A smoothing SAA method for a special case of stochastic generalized vertical linear complementary problem

zbMATH Open1399.90277MaRDI QIDQ4640573FDOQ4640573

Authors: Jie Zhang, Wenbai Shan, Nan Shi, Hongyang Chi 

Publication date: 25 May 2018

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zbMATH Keywords

smoothingsample average approximation methodstochastic generalized vertical linear complementary problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• Title not available (Why is that?)
• 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

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