A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints (Q5757355)
From MaRDI portal
scientific article; zbMATH DE number 5188044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints |
scientific article; zbMATH DE number 5188044 |
Statements
A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints (English)
0 references
6 September 2007
0 references
sample average approximation
0 references
Karush-Kuhn-Tucker conditions
0 references
regularization methods
0 references
\(P_0\)-variational inequality
0 references
convergence of stationary points
0 references
