On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications

DOI10.1007/s10957-009-9640-2zbMath1201.90140OpenAlexW2605896184MaRDI QIDQ965054

C. Cromvik, Michael Patriksson

Publication date: 21 April 2010

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-009-9640-2

zbMATH Keywords

sample average approximationintensity modulated radiation therapystochastic mathematical program with equilibrium constraintssolution stability and robustnesstraffic network design

Mathematics Subject Classification ID

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

Related Items (3)

Investigation of Nash equilibrium existence involving complementarity-constrained pricing models ⋮ On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory ⋮ Recent advances in robust optimization: an overview

Uses Software

• GALAHAD
• SNOPT
• CERR

Cites Work

• Unnamed Item
• On the existence of solutions to stochastic mathematical programs with equilibrium constraints
• On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory
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• Stochastic structural topology optimization: existence of solutions and sensitivity analyses
• Multicriteria Optimization
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
• Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium
• Robust bi-level optimization models in transportation science

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