Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging

QR Code

Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging

The concept of a stochastic variational inequality has recently been articulated in a new way that is able to cover, in particular, the optimality conditions for a multistage stochastic programming problem. One of the long-standing methods for solving such an optimization problem under convexity is...

Full description

Bibliographic Details
Main Authors:	Rockafellar, R., Sun, Jie
Format:	Journal Article
Published:	Springer 2018
Online Access:	http://hdl.handle.net/20.500.11937/68777

Similar Items

Solving Lagrangian variational inequalities with applications to stochastic programming
by: Rockafellar, R.T., et al.
Published: (2020)

A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems
by: Sun, Jie, et al.
Published: (2020)

Properties of expected residual functions arising from stochastic complementarity problems
by: Ling, C., et al.
Published: (2011)

Semismooth homeomorphisms and strong stability of semidefinite and Lorentz complementarity problems
by: Pang, J.S., et al.
Published: (2003)

Feasible semismooth Newton method for a class of stochastic linear complementarity problems
by: Zhou, Guanglu, et al.
Published: (2008)

A regularized smoothing Newton method for symmetric cone complementarity problems
by: Kong, L., et al.
Published: (2008)

The SC1 property of an expected residual function arising from stochastic complementarity problems
by: Zhou, Guanglu, et al.
Published: (2008)

Risk minimization, regret minimization and progressive hedging algorithms
by: Sun, Jie, et al.
Published: (2020)

Linear matrix inequalities for globally monotonic tracking control
by: Garone, E., et al.
Published: (2015)

A Stochastic Variational Inequality Approach to the Nash Equilibrium Model of a Manufacturer-Supplier Game under Uncertainty
by: Lu, Yuan, et al.
Published: (2022)

A Monotonicity Index for the Monotone Fuzzy Modeling Problem
by: Kai, M.T, et al.
Published: (2012)

Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms
by: Zhang, M., et al.
Published: (2019)

Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
by: Sun, D., et al.
Published: (2005)

A SMOOTHING NEWTON ALGORITHM FOR MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS
by: Huang, Z., et al.
Published: (2005)

Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
by: Jiang, Xiaoping, et al.
Published: (2020)

Isotonicity of the Metric Projection and Complementarity Problems in Hilbert Spaces
by: Kong, D., et al.
Published: (2017)

A power penalty method for linear complementarity problems
by: Wang, Song, et al.
Published: (2008)

A robust SQP method for mathematical programs with linear complementarity constraints
by: Liu, X., et al.
Published: (2006)

Generalized equilibrium problem with mixed relaxed monotonicity
by: Rizvi, Haider Abbas, et al.
Published: (2014)

A structural solution to the monotonic tracking control problem
by: Ntogramatzidis, Lorenzo, et al.
Published: (2014)

Capital-gender complementarity
by: Raveh, Ohad
Published: (2015)

On methods for solving nonlinear semidefinite optimization problems
by: Sun, Jie
Published: (2011)

A Novel Euler’s Elastica-Based Segmentation Approach for Noisy Images Using the Progressive Hedging Algorithm
by: Tan, Lu, et al.
Published: (2020)

On synchronal algorithm for fixed point and variational inequality problems in hilbert spaces
by: Mohammed, Lawan Bulama, et al.
Published: (2016)

A power penalty method for a bounded nonlinear complementarity problem
by: Wang, Song, et al.
Published: (2015)

Solving variational problems by homotopy–perturbation method
by: Abdulaziz, O., et al.
Published: (2008)

Variational inequality problems for total quasi-asymptotically nonexpansive mapping in Hilbert spaces
by: Kilicman, Adem, et al.
Published: (2018)

Spatial complementarity and the coexistence of species
by: Velázquez, Jorge, et al.
Published: (2014)

Introduction: Complementarity in Research Syntheses
by: Ellis, Rod
Published: (2015)

A tutorial on the globally monotonic tracking control problem with geometric techniques
by: Ntogramatzidis, Lorenzo, et al.
Published: (2016)

On a variational inequality problem for a finite family of nonexpansive mappings in Hilbert spaces
by: Mukhamedov, Farrukh, et al.
Published: (2010)

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering
by: Wang, Song, et al.
Published: (2018)

A Superlinearly Convergent Method for a Class of Complementarity Problems with Non-Lipschitzian Functions
by: Zhou, Guanglu, et al.
Published: (2010)

Monotone Data Samples Do Not Always Generate Monotone Fuzzy If-Then Rules
by: Teh, Chin Ying, et al.
Published: (2017)

Stochastic Optimization Problems with CVaR Risk Measure and Their Sample Average Approximation
by: Meng, F., et al.
Published: (2010)

Double projection algorithms for solving the split feasibility problems
by: Dang, Y.Z., et al.
Published: (2019)

Inertial accelerated algorithms for solving a split feasibility problem
by: Dang, Y., et al.
Published: (2017)

An inertial triple-projection algorithm for solving the split feasibility problem
by: Dang, Y., et al.
Published: (2023)

Venture capital firms’ specialisation, differences and complementarities
by: Siddiqui, A., et al.
Published: (2016)

An alternating direction method for solving convex nonlinear semidefinite programming problems
by: Zhang, S., et al.
Published: (2013)