Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints

DOI10.1287/moor.1110.0513zbMath1246.90109MaRDI QIDQ2884296

Huifu Xu, Jane J. Ye, Yong-Chao Liu

Publication date: 24 May 2012

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/182207/1/SMPCC-10-Nov-2010.pdf

zbMATH Keywords

MPEC-metric regularity partial exact penalization M-stationary point

Mathematics Subject Classification ID

90C31: Sensitivity, stability, parametric optimization

90C15: Stochastic programming

49J53: Set-valued and variational analysis

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

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