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  • Search: subject:"sampling average approximation method"
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Stochastic mathematical program with complementarity constraints 1 regularization 1 sampling average approximation method 1 stationarity 1
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LIN, GUI-HUA 1 LIU, YONGCHAO 1
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Asia-Pacific Journal of Operational Research (APJOR) 1
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CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS
LIU, YONGCHAO; LIN, GUI-HUA - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 06, pp. 755-771
Regularization method proposed by Scholtes (2011) has been a recognized approach for deterministic mathematical programs with complementarity constraints (MPCC). Meng and Xu (2006) applied the approach coupled with Monte Carlo techniques to solve a class of one stage stochastic MPCC and...
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