We investigate a class of two stage stochastic programs where the second stage problem is subject to nonsmooth equality constraints parameterized by the ...
Abstract. We investigate a class of two stage stochastic programs where the second stage problem is subject to nonsmooth equality constraints parameterized ...
We investigate a class of two stage stochastic programs where the second stage problem is subject to nonsmooth equality constraints parameterized by the ...
We investigate a class of two stage stochastic programs where the second stage problem is subject to nonsmooth equality constraints parameterized by the first ...
Jun 20, 2022 · We show that applying the SAA approach to problems with expected value equality constraints does not necessarily result in asymptotic optimality guarantees as ...
Missing: Regularized | Show results with:Regularized
A sample average approximation (SAA) method for solving a class of stochastic mathematical programs with complementarity constraints (SMPCCs).
A Regularized Sample Average Approximation Method for ... - dblp
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Fanwen Meng, Huifu Xu : A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints.
In particular, the sample average approximation (SAA) is a popular approach that consists of replacing the expected value of cost and constraints functions of ...
Missing: Nonsmooth | Show results with:Nonsmooth
Based on the log-exponential function, a sample average approximation (SAA) regularization method is proposed for solving a stochastic mathematical program ...
We revisit the sample average approximation (SAA) approach for general non-convex stochastic programming. We show that applying the SAA approach to problems ...