A generalized project metric algorithm for mathematical programs with equilibrium constraints
نویسندگان
چکیده
منابع مشابه
Stochastic mathematical programs with equilibrium constraints
In this note, we present the necessary mathematical framework for stochastic MPEC models, including some new results on the existence of solutions and on convexity and diierentiability of the implicit upper-level objective function. In so doing, we clarify the links between these models and two-stage stochastic programs with recourse.
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2015
ISSN: 0377-0427
DOI: 10.1016/j.cam.2015.04.007