Stability analysis of two stage stochastic mathematical programs with complementarity constraints via NLP-regularization
This paper presents numerical approximation schemes for a two stage stochastic programming problem where the second stage problem has a general nonlinear complementarity constraint: first, the complementarity constraint is approximated by a parameterized system of inequalities with a well-known regu...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2010-02-11.
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| Subjects: | |
| Online Access: | Get fulltext |