A regularization SAA scheme for a stochastic mathematical program with complementarity constraints

DOI10.1155/2014/321010MaRDI QIDQ1714557zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Yu-Xin Li, Jie Zhang, Zun-Quan Xia

Publication date 1 February 2019

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2014/321010

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(12)

• scientific article; zbMATH DE number 7028698 (Why is no real title available?)
• Stability analysis of two-stage stochastic mathematical programs with complementarity constraints via NLP regularization
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
• Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
• Regularization method for stochastic mathematical programs with complementarity constraints
• A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints
• A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints
• Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method
• Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints
• Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints
• SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
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