A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints (Q5757355): Difference between revisions

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scientific article; zbMATH DE number 5188044
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A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints
scientific article; zbMATH DE number 5188044

    Statements

    A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints (English)
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    6 September 2007
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    sample average approximation
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    Karush-Kuhn-Tucker conditions
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    regularization methods
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    \(P_0\)-variational inequality
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    convergence of stationary points
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