A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints

DOI10.1137/050638242zbMath1128.90043OpenAlexW2023209926MaRDI QIDQ5757355

Fanwen Meng, Huifu Xu

Publication date: 6 September 2007

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/647c9cd08abbbfd4693266dca2d6f9a6688f3121

zbMATH Keywords

Karush-Kuhn-Tucker conditionsregularization methodssample average approximation\(P_0\)-variational inequalityconvergence of stationary points

Mathematics Subject Classification ID

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)

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