A Regularization SAA Scheme for a Stochastic Mathematical Program with Complementarity Constraints.
Yuxin LiJie ZhangZun-Quan XiaPublished in: J. Appl. Math. (2014)
Keyphrases
- mathematical program
- stationary points
- mathematical programming
- sample average approximation
- linear constraints
- search procedure
- constrained optimization
- nonlinear programming
- convergence analysis
- inequality constraints
- linear programming
- fixed point
- constraint programming
- mixed integer
- quadratic program
- equality constraints