155) Full Text: DOI
Zhao, Yong; Zhang, Jin; Yang, Xinmin; Lin, Gui-Hua Expected residual minimization formulation for a class of stochastic vector variational inequalities. (English) Zbl 1409.90209 J. Optim. Theory Appl. 175, No. 2, 545-566 (2017). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{Y. Zhao} et al., J. Optim. Theory Appl. 175, No. 2, 545--566 (2017; Zbl 1409.90209) Full Text: DOI
Zhang, Jie; Xu, Huifu; Zhang, Liwei Quantitative stability analysis of stochastic quasi-variational inequality problems and applications. (English) Zbl 1386.90096 Math. Program. 165, No. 1 (B), 433-470 (2017). MSC: 90C15 90C30 90C33 PDFBibTeX XMLCite \textit{J. Zhang} et al., Math. Program. 165, No. 1 (B), 433--470 (2017; Zbl 1386.90096) Full Text: DOI Link
Rockafellar, R. Tyrrell; Wets, Roger J-B Stochastic variational inequalities: single-stage to multistage. (English) Zbl 1378.49010 Math. Program. 165, No. 1 (B), 331-360 (2017). MSC: 49J40 93E20 90C15 49M27 65K15 PDFBibTeX XMLCite \textit{R. T. Rockafellar} and \textit{R. J B Wets}, Math. Program. 165, No. 1 (B), 331--360 (2017; Zbl 1378.49010) Full Text: DOI
Ravat, Uma; Shanbhag, Uday V. On the existence of solutions to stochastic quasi-variational inequality and complementarity problems. (English) Zbl 1375.90231 Math. Program. 165, No. 1 (B), 291-330 (2017). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{U. Ravat} and \textit{U. V. Shanbhag}, Math. Program. 165, No. 1 (B), 291--330 (2017; Zbl 1375.90231) Full Text: DOI arXiv
Pang, Jong-Shi; Sen, Suvrajeet; Shanbhag, Uday V. Two-stage non-cooperative games with risk-averse players. (English) Zbl 1411.91074 Math. Program. 165, No. 1 (B), 235-290 (2017). MSC: 91A20 91A10 91A15 PDFBibTeX XMLCite \textit{J.-S. Pang} et al., Math. Program. 165, No. 1 (B), 235--290 (2017; Zbl 1411.91074) Full Text: DOI
Lin, Gui-Hua; Luo, Mei-Ju; Zhang, Dali; Zhang, Jin Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications. (English) Zbl 1386.90093 Math. Program. 165, No. 1 (B), 197-233 (2017). MSC: 90C15 90C30 90C33 PDFBibTeX XMLCite \textit{G.-H. Lin} et al., Math. Program. 165, No. 1 (B), 197--233 (2017; Zbl 1386.90093) Full Text: DOI
Lamm, Michael; Lu, Shu; Budhiraja, Amarjit Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities. (English) Zbl 1386.90159 Math. Program. 165, No. 1 (B), 151-196 (2017). MSC: 90C33 90C15 65K10 62F25 PDFBibTeX XMLCite \textit{M. Lamm} et al., Math. Program. 165, No. 1 (B), 151--196 (2017; Zbl 1386.90159) Full Text: DOI arXiv
Chen, Xiaojun; Pong, Ting Kei; Wets, Roger J-B. Two-stage stochastic variational inequalities: an ERM-solution procedure. (English) Zbl 1386.90157 Math. Program. 165, No. 1 (B), 71-111 (2017). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{X. Chen} et al., Math. Program. 165, No. 1 (B), 71--111 (2017; Zbl 1386.90157) Full Text: DOI
Luo, Mei-Ju; Zhang, Yan Robust solutions to box-constrained stochastic linear variational inequality problem. (English) Zbl 1372.90107 J. Inequal. Appl. 2017, Paper No. 253, 15 p. (2017). MSC: 90C33 90C30 PDFBibTeX XMLCite \textit{M.-J. Luo} and \textit{Y. Zhang}, J. Inequal. Appl. 2017, Paper No. 253, 15 p. (2017; Zbl 1372.90107) Full Text: DOI
Luo, Meiju; Wang, Lizhi The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem. (English) Zbl 1369.90174 Japan J. Ind. Appl. Math. 34, No. 2, 321-333 (2017). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{M. Luo} and \textit{L. Wang}, Japan J. Ind. Appl. Math. 34, No. 2, 321--333 (2017; Zbl 1369.90174) Full Text: DOI
Zhu, Lei; Yu, Bo; Xu, Liyan The distributionally robust complementarity problem. (English) Zbl 1365.90251 Optim. Methods Softw. 32, No. 3, 650-668 (2017). MSC: 90C33 65K10 PDFBibTeX XMLCite \textit{L. Zhu} et al., Optim. Methods Softw. 32, No. 3, 650--668 (2017; Zbl 1365.90251) Full Text: DOI
Burtscheidt, Johanna; Claus, Matthias A note on stability for risk-averse stochastic complementarity problems. (English) Zbl 1390.90403 J. Optim. Theory Appl. 172, No. 1, 298-308 (2017). MSC: 90C15 90C31 90C33 PDFBibTeX XMLCite \textit{J. Burtscheidt} and \textit{M. Claus}, J. Optim. Theory Appl. 172, No. 1, 298--308 (2017; Zbl 1390.90403) Full Text: DOI
Liu, Zhimin; Du, Shouqiang; Wang, Ruiying Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements. (English) Zbl 1461.90084 Algorithms (Basel) 9, No. 4, Paper No. 83, 17 p. (2016). MSC: 90C15 90C33 65K15 PDFBibTeX XMLCite \textit{Z. Liu} et al., Algorithms (Basel) 9, No. 4, Paper No. 83, 17 p. (2016; Zbl 1461.90084) Full Text: DOI
Huang, Yakui; Liu, Hongwei Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization. (English) Zbl 1357.90117 Comput. Optim. Appl. 65, No. 3, 671-698 (2016). MSC: 90C26 PDFBibTeX XMLCite \textit{Y. Huang} and \textit{H. Liu}, Comput. Optim. Appl. 65, No. 3, 671--698 (2016; Zbl 1357.90117) Full Text: DOI
Faraci, Francesca; Jadamba, Baasansuren; Raciti, Fabio On stochastic variational inequalities with mean value constraints. (English) Zbl 1353.49009 J. Optim. Theory Appl. 171, No. 2, 675-693 (2016). MSC: 49J40 93E20 49J55 60H99 60H30 91B70 PDFBibTeX XMLCite \textit{F. Faraci} et al., J. Optim. Theory Appl. 171, No. 2, 675--693 (2016; Zbl 1353.49009) Full Text: DOI
Xie, Yue; Shanbhag, Uday V. On robust solutions to uncertain linear complementarity problems and their variants. (English) Zbl 1366.90151 SIAM J. Optim. 26, No. 4, 2120-2159 (2016). MSC: 90C15 90C33 91A10 90C34 90B20 PDFBibTeX XMLCite \textit{Y. Xie} and \textit{U. V. Shanbhag}, SIAM J. Optim. 26, No. 4, 2120--2159 (2016; Zbl 1366.90151) Full Text: DOI arXiv
Huang, Yakui; Liu, Hongwei; Yu, Tengteng Smoothing projected cyclic Barzilai-Borwein method for stochastic linear complementarity problems. (English) Zbl 1343.65069 Int. J. Comput. Math. 93, No. 7, 1188-1199 (2016). MSC: 65K05 90C33 90C15 PDFBibTeX XMLCite \textit{Y. Huang} et al., Int. J. Comput. Math. 93, No. 7, 1188--1199 (2016; Zbl 1343.65069) Full Text: DOI
Yu, Haodong Minimum mean-squared deviation method for stochastic complementarity problems. (English) Zbl 1373.90091 Int. J. Comput. Math. 93, No. 7, 1173-1187 (2016). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{H. Yu}, Int. J. Comput. Math. 93, No. 7, 1173--1187 (2016; Zbl 1373.90091) Full Text: DOI
Luna, Juan Pablo; Sagastizábal, Claudia; Solodov, Mikhail An approximation scheme for a class of risk-averse stochastic equilibrium problems. (English) Zbl 1414.91293 Math. Program. 157, No. 2 (B), 451-481 (2016). MSC: 91B74 65K10 90C33 91A10 PDFBibTeX XMLCite \textit{J. P. Luna} et al., Math. Program. 157, No. 2 (B), 451--481 (2016; Zbl 1414.91293) Full Text: DOI
Krejić, Nataša; Jerinkić, Nataša Krklec; Rapajić, Sanja Barzilai-Borwein method with variable sample size for stochastic linear complementarity problems. (English) Zbl 1332.90304 Optimization 65, No. 2, 479-499 (2016). MSC: 90C33 65H10 PDFBibTeX XMLCite \textit{N. Krejić} et al., Optimization 65, No. 2, 479--499 (2016; Zbl 1332.90304) Full Text: DOI
Luo, Mei Ju; Chen, Yi Zeng Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems. (English) Zbl 1320.65103 J. Ind. Manag. Optim. 12, No. 1, 1-15 (2016). MSC: 65K10 49J55 49M25 PDFBibTeX XMLCite \textit{M. J. Luo} and \textit{Y. Z. Chen}, J. Ind. Manag. Optim. 12, No. 1, 1--15 (2016; Zbl 1320.65103) Full Text: DOI
Lu, Fang; Li, Sheng-jie Method of weighted expected residual for solving stochastic variational inequality problems. (English) Zbl 1410.90219 Appl. Math. Comput. 269, 651-663 (2015). MSC: 90C33 65C05 90C15 PDFBibTeX XMLCite \textit{F. Lu} and \textit{S.-j. Li}, Appl. Math. Comput. 269, 651--663 (2015; Zbl 1410.90219) Full Text: DOI
Li, Xiangli Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems. (English) Zbl 1394.90448 Math. Probl. Eng. 2015, Article ID 425351, 6 p. (2015). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{X. Li}, Math. Probl. Eng. 2015, Article ID 425351, 6 p. (2015; Zbl 1394.90448) Full Text: DOI
Lu, Fang; Li, Shengjie; Yang, Jing Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems. (English) Zbl 1335.90101 Math. Methods Oper. Res. 82, No. 2, 229-242 (2015). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{F. Lu} et al., Math. Methods Oper. Res. 82, No. 2, 229--242 (2015; Zbl 1335.90101) Full Text: DOI
Jadamba, B.; Raciti, F. Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly. (English) Zbl 1316.49012 J. Optim. Theory Appl. 165, No. 3, 1050-1070 (2015). MSC: 49J40 49J55 60H25 47B80 47H05 91B51 PDFBibTeX XMLCite \textit{B. Jadamba} and \textit{F. Raciti}, J. Optim. Theory Appl. 165, No. 3, 1050--1070 (2015; Zbl 1316.49012) Full Text: DOI
He, Suxiang; Wei, Min; Tong, Hengqing A smooth penalty-based sample average approximation method for stochastic complementarity problems. (English) Zbl 1315.90052 J. Comput. Appl. Math. 287, 20-31 (2015). MSC: 90C30 90C15 PDFBibTeX XMLCite \textit{S. He} et al., J. Comput. Appl. Math. 287, 20--31 (2015; Zbl 1315.90052) Full Text: DOI
Ma, Hui-Qiang; Huang, Nan-Jing Neural network smoothing approximation method for stochastic variational inequality problems. (English) Zbl 1304.90205 J. Ind. Manag. Optim. 11, No. 2, 645-660 (2015). MSC: 90C33 90C15 91B30 PDFBibTeX XMLCite \textit{H.-Q. Ma} and \textit{N.-J. Huang}, J. Ind. Manag. Optim. 11, No. 2, 645--660 (2015; Zbl 1304.90205) Full Text: DOI
Xu, Liyan; Yu, Bo; Liu, Wei The distributionally robust optimization reformulation for stochastic complementarity problems. (English) Zbl 1470.90148 Abstr. Appl. Anal. 2014, Article ID 469587, 7 p. (2014). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{L. Xu} et al., Abstr. Appl. Anal. 2014, Article ID 469587, 7 p. (2014; Zbl 1470.90148) Full Text: DOI
Zhang, Jie; He, Su-xiang; Wang, Quan A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem. (English) Zbl 1410.90225 Appl. Math. Comput. 232, 888-897 (2014). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{J. Zhang} et al., Appl. Math. Comput. 232, 888--897 (2014; Zbl 1410.90225) Full Text: DOI
Wang, Ming-Zheng; Ali, M. Montaz On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP. (English) Zbl 1304.90209 Ann. Oper. Res. 217, 513-534 (2014). MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{M.-Z. Wang} and \textit{M. M. Ali}, Ann. Oper. Res. 217, 513--534 (2014; Zbl 1304.90209) Full Text: DOI
Huang, Yakui; Liu, Hongwei; Zhou, Sha A Barzilai-Borwein type method for stochastic linear complementarity problems. (English) Zbl 1327.90312 Numer. Algorithms 67, No. 3, 477-489 (2014). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 90C30 90C33 PDFBibTeX XMLCite \textit{Y. Huang} et al., Numer. Algorithms 67, No. 3, 477--489 (2014; Zbl 1327.90312) Full Text: DOI
Zhang, Yanfang; Chen, Xiaojun Regularizations for stochastic linear variational inequalities. (English) Zbl 1342.90209 J. Optim. Theory Appl. 163, No. 2, 460-481 (2014). Reviewer: Fabián Flores-Bazan (Concepción) MSC: 90C33 90C15 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{X. Chen}, J. Optim. Theory Appl. 163, No. 2, 460--481 (2014; Zbl 1342.90209) Full Text: DOI
Xu, Liyan; Yu, Bo CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems. (English) Zbl 1331.90046 Comput. Optim. Appl. 58, No. 2, 483-501 (2014). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{L. Xu} and \textit{B. Yu}, Comput. Optim. Appl. 58, No. 2, 483--501 (2014; Zbl 1331.90046) Full Text: DOI
He, Suxiang; Zhang, Pan; Hu, Xiao; Hu, Rong A sample average approximation method based on a D-gap function for stochastic variational inequality problems. (English) Zbl 1292.90217 J. Ind. Manag. Optim. 10, No. 3, 977-987 (2014). MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{S. He} et al., J. Ind. Manag. Optim. 10, No. 3, 977--987 (2014; Zbl 1292.90217) Full Text: DOI
Jadamba, Baasansuren; Khan, Akhtar A.; Raciti, Fabio Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach. (English) Zbl 1287.49010 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 94, 65-83 (2014). MSC: 49J40 49J55 49M30 90B15 90B20 93E20 PDFBibTeX XMLCite \textit{B. Jadamba} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 94, 65--83 (2014; Zbl 1287.49010) Full Text: DOI
Ma, Hui-qiang; Wu, Meng; Huang, Nan-jing; Xu, Jiu-ping Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations. (English) Zbl 1277.49011 Appl. Math. Comput. 219, No. 11, 6256-6267 (2013). Reviewer: Costică Moroşanu (Iaşi) MSC: 49J40 49J55 65C05 93E20 PDFBibTeX XMLCite \textit{H.-q. Ma} et al., Appl. Math. Comput. 219, No. 11, 6256--6267 (2013; Zbl 1277.49011) Full Text: DOI
Ma, Hui-qiang; Huang, Nan-jing; Wu, Meng; O’Regan, Donal A new gap function for vector variational inequalities with an application. (English) Zbl 1271.49004 J. Appl. Math. 2013, Article ID 423040, 8 p. (2013). MSC: 49J20 PDFBibTeX XMLCite \textit{H.-q. Ma} et al., J. Appl. Math. 2013, Article ID 423040, 8 p. (2013; Zbl 1271.49004) Full Text: DOI
Luo, Mei-Ju; Lu, Yuan Properties of expected residual minimization model for a class of stochastic complementarity problems. (English) Zbl 1266.65103 J. Appl. Math. 2013, Article ID 497586, 7 p. (2013). MSC: 65K10 PDFBibTeX XMLCite \textit{M.-J. Luo} and \textit{Y. Lu}, J. Appl. Math. 2013, Article ID 497586, 7 p. (2013; Zbl 1266.65103) Full Text: DOI
Zhou, Jinchuan; Chen, Jein-Shan; Lee, Gue Myung On set-valued complementarity problems. (English) Zbl 1263.49015 Abstr. Appl. Anal. 2013, Article ID 105930, 11 p. (2013). MSC: 49J53 90C33 PDFBibTeX XMLCite \textit{J. Zhou} et al., Abstr. Appl. Anal. 2013, Article ID 105930, 11 p. (2013; Zbl 1263.49015) Full Text: DOI
Falsaperla, P.; Raciti, F.; Scrimali, L. A variational inequality model of the spatial price network problem with uncertain data. (English) Zbl 1293.91115 Optim. Eng. 13, No. 3, 417-434 (2012). MSC: 91B52 90C33 91B70 PDFBibTeX XMLCite \textit{P. Falsaperla} et al., Optim. Eng. 13, No. 3, 417--434 (2012; Zbl 1293.91115) Full Text: DOI
Ma, Hui-Qiang; Huang, Nan-Jing Expected residual minimization method for a class of stochastic quasivariational inequality problems. (English) Zbl 1264.49006 J. Appl. Math. 2012, Article ID 816528, 15 p. (2012). MSC: 49J40 49K45 49M30 PDFBibTeX XMLCite \textit{H.-Q. Ma} and \textit{N.-J. Huang}, J. Appl. Math. 2012, Article ID 816528, 15 p. (2012; Zbl 1264.49006) Full Text: DOI
Gwinner, Joachim; Raciti, Fabio Some equilibrium problems under uncertainty and random variational inequalities. (English) Zbl 1259.60070 Ann. Oper. Res. 200, 299-319 (2012). MSC: 60H25 49J40 91B52 PDFBibTeX XMLCite \textit{J. Gwinner} and \textit{F. Raciti}, Ann. Oper. Res. 200, 299--319 (2012; Zbl 1259.60070) Full Text: DOI
Chen, Michael Martin Xiaojun Smoothing methods for nonsmooth, nonconvex minimization. (English) Zbl 1266.90145 Math. Program. 134, No. 1 (B), 71-99 (2012). Reviewer: Karel Zimmermann (Praha) MSC: 90C26 90C30 49M37 65K10 PDFBibTeX XMLCite \textit{M. M. X. Chen}, Math. Program. 134, No. 1 (B), 71--99 (2012; Zbl 1266.90145) Full Text: DOI
Luo, Mei-Ju; Lin, Gui-Hua Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems. (English) Zbl 1247.90268 Asia-Pac. J. Oper. Res. 29, No. 2, Paper No. 6, 1250014, 17 p. (2012). MSC: 90C33 90C30 PDFBibTeX XMLCite \textit{M.-J. Luo} and \textit{G.-H. Lin}, Asia-Pac. J. Oper. Res. 29, No. 2, Paper No. 6, 1250014, 17 p. (2012; Zbl 1247.90268) Full Text: DOI
Kulkarni, Ankur A.; Shanbhag, Uday V. Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms. (English) Zbl 1270.90038 Comput. Optim. Appl. 51, No. 1, 77-123 (2012). MSC: 90C15 PDFBibTeX XMLCite \textit{A. A. Kulkarni} and \textit{U. V. Shanbhag}, Comput. Optim. Appl. 51, No. 1, 77--123 (2012; Zbl 1270.90038) Full Text: DOI
Hamatani, Kenji; Fukushima, Masao Pricing American options with uncertain volatility through stochastic linear complementarity models. (English) Zbl 1236.91133 Comput. Optim. Appl. 50, No. 2, 263-286 (2011). MSC: 91G20 90C33 90C15 PDFBibTeX XMLCite \textit{K. Hamatani} and \textit{M. Fukushima}, Comput. Optim. Appl. 50, No. 2, 263--286 (2011; Zbl 1236.91133) Full Text: DOI
Tang, Jia; Ma, Changfeng A smoothing Newton method for solving a class of stochastic linear complementarity problems. (English) Zbl 1231.65113 Nonlinear Anal., Real World Appl. 12, No. 6, 3585-3601 (2011). MSC: 65K15 90C15 90C33 PDFBibTeX XMLCite \textit{J. Tang} and \textit{C. Ma}, Nonlinear Anal., Real World Appl. 12, No. 6, 3585--3601 (2011; Zbl 1231.65113) Full Text: DOI
Liu, Hongwei; Huang, Yakui; Li, Xiangli Partial projected Newton method for a class of stochastic linear complementarity problems. (English) Zbl 1232.65091 Numer. Algorithms 58, No. 4, 593-618 (2011). Reviewer: Hang Lau (Montréal) MSC: 65K05 90C33 90C15 PDFBibTeX XMLCite \textit{H. Liu} et al., Numer. Algorithms 58, No. 4, 593--618 (2011; Zbl 1232.65091) Full Text: DOI
Liu, Hongwei; Huang, Yakui; Li, Xiangli New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems. (English) Zbl 1232.65090 Appl. Math. Comput. 217, No. 23, 9723-9740 (2011). Reviewer: Berwin A. Turlach (Crawley) MSC: 65K05 90C33 90C53 PDFBibTeX XMLCite \textit{H. Liu} et al., Appl. Math. Comput. 217, No. 23, 9723--9740 (2011; Zbl 1232.65090) Full Text: DOI
Liu, Hongwei; Li, Xiangli; Huang, Yakui Solving equations via the trust region and its application to a class of stochastic linear complementarity problems. (English) Zbl 1217.65128 Comput. Math. Appl. 61, No. 6, 1646-1664 (2011); corrigendum ibid. 61, No. 11, 3400 (2011). MSC: 65K15 90C15 PDFBibTeX XMLCite \textit{H. Liu} et al., Comput. Math. Appl. 61, No. 6, 1646--1664 (2011; Zbl 1217.65128) Full Text: DOI
Li, Xiangli; Liu, Hongwei; Sun, Xiaojun Feasible smooth method based on Barzilai-Borwein method for stochastic linear complementarity problem. (English) Zbl 1215.65109 Numer. Algorithms 57, No. 2, 207-215 (2011). MSC: 65K05 PDFBibTeX XMLCite \textit{X. Li} et al., Numer. Algorithms 57, No. 2, 207--215 (2011; Zbl 1215.65109) Full Text: DOI
Wu, Dan; Han, Ji-Ye; Zhu, Jing-Hao Robust solutions to uncertain linear complementarity problems. (English) Zbl 1235.90163 Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 339-352 (2011). MSC: 90C33 90C31 90C34 PDFBibTeX XMLCite \textit{D. Wu} et al., Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 339--352 (2011; Zbl 1235.90163) Full Text: DOI
Zhang, Chao Existence of optimal solutions for general stochastic linear complementarity problems. (English) Zbl 1211.90255 Oper. Res. Lett. 39, No. 1, 78-82 (2011). MSC: 90C33 PDFBibTeX XMLCite \textit{C. Zhang}, Oper. Res. Lett. 39, No. 1, 78--82 (2011; Zbl 1211.90255) Full Text: DOI
Xie, Yajun; Ma, Changfeng A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem. (English) Zbl 1217.65114 Appl. Math. Comput. 217, No. 9, 4459-4472 (2011). Reviewer: Berwin A. Turlach (Crawley) MSC: 65K05 90C15 90C33 60H25 PDFBibTeX XMLCite \textit{Y. Xie} and \textit{C. Ma}, Appl. Math. Comput. 217, No. 9, 4459--4472 (2011; Zbl 1217.65114) Full Text: DOI
Xu, Huifu Sample average approximation methods for a class of stochastic variational inequality problems. (English) Zbl 1186.90083 Asia-Pac. J. Oper. Res. 27, No. 1, 103-119 (2010). MSC: 90C15 49J40 90C33 PDFBibTeX XMLCite \textit{H. Xu}, Asia-Pac. J. Oper. Res. 27, No. 1, 103--119 (2010; Zbl 1186.90083) Full Text: DOI