Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4640134 | Journal of Computational and Applied Mathematics | 2011 | 13 Pages |
Abstract
This paper considers a stochastic mathematical program with hybrid equilibrium constraints (SMPHEC), which includes either “here-and-now” or “wait-and-see” type complementarity constraints. An example is given to describe the necessity to study SMPHEC. In order to solve the problem, the sampling average approximation techniques are employed to approximate the expectations and smoothing and penalty techniques are used to deal with the complementarity constraints. Limiting behaviors of the proposed approach are discussed. Preliminary numerical experiments show that the proposed approach is applicable.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yong-Chao Liu, Jin Zhang, Gui-Hua Lin,