Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications

DOI10.1007/S10107-008-0214-0zbMath1168.90009OpenAlexW2074499214MaRDI QIDQ1013981

Huifu Xu, Da-Li Zhang

Publication date: 24 April 2009

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-008-0214-0

zbMATH Keywords

stochastic programmingmathematical programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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Uses Software

• SUTIL

Cites Work

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