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

MaRDI QIDQ4640573zbMATH OpenFDO

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

Publication date 25 May 2018

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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