Regularization method for stochastic mathematical programs with complementarity constraints

DOI10.1051/COCV:2005005MaRDI QIDQ3365398zbMATH OpenOpenAlexFDO

Authors

Publication date 23 January 2006

Published in ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=COCV_2005__11_2_252_0, https://eudml.org/doc/245251

zbMATH Keywords

Mangasarian-Fromovitz constraint qualification.S-stationarityStochastic mathematical program with equilibrium constraints

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• A regularization SAA scheme for a stochastic mathematical program with complementarity constraints
• Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints
• A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
• A new regularization method for mathematical programs with complementarity constraints with strong convergence properties
• A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints

Cites work

• A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• Introduction to Stochastic Programming
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• Mathematical Programs with Equilibrium Constraints
• Optimization Problems with Perturbations: A Guided Tour
• Solution point differentiability without strict complementarity in nonlinear programming
• Stochastic mathematical programs with equilibrium constraints
• The nonlinear bilevel programming problem:formulations,regularity and optimality conditions

Cited in

(12)

• A regularization SAA scheme for a stochastic mathematical program with complementarity constraints
• A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
• Stochastic multiobjective problems with complementarity constraints and applications in healthcare management
• Regularized mathematical programs with stochastic equilibrium constraints: estimating structural demand models
• Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
• Stability analysis of two-stage stochastic mathematical programs with complementarity constraints via NLP regularization
• Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• Stochastic mathematical programs with hybrid equilibrium constraints
• New reformulations for stochastic nonlinear complementarity problems
• Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
• Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization

This page was built for publication: Regularization method for stochastic mathematical programs with complementarity constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3365398)