Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method
Arnab Sur (The University of Chicago Booth School of Business, Chicago, IL, USA)
| Year of publication: |
July 2016
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| Authors: | Sur, Arnab |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 4, p. 425-429
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| Subject: | Stochastic mathematical programming problem with complementarity constraints (SMPCC) | Constraint qualifications | Strong and M-stationarity | Sample average approximation (SAA) method | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process |