On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications (Q965054)
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English | On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications |
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On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications (English)
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21 April 2010
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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.
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stochastic mathematical program with equilibrium constraints
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solution stability and robustness
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traffic network design
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intensity modulated radiation therapy
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sample average approximation
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