Exact Penalization in Stochastic Programming—Calmness and Constraint Qualification
We deal with the conditions which ensure exact penalization in stochastic programming problems under finite discrete distributions. We give several sufficient conditions for problem calmness including graph calmness, existence of an error bound, and generalized Mangasarian-Fromowitz constraint quali...
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| Format: | Article |
| Language: | English |
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Asia University
2014-01-01
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| Series: | Advances in Decision Sciences |
| Online Access: | http://dx.doi.org/10.1155/2014/569458 |