SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model

DOI10.1007/s10107-017-1119-6zbMath1375.90233OpenAlexW2577753392MaRDI QIDQ1680972

Che-Lin Su, Xiaojun Chen, Hailin Sun

Publication date: 17 November 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-017-1119-6

zbMATH Keywords

epi-convergencesample average approximationstochastic linear complementarity problemlower/upper semicontinuousmultiproduct pricingregularized monotone linear complementarity problem

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Production theory, theory of the firm (91B38) Microeconomic theory (price theory and economic markets) (91B24) Consumer behavior, demand theory (91B42)

Related Items (5)

Optimal product line design with reference price effects ⋮ Regularized methods for a two-stage robust production planning problem and its sample average approximation ⋮ Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints ⋮ Preface ⋮ Regularized sample average approximation approach for two-stage stochastic variational inequalities

Uses Software

• SNOPT
• AMPL
• GradSamp

Cites Work

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