Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications.
Huifu XuDali ZhangPublished in: Math. Program. (2009)
Keyphrases
- stochastic optimization
- sample average approximation
- stationary points
- mathematical programming
- robust optimization
- stochastic model
- nonlinear programming
- fixed point
- multistage
- optimality conditions
- variational inequalities
- constrained optimization
- convergence analysis
- objective function
- linear programming
- combinatorial optimization
- low level
- approximation algorithms
- graphical models