Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs

DOI10.1007/S10107-022-01893-6arXiv2104.08406MaRDI QIDQ6365487

Farzad Yousefian, Shisheng Cui, Uday V. Shanbhag

Publication date: 16 April 2021

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

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