On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation

DOI10.1007/s11228-010-0141-0zbMath1209.90324OpenAlexW2010444209MaRDI QIDQ632231

Yue Wu, Jie Zhang, Li-wei Zhang

Publication date: 15 March 2011

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-010-0141-0

zbMATH Keywords

coderivativesample average approximationLipschitz-like propertyparametric stochastic generalized equationSMPCC

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items

A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem, On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality, A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints, Stability analysis of stochastic generalized equation via Brouwer's fixed point theorem, Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality, STABILITY ANALYSIS OF PARAMETRIC GENERALIZED EQUATIONS AND APPLICATIONS

Uses Software

• SUTIL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Metric regularity, tangent sets, and second-order optimality conditions
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
• Maximum principle in the problem of time optimal response with nonsmooth constraints
• Regularity and stability for the mathematical programming problem in Banach spaces
• Generalized differential calculus for nonsmooth and set-valued mappings
• Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
• Sample-path optimization of convex stochastic performance functions
• Sample-path solution of stochastic variational inequalities
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• The empirical behavior of sampling methods for stochastic programming
• On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
• Lipschitz Behavior of Solutions to Convex Minimization Problems
• Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
• Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
• Lectures on Stochastic Programming
• Generalized equations and their solutions, Part I: Basic theory
• Analysis of Sample-Path Optimization
• On the Calmness of a Class of Multifunctions
• Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
• Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
• An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
• Convex Analysis
• On perturbation stability of metric regularity