A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints

A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints

10.1137/050638242

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Bibliographic Details
Main Authors: Meng, F., Xu, H.
Other Authors: THE LOGISTICS INSTITUTE - ASIA PACIFIC
Format: Article
Published: 2014
Subjects:
Convergence of stationary points
Karush-Kuhn-Tucker conditions
P0-variational inequality
Regularization methods
Sample average approximation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/112987
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/112987

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