Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints.
Huifu XuJane J. YePublished in: SIAM J. Optim. (2010)
Keyphrases
- optimality conditions
- karush kuhn tucker
- nonlinear programming
- semi infinite
- variational inequalities
- convergence analysis
- stationary points
- lower level
- nonlinear programming problems
- bilevel programming
- linear constraints
- equality constraints
- semi infinite programming
- constraint satisfaction
- higher level
- linear programming
- optimization problems
- constraint qualification
- constrained optimization
- learning models
- constraint programming
- learning tasks
- fixed point
- inequality constraints
- support vector