A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints
DOI10.1016/J.CAM.2014.11.057zbMATH Open1311.90146OpenAlexW2019662140MaRDI QIDQ484867FDOQ484867
Authors: Yaqi Zhang, Liwei Zhang, Jie Zhang 
Publication date: 8 January 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2014.11.057
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sample average approximationlog-exponential functionstochastic mathematical program with general vertical complementarity constraintsstochastic Stackelberg game
Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited In (7)
- A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
- Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints
- A new nonsmooth bundle-type approach for a class of functional equations in Hilbert spaces
- Regularization method for stochastic mathematical programs with complementarity constraints
- A regularization SAA scheme for a stochastic mathematical program with complementarity constraints
- An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems
- A log-exponential regularization method for a mathematical program with general vertical complementarity constraints
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