A New Method for Stochastic Mathematical Programs with Equilibrium Constraints
In this paper, We consider nonlinear optimization problem with equilibrium constraints where the constrained conditions with uncertain. We transform the original constrained into the equality constrained.
Donald C. Wunsch II, Honghua Tan, Dehuai Zeng, Qi Luo
W. L. Zhao et al., "A New Method for Stochastic Mathematical Programs with Equilibrium Constraints", Advanced Materials Research, Vols. 121-122, pp. 133-137, 2010