Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
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Cites work
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- A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
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- A smoothing method for a mathematical program with P-matrix linear complementarity constraints
- A smoothing method for mathematical programs with equilibrium constraints
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- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Hybrid approach with active set identification for mathematical programs with complementarity constraints
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- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
- Regularization method for stochastic mathematical programs with complementarity constraints
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
- Stochastic mathematical programs with equilibrium constraints
- Stochastic programming with equilibrium constraints
- The nonlinear bilevel programming problem:formulations,regularity and optimality conditions
Cited in
(30)- A variational inequality model of the spatial price network problem with uncertain data
- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- Stochastic mathematical programs with hybrid equilibrium constraints
- Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- Stability analysis of parametric generalized equations and applications
- Stochastic R₀ tensors to stochastic tensor complementarity problems
- A smoothing projected HS method for solving stochastic tensor complementarity problem
- An approximation scheme for a class of risk-averse stochastic equilibrium problems
- Implicit solution function of P\(_{0}\) and Z matrix linear complementarity constraints
- A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
- Stochastic structured tensors to stochastic complementarity problems
- scientific article; zbMATH DE number 2190120 (Why is no real title available?)
- Exact penalization in stochastic programming -- calmness and constraint qualification
- Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
- Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method
- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
- Partial projected Newton method for a class of stochastic linear complementarity problems
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints.
- Bilevel Integer Programs with Stochastic Right-Hand Sides
- Smoothing method for mathematical programs with symmetric cone complementarity constraints
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
- Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
- Stochastic Nash equilibrium problems: sample average approximation and applications
- On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory
- Robust solutions to uncertain linear complementarity problems
- Smoothing methods for nonsmooth, nonconvex minimization
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
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