Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints

DOI10.1007/S10898-016-0413-9zbMath1353.90097OpenAlexW2287104589MaRDI QIDQ727392

Jin Zhang, Gui-Hua Lin, Mei-Ju Luo

Publication date: 6 December 2016

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-016-0413-9

zbMATH Keywords

smoothingnon-smoothnesssample average approximationstochastic mathematical program with equilibrium constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (2)

Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints ⋮ Two-stage stochastic variational inequality arising from stochastic programming

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