Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage

Numerical Algorithms ◽

10.1007/s11075-021-01110-z ◽

2021 ◽

Author(s):

Jie Jiang ◽

Hailin Sun ◽

Bin Zhou

Keyword(s):

Convergence Analysis ◽

Complementarity Problems ◽

Sample Average Approximation ◽

Nonlinear Complementarity Problems ◽

Two Stage ◽

Nonlinear Complementarity ◽

Sample Average ◽

Average Approximation

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Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations

SIAM Journal on Optimization ◽

10.1137/17m1162822 ◽

2019 ◽

Vol 29 (1) ◽

pp. 135-161 ◽

Author(s):

Xiaojun Chen ◽

Alexander Shapiro ◽

Hailin Sun

Keyword(s):

Convergence Analysis ◽

Sample Average Approximation ◽

Generalized Equations ◽

Two Stage ◽

Sample Average ◽

Average Approximation

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Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs

SIAM Journal on Optimization ◽

10.1137/19m1244469 ◽

2021 ◽

Vol 31 (1) ◽

pp. 1017-1048

Author(s):

Raghu Pasupathy ◽

Yongjia Song

Keyword(s):

Sample Average Approximation ◽

Linear Programs ◽

Two Stage ◽

Sequential Sample ◽

Sample Average ◽

Stochastic Linear Programs ◽

Average Approximation

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Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints

Mathematics of Operations Research ◽

10.1287/moor.1070.0260 ◽

2007 ◽

Vol 32 (3) ◽

pp. 648-668 ◽

Author(s):

Huifu Xu ◽

Fanwen Meng

Keyword(s):

Convergence Analysis ◽

Sample Average Approximation ◽

Equality Constraints ◽

Approximation Methods ◽

Mathematical Programs ◽

Sample Average ◽

Average Approximation

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Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables

Applied Mathematical Modelling ◽

10.1016/j.apm.2016.09.019 ◽

2017 ◽

Vol 41 ◽

pp. 582-595 ◽

Author(s):

Hadi Mohammadi Bidhandi ◽

Jonathan Patrick

Keyword(s):

Stochastic Programming ◽

Approximation Method ◽

Sample Average Approximation ◽

Two Stage ◽

Sample Average ◽

Sample Average Approximation Method ◽

Average Approximation

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Progressive Hedging and Sample Average Approximation for the Two-stage Stochastic Traveling Salesman Problem

Proceedings of the 6th International Conference on Operations Research and Enterprise Systems ◽

10.5220/0006241304400446 ◽

2017 ◽

Author(s):

Pablo Adasme ◽

Janny Leung ◽

Ismael Soto

Keyword(s):

Traveling Salesman Problem ◽

Sample Average Approximation ◽

Traveling Salesman ◽

Two Stage ◽

Progressive Hedging ◽

Sample Average ◽

Average Approximation

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Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints

Mathematical Programming ◽

10.1007/s10107-013-0711-7 ◽

2013 ◽

Vol 143 (1-2) ◽

pp. 31-59 ◽

Author(s):

Hailin Sun ◽

Huifu Xu

Keyword(s):

Convergence Analysis ◽

Stochastic Dominance ◽

Sample Average Approximation ◽

Second Order ◽

Stationary Points ◽

Stochastic Programs ◽

Order Stochastic Dominance ◽

Sample Average ◽

Second Order Stochastic Dominance ◽

Average Approximation

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On sample average approximation for two-stage stochastic programs without relatively complete recourse

Mathematical Programming ◽

10.1007/s10107-021-01753-9 ◽

2022 ◽

Author(s):

Rui Chen ◽

James Luedtke

Keyword(s):

Sample Average Approximation ◽

Two Stage ◽

Stochastic Programs ◽

Sample Average ◽

Average Approximation

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Regularized Sample Average Approximation Approach for Two-Stage Stochastic Variational Inequalities

Journal of Optimization Theory and Applications ◽

10.1007/s10957-021-01905-z ◽

2021 ◽

Author(s):

Jie Jiang ◽

Shengjie Li

Keyword(s):

Variational Inequalities ◽

Sample Average Approximation ◽

Stochastic Variational Inequalities ◽

Two Stage ◽

Approximation Approach ◽

Sample Average ◽

Average Approximation

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Weighted max-norm estimate of two-stage splitting method for solving a class of nonlinear complementarity problems

Neural Computing and Applications ◽

10.1007/s00521-014-1580-6 ◽

2014 ◽

Vol 25 (3-4) ◽

pp. 937-944

Author(s):

Haijian Yang ◽

Qingguo Li ◽

Jingang Liu

Keyword(s):

Complementarity Problems ◽

Splitting Method ◽

Nonlinear Complementarity Problems ◽

Two Stage ◽

Norm Estimate ◽

Nonlinear Complementarity

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Sample Average Approximation in a Two-Stage Stochastic Linear Program with Quantile Criterion

Proceedings of the Steklov Institute of Mathematics ◽

10.1134/s0081543818090122 ◽

2018 ◽

Vol 303 (S1) ◽

pp. 115-123 ◽

Author(s):

S. V. Ivanov ◽

A. I. Kibzun

Keyword(s):

Sample Average Approximation ◽

Linear Program ◽

Two Stage ◽

Stochastic Linear Program ◽

Sample Average ◽

Quantile Criterion ◽

Average Approximation

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