Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/62884
Title: A smoothing implicit programming approach for solving a class of stochastic generalized semi-infinite programming problems
Authors: Ling, C
Chen, X
Fukushima, M
Qi, L 
Keywords: Stochastic generalized semi-infinite programming problem
Complementarity constraint
Smoothing implicit programming method
Global convergence
Issue Date: 2005
Publisher: Yokohama Publishers
Source: Pacific journal of optimization, 2005, v. 1, no. 1, p. 127-145 How to cite?
Journal: Pacific journal of optimization 
Abstract: This paper discusses a generalized semi-infinite programming problem under uncertainty. The expected value approach is applied to define a deterministic version of the problem. We propose a new reformulation by using the first order optimality conditions of the second stage optimization problem. We then present a smoothing implicit programming method to solve the problem with finite discrete distribution. Global convergence results are obtained under mild conditions.
URI: http://hdl.handle.net/10397/62884
ISSN: 1348-9151 (print)
1349-8169 (online)
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