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Displaying similar documents to “Monotone iterations for differential equations with a parameter.”

Regularization method for stochastic mathematical programs with complementarity constraints

Gui-Hua Lin, Masao Fukushima (2005)

ESAIM: Control, Optimisation and Calculus of Variations

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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. ...