A smoothing SAA method for a stochastic mathematical program with complementarity constraints.

DOI10.1007/s10492-012-0028-5zbMath1265.90223OpenAlexW2001737686MaRDI QIDQ1928176

Yue Wu, Jie Zhang, Li-wei Zhang

Publication date: 2 January 2013

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/142912

zbMATH Keywords

stability analysisalmost sure convergencecomplementarity constraintssample average approximation

Mathematics Subject Classification ID

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

Uses Software

• SUTIL

Cites Work

• Unnamed Item
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