The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints (SMPECs) that has been discussed by Lin and Fukushima (2003). Based on a reformulation given therein, we propose a regularization method for solving the problems. We show that, under a weak condition, an accumulation point of the generated sequence is a feasible point of the original problem. We also show that such an accumulation point is S-stationary to the problem under additional assumptions.
In this paper, we consider a class of stochastic
mathematical programs with equilibrium constraints (SMPECs) that
has been discussed by Lin and Fukushima (2003). Based on a
reformulation given therein, we propose a regularization method
for solving the problems. We show that, under a weak condition, an
accumulation point of the generated sequence is a feasible point
of the original problem. We also show that such an accumulation
point is S-stationary to the problem under additional assumptions....
Download Results (CSV)