A New Method for Stochastic Mathematical Programs with Equilibrium Constraints

Wen Ling Zhao; Shu Qin Ge; Jin Chuan Zhou

doi:10.4028/www.scientific.net/AMR.121-122.133

Paper Titles

The Automatic Classification of ECG Based on BP Neural Network
p.111

Design of a Permanent Magnet Synchronous Generator for Vehicle Application
p.117

Local Saddle Points Theory of a New Augmented Lagrangians
p.123

The Judgement for Generalized Positive Definite Matrices in Signal Processing
p.128

A New Method for Stochastic Mathematical Programs with Equilibrium Constraints
p.133

Predicting the Diameter of Polyamide Superfine Fiber of Nonwoven Fabrics
p.138

A Novel Scheduling Approach to Waste Minimization in Process Industry
p.143

An Adiabatic Register Based on Dual Threshold Leakage Reduction Technique
p.148

Real-Time Simulation of Tissue Cutting with CUDA Based on GPGPU
p.154

HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 121-122A New Method for Stochastic Mathematical Programs...

A New Method for Stochastic Mathematical Programs with Equilibrium Constraints

Abstract:

In this paper, We consider nonlinear optimization problem with equilibrium constraints where the constrained conditions with uncertain. We transform the original constrained into the equality constrained.

You might also be interested in these eBooks

View Preview

Info:

Periodical:

Advanced Materials Research (Volumes 121-122)

Pages:

133-137

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.121-122.133

Citation:

Cite this paper

Online since:

June 2010

Authors:

Wen Ling Zhao, Shu Qin Ge, Jin Chuan Zhou

Keywords:

Continuously Differentiable, Equilibrium Constraints, Semi-Smooth, Stochastic Mathematical Programs

Export:

RIS, BibTeX

Price:

Permissions CCC:

Request Permissions

Permissions PLS:

Request Permissions

Сopyright:

Citation:

References

[1] G. Lin, M. Fukushima, Stochastic equilibrium programs and stochastic mathem- atical programs with equilibrium constraints: A Survey, Technical Report (2009).

Google Scholar

[2] X. Chen, M. Fukushima, Expected residual minimization method for stochastic linear complementarity problems, Math. Oper. Res. 30: 1022-1038, (2005).

DOI: 10.1287/moor.1050.0160

Google Scholar

[3] X. Chen, C. Zhang, M. Fukushima, Robust solution of monotone stochastic linear complementarity problems, Math. Program, B11751-80, (2007).

DOI: 10.1007/s10107-007-0163-z

Google Scholar

[4] F.H. Clarke, Optimization and Non-smooth Analysis, John Wiley and Sons, New York, (1983).

Google Scholar

[5] H. Fang, X. Chen, M. Fukushima, Stochastic R0 matrix linear complementarity problems, SIAM J. Optim. 18: 482-506, (2007).

DOI: 10.1137/050630805

Google Scholar

[6] G. Lin, X. Chen, M. Fukushima, New rstricted (NCP) function and their applications to stochastic (NCP) and stochastic (SNCP), (2006).

Google Scholar

[7] C. Ling, L. Qi, G. Zhou, Caccetta, The SC1 property of an expected residual functionarising from stochastic complementarity problems, Oper. Res. Lett., 36: 456-460, (2008).

DOI: 10.1016/j.orl.2008.01.010

Google Scholar

[8] P.E. Pfeiffer, Probability for Applications, Springer-Verlag, New York Inc., (1990).

Google Scholar

[9] G. Lin, X. Chen and M. Fukushima, Solving stochastic mathematical programs with equilibrium constraint via approximation and smoothing implicit programming with penalization, Math. Program, Ser. B116: 343-368, (2009).

DOI: 10.1007/s10107-007-0119-3

Google Scholar

[10] L. Qi, A. Shapiro, C. Ling, Differentiability and semi-smoothness properties of integral functions and their applications, Math. Program Ser. A 102: 223-248, (2005).

DOI: 10.1007/s10107-004-0523-x

Google Scholar

[11] L. Qi, J. Sun, A non-smooth version of Newton method, Math. Program, 58: 353-367, (1993). Huihua Zhu, The Criteria Of Specific Shape Inverse M − Matrices, Xiangtan University Master's Press (2007).

Google Scholar