scientific article; zbMATH DE number 5232307

zbMath1134.65040MaRDI QIDQ5440596

Huifu Xu, Fanwen Meng

Publication date: 5 February 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical resultsregularization methodexponential convergencecomplementarity constraintssample average approximationstochastic mathematical programssmoothing NCP methodweak stationary points

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (6)

Stability analysis of one stage stochastic mathematical programs with complementarity constraints ⋮ A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints ⋮ Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging ⋮ Stochastic mathematical programs with hybrid equilibrium constraints ⋮ Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems ⋮ Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches

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