Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
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DOI: 10.1007/s10898-016-0413-9
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- Min Li & Chao Zhang, 2020. "Two-Stage Stochastic Variational Inequality Arising from Stochastic Programming," Journal of Optimization Theory and Applications, Springer, vol. 186(1), pages 324-343, July.
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Keywords
Non-smoothness; Smoothing; Sample average approximation; Stochastic mathematical program with equilibrium constraints;All these keywords.
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