On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
From MaRDI portal
Publication:632231
DOI10.1007/S11228-010-0141-0zbMATH Open1209.90324OpenAlexW2010444209MaRDI QIDQ632231FDOQ632231
Authors: Jie Zhang, Yue Wu, Liwei Zhang
Publication date: 15 March 2011
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-010-0141-0
Recommendations
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
- Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints
coderivativesample average approximationLipschitz-like propertyparametric stochastic generalized equationSMPCC
Cites Work
- Convex Analysis
- Regularity and stability for the mathematical programming problem in Banach spaces
- Title not available (Why is that?)
- On the Calmness of a Class of Multifunctions
- Maximum principle in the problem of time optimal response with nonsmooth constraints
- Generalized differential calculus for nonsmooth and set-valued mappings
- The empirical behavior of sampling methods for stochastic programming
- Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- Lectures on Stochastic Programming
- Title not available (Why is that?)
- Generalized equations and their solutions, Part I: Basic theory
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Lipschitz Behavior of Solutions to Convex Minimization Problems
- Metric regularity, tangent sets, and second-order optimality conditions
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
- Sample-path optimization of convex stochastic performance functions
- Sample-path solution of stochastic variational inequalities
- On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
- Analysis of Sample-Path Optimization
- Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
- Title not available (Why is that?)
- On perturbation stability of metric regularity
Cited In (6)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
- Stability analysis of parametric generalized equations and applications
- A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
- Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
- Stability analysis of stochastic generalized equation via Brouwer's fixed point theorem
Uses Software
This page was built for publication: On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q632231)