Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
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Publication:1736388
DOI10.1016/j.cam.2018.12.013zbMath1410.90143OpenAlexW2904629689WikidataQ128709612 ScholiaQ128709612MaRDI QIDQ1736388
Gui-Hua Lin, Zhen-Ping Yang, Jin Zhang, Xi-De Zhu
Publication date: 26 March 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.12.013
nonlinear programmingsample average approximationstochastic complementarity probleminfeasible interior-point algorithmnatural gas transmission and oligopoly models
Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)
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