An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems

DOI10.1155/2018/5498760zbMath1427.90208OpenAlexW2904176854WikidataQ128700589 ScholiaQ128700589MaRDI QIDQ1721098

Haiying Wu, Su-xiang He, Chuan-Mei Wang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/5498760

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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