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

摘要

The stochastic nonlinear complementarity problem has been recently reformulated as an expected residual minimization problem which minimizes an expected residual function defined by an NCP function. In this work, we show that the expected residual function defined by the Fischer-Burmeister function is an SC1 function. (C) 2008 Elsevier B.V. All rights reserved.