A smoothing SAA method for a stochastic mathematical program with complementarity constraints.
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- scientific article; zbMATH DE number 6263638
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Cited in
(15)- Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints
- A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints
- A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints
- scientific article; zbMATH DE number 7028698 (Why is no real title available?)
- scientific article; zbMATH DE number 6263638 (Why is no real title available?)
- A class of smoothing SAA methods for a stochastic linear complementarity problem
- Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
- Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
- Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementary constraints
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
- A smoothing SAA method for a special case of stochastic generalized vertical linear complementary problem
- Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints
- Smooth approximation of chance constrained stochastic nonlinear complementarity problems
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