A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints
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Publication:5757355
DOI10.1137/050638242zbMath1128.90043MaRDI QIDQ5757355
Publication date: 6 September 2007
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/647c9cd08abbbfd4693266dca2d6f9a6688f3121
Karush-Kuhn-Tucker conditions; regularization methods; sample average approximation; \(P_0\)-variational inequality; convergence of stationary points
90C30: Nonlinear programming
90C31: Sensitivity, stability, parametric optimization
90C15: Stochastic programming
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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