scientific article; zbMATH DE number 7028698

zbMATH Open1424.90277MaRDI QIDQ4624482FDOQ4624482

Authors: Jie Zhang, Jiao Li, Nan Shi 

Publication date: 22 February 2019

Title of this publication is not available (Why is that?)

Recommendations

• A smoothing SAA method for a special case of stochastic generalized vertical linear complementary problem
• scientific article; zbMATH DE number 6263638
• A class of smoothing SAA methods for a stochastic linear complementarity problem
• A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
• A smoothing SAA method for a stochastic mathematical program with complementarity constraints.
• Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
• A smoothing Newton method for solving a class of stochastic linear complementarity problems
• A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
• A regularization SAA scheme for a stochastic mathematical program with complementarity constraints

zbMATH Keywords

smoothing functionsample average approximation methodstochastic extended vertical linear complementarity problems

Mathematics Subject Classification ID

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

Cited In (6)

• Title not available (Why is that?)
• A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
• A class of smoothing SAA methods for a stochastic linear complementarity problem
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
• A smoothing SAA method for a special case of stochastic generalized vertical linear complementary problem
• Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4624482)