Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach.
Daniel RalphHuifu XuPublished in: Math. Oper. Res. (2011)
Keyphrases
- stationary points
- convergence analysis
- fixed point
- objective function
- nonlinear programming
- constrained optimization
- mathematical programming
- karush kuhn tucker
- optimality conditions
- global convergence
- convergence rate
- polynomial equations
- variational inequalities
- kernel methods
- sufficient conditions
- cost function
- support vector