Stability analysis of one stage stochastic mathematical programs with complementarity constraints
From MaRDI portal
Publication:415375
DOI10.1007/s10957-011-9903-6zbMath1250.90062OpenAlexW1973747537MaRDI QIDQ415375
Huifu Xu, Yong-Chao Liu, Gui-Huan Lin
Publication date: 8 May 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9903-6
Related Items
Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method, Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints
Cites Work
- Unnamed Item
- Unnamed Item
- Error bounds for nondegenerate monotone linear complementarity problems
- Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
- Approximating stationary points of stochastic optimization problems in Banach space
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
- New improved error bounds for the linear complementarity problem
- Error bounds in mathematical programming
- Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
- Global \(s\)-type error bound for the extended linear complementarity problem and applications.
- Stochastic mathematical programs with equilibrium constraints
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Stochastic programming with equilibrium constraints
- Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
- CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- Some continuity properties of polyhedral multifunctions
- Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- Smooth Approximations to Nonlinear Complementarity Problems
- Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- Error bounds for monotone linear complementarity problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
- Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
- Error bounds for \(R_0\)-type and monotone nonlinear complementarity problems.
