New reformulations for stochastic nonlinear complementarity problems
نویسندگان
چکیده
We consider the stochastic nonlinear complementarity problem (SNCP). We first formulate the problem as a stochastic mathematical program with equilibrium constraints and then, in order to develop efficient algorithms, we give some reformulations of the problem. Furthermore, based on the reformulations, we propose a smoothed penalty method for solving SNCP. A rigorous convergence analysis is also given.
منابع مشابه
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ورودعنوان ژورنال:
- Optimization Methods and Software
دوره 21 شماره
صفحات -
تاریخ انتشار 2006