On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications (Q965054)

From MaRDI portal
Revision as of 02:44, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications
scientific article

    Statements

    On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications (English)
    0 references
    0 references
    0 references
    21 April 2010
    0 references
    For stochastic mathematical programs with equilibrium constraints (SMPEC) stability with respect to changes in the underlying probability distribution was studied in the accompanying paper [\textit{C. Cromvik} and \textit{M. Patriksson}, J. Optim. Theory Appl. 144, No.~3, 461--478 (2010; Zbl 1201.90139)]. Two applications of theoretical results are presented: a classic traffic network design problem, where the travel costs are uncertain, and the optimization of a treatment plan in intensity modulated radiation therapy, where the machine parameters and the position of organs are uncertain. The sample average approximation method is exploited to solve these problems numerically.
    0 references
    0 references
    stochastic mathematical program with equilibrium constraints
    0 references
    solution stability and robustness
    0 references
    traffic network design
    0 references
    intensity modulated radiation therapy
    0 references
    sample average approximation
    0 references
    0 references
    0 references
    0 references