Asymptotic convergence of stationary points of stochastic multiobjective programs with parametric variational inequality constraint via SAA approach

DOI10.3934/JIMO.2018116MaRDI QIDQ2315596zbMATH OpenOpenAlexFDO

Authors Li-Ping Pang, Fan-Yun Meng, Jin-He Wang

Publication date 25 July 2019

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2018116

zbMATH Keywords

stochastic programmingmultiobjective programmingsample average approximationparametric variational inequalities

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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(7)

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