Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem.

Lin Chen Yongchao Liu Xinmin Yang Jin Zhang

Published in: SIAM J. Optim. (2022)

Keyphrases

approximation methods
linear complementarity problem
interior point
sufficient conditions
linear program
variational inequalities
integer programming
linear programming
convex optimization
interior point methods
semidefinite programming
semidefinite
search space
np hard
monte carlo
primal dual