Stochastic variational inequalities: Residual minimization smoothing sample average approximations

SIAM Journal on Optimization

Volumn 22, Issue 2, 2012, Pages 649-673

  Chen, Xiaojun ^a   Wets, Roger J B ^b   Zhang, Yanfang ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Epi convergence; Expected residual minimization; Lower semicontinuous; Semismooth; Smoothing sample average approximation; Stationary point; Stochastic variational inequalities; Upper semicontinuous

Indexed keywords

EPI-CONVERGENCE; EXPECTED RESIDUAL MINIMIZATION; SAMPLE AVERAGE APPROXIMATION; SEMI-CONTINUOUS; SEMISMOOTH; STATIONARY POINTS; VARIATIONAL INEQUALITIES;

APPROXIMATION THEORY; MATHEMATICAL MODELS; VARIATIONAL TECHNIQUES;

STOCHASTIC SYSTEMS;

EID: 84865693836     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/110825248     Document Type: Article

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