The SC1 property of an expected residual function arising from stochastic complementarity problems

A nonsmooth version of Newton's method

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Natural Sciences, Physics, Computational Mechanics +5

Semismooth and Semiconvex Functions in Constrained Optimization

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Natural Sciences, Mathematics, Cost-minimization Analysis +14

A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm

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Natural Sciences, Mathematics, Algorithms +15

Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

Xiaojun Chen, Masao Fukushima · Mathematics of Operations Research · 2005 · 201 citations

Natural Sciences, Mathematics, Optimization +11

A penalized Fischer-Burmeister NCP-function

Bintong Chen, Xiaojun Chen, Christian Kanzow · Mathematical Programming · 2000 · 177 citations

Natural Sciences, Computer Science, Mathematics +3