A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints

Fanwen Meng, Huifu Xu. A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints. SIAM Journal on Optimization, 17(3):891-919, 2006. [doi]

Authors

Fanwen Meng

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Huifu Xu

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