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

id	sg-nus-scholar.10635-112987
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spelling	sg-nus-scholar.10635-1129872023-10-30T07:20:52Z A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints Meng, F. Xu, H. THE LOGISTICS INSTITUTE - ASIA PACIFIC Convergence of stationary points Karush-Kuhn-Tucker conditions P0-variational inequality Regularization methods Sample average approximation 10.1137/050638242 SIAM Journal on Optimization 17 3 891-919 2014-11-28T08:42:55Z 2014-11-28T08:42:55Z 2006 Article Meng, F., Xu, H. (2006). A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints. SIAM Journal on Optimization 17 (3) : 891-919. ScholarBank@NUS Repository. https://doi.org/10.1137/050638242 10526234 http://scholarbank.nus.edu.sg/handle/10635/112987 000242573100014 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Convergence of stationary points Karush-Kuhn-Tucker conditions P0-variational inequality Regularization methods Sample average approximation
spellingShingle	Convergence of stationary points Karush-Kuhn-Tucker conditions P0-variational inequality Regularization methods Sample average approximation Meng, F. Xu, H. A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints
description	10.1137/050638242
author2	THE LOGISTICS INSTITUTE - ASIA PACIFIC
author_facet	THE LOGISTICS INSTITUTE - ASIA PACIFIC Meng, F. Xu, H.
format	Article
author	Meng, F. Xu, H.
author_sort	Meng, F.
title	A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints
title_short	A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints
title_full	A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints
title_fullStr	A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints
title_full_unstemmed	A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints
title_sort	regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/112987
_version_	1781789144927698944

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

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