Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization.
Gui-Hua LinXiaojun ChenMasao FukushimaPublished in: Math. Program. (2009)
Keyphrases
- mathematical programs with equilibrium constraints
- monte carlo sampling
- stage stochastic programs
- neural network
- approximation schemes
- approximation error
- stochastic model
- optimization problems
- error bounds
- object oriented programming
- closed form
- programming environment
- stochastic optimization
- error estimates
- monte carlo
- curve fitting
- programming language
- mumford shah model
- evolutionary algorithm
- data sets