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math.OC2024
Nonsmooth convex-concave saddle point problems with cardinality penalties
Wei Bian, Xiaojun Chen
In this paper, we focus on a class of convexly constrained nonsmooth convex-concave saddle point problems with cardinality penalties. Although such nonsmooth nonconvex-nonconcave a…
math.OC2022
An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
Jianfeng Luo, Xiaojun Chen
In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, th…