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s-stationarity

ESAIM: Control, Optimisation and Calculus of Variations (1)

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Regularization method for stochasticmathematical programs with complementarity constraints
Gui-Hua Lin, Masao Fukushima
Journal:

ESAIM: Control, Optimisation and Calculus of Variations / Volume 11 / Issue 2 / April 2005

Published online by Cambridge University Press:

15 March 2005, pp. 252-265

Print publication:

April 2005
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In this paper, we consider a class of stochasticmathematical programs with equilibrium constraints (SMPECs) thathas been discussed by Lin and Fukushima (2003). Based on areformulation given therein, we propose a regularization methodfor solving the problems. We show that, under a weak condition, anaccumulation point of the generated sequence is a feasible pointof the original problem. We also show that such an accumulationpoint is S-stationary to the problem under additional assumptions.