A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints

DOI10.1016/j.cam.2014.11.057zbMath1311.90146OpenAlexW2019662140MaRDI QIDQ484867

Li-wei Zhang, Ya-qi Zhang, Jie Zhang

Publication date: 8 January 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2014.11.057

zbMATH Keywords

sample average approximationlog-exponential functionstochastic mathematical program with general vertical complementarity constraintsstochastic Stackelberg game

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (2)

A new nonsmooth bundle-type approach for a class of functional equations in Hilbert spaces ⋮ An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems

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