Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementary constraints (Q5440596)
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scientific article; zbMATH DE number 5232307
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| English | Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementary constraints |
scientific article; zbMATH DE number 5232307 |
Statements
5 February 2008
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regularization method
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smoothing NCP method
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numerical results
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stochastic mathematical programs
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complementarity constraints
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sample average approximation
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weak stationary points
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exponential convergence
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0.9174660444259644
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0.9096387028694152
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0.9065095782279968
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0.8840809464454651
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