
Previous Article
On the image space analysis for vector variational inequalities
 JIMO Home
 This Issue

Next Article
Indexplusalpha tracking under concave transaction cost
A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
1.  Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, China 
2.  Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto, 6068501, Japan 
[1] 
Li Chu, Bo Wang, Jie Zhang, HongWei Zhang. Convergence analysis of a smoothing SAA method for a stochastic mathematical program with secondorder cone complementarity constraints. Journal of Industrial & Management Optimization, 2020 doi: 10.3934/jimo.2020050 
[2] 
Michal Kočvara, Jiří V. Outrata. Inverse truss design as a conic mathematical program with equilibrium constraints. Discrete & Continuous Dynamical Systems  S, 2017, 10 (6) : 13291350. doi: 10.3934/dcdss.2017071 
[3] 
Jie Zhang, Shuang Lin, LiWei Zhang. A logexponential regularization method for a mathematical program with general vertical complementarity constraints. Journal of Industrial & Management Optimization, 2013, 9 (3) : 561577. doi: 10.3934/jimo.2013.9.561 
[4] 
Peiyu Li. Solving normalized stationary points of a class of equilibrium problem with equilibrium constraints. Journal of Industrial & Management Optimization, 2018, 14 (2) : 637646. doi: 10.3934/jimo.2017065 
[5] 
Xiantao Xiao, Jian Gu, Liwei Zhang, Shaowu Zhang. A sequential convex program method to DC program with joint chance constraints. Journal of Industrial & Management Optimization, 2012, 8 (3) : 733747. doi: 10.3934/jimo.2012.8.733 
[6] 
Yi Zhang, Liwei Zhang, Jia Wu. On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints. Journal of Industrial & Management Optimization, 2018, 14 (3) : 9811005. doi: 10.3934/jimo.2017086 
[7] 
X. X. Huang, D. Li, Xiaoqi Yang. Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints. Journal of Industrial & Management Optimization, 2006, 2 (3) : 287296. doi: 10.3934/jimo.2006.2.287 
[8] 
Qun Liu, Daqing Jiang, Ningzhong Shi, Tasawar Hayat, Ahmed Alsaedi. Stationarity and periodicity of positive solutions to stochastic SEIR epidemic models with distributed delay. Discrete & Continuous Dynamical Systems  B, 2017, 22 (6) : 24792500. doi: 10.3934/dcdsb.2017127 
[9] 
Xiaona Fan, Li Jiang, Mengsi Li. Homotopy method for solving generalized Nash equilibrium problem with equality and inequality constraints. Journal of Industrial & Management Optimization, 2019, 15 (4) : 17951807. doi: 10.3934/jimo.2018123 
[10] 
Yongchao Liu. Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints. Numerical Algebra, Control & Optimization, 2018, 8 (4) : 451460. doi: 10.3934/naco.2018028 
[11] 
Tim Hoheisel, Christian Kanzow, Alexandra Schwartz. Improved convergence properties of the LinFukushimaRegularization method for mathematical programs with complementarity constraints. Numerical Algebra, Control & Optimization, 2011, 1 (1) : 4960. doi: 10.3934/naco.2011.1.49 
[12] 
Eric Cancès, Claude Le Bris. Convergence to equilibrium of a multiscale model for suspensions. Discrete & Continuous Dynamical Systems  B, 2006, 6 (3) : 449470. doi: 10.3934/dcdsb.2006.6.449 
[13] 
Haiyang Wang, Zhen Wu. Timeinconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation. Mathematical Control & Related Fields, 2015, 5 (3) : 651678. doi: 10.3934/mcrf.2015.5.651 
[14] 
QiuSheng Qiu. Optimality conditions for vector equilibrium problems with constraints. Journal of Industrial & Management Optimization, 2009, 5 (4) : 783790. doi: 10.3934/jimo.2009.5.783 
[15] 
Eric A. Carlen, Süleyman Ulusoy. Localization, smoothness, and convergence to equilibrium for a thin film equation. Discrete & Continuous Dynamical Systems  A, 2014, 34 (11) : 45374553. doi: 10.3934/dcds.2014.34.4537 
[16] 
Benoît Merlet, Morgan Pierre. Convergence to equilibrium for the backward Euler scheme and applications. Communications on Pure & Applied Analysis, 2010, 9 (3) : 685702. doi: 10.3934/cpaa.2010.9.685 
[17] 
ZhengHai Huang, Jie Sun. A smoothing Newton algorithm for mathematical programs with complementarity constraints. Journal of Industrial & Management Optimization, 2005, 1 (2) : 153170. doi: 10.3934/jimo.2005.1.153 
[18] 
Bin Dan, Huali Gao, Yang Zhang, Ru Liu, Songxuan Ma. Integrated order acceptance and scheduling decision making in product service supply chain with hard time windows constraints. Journal of Industrial & Management Optimization, 2018, 14 (1) : 165182. doi: 10.3934/jimo.2017041 
[19] 
Chunyang Zhang, Shugong Zhang, Qinghuai Liu. Homotopy method for a class of multiobjective optimization problems with equilibrium constraints. Journal of Industrial & Management Optimization, 2017, 13 (1) : 8192. doi: 10.3934/jimo.2016005 
[20] 
G.S. Liu, J.Z. Zhang. Decision making of transportation plan, a bilevel transportation problem approach. Journal of Industrial & Management Optimization, 2005, 1 (3) : 305314. doi: 10.3934/jimo.2005.1.305 
2019 Impact Factor: 1.366
Tools
Metrics
Other articles
by authors
[Back to Top]