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Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization.
Gui-Hua Lin
Xiaojun Chen
Masao Fukushima
Published in:
Math. Program. (2009)
Keyphrases
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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