Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications

DOI10.1142/S0217595922500026MaRDI QIDQ5888374zbMATH OpenOpenAlexFDO

Authors Jie Zhang, Yue Shi, Siying Li

Publication date 25 April 2023

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595922500026

zbMATH Keywords

asymptotic analysisconfidence regionsconvergence in distributionsample average approximationstochastic second-order cone programming

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

• Applications of second-order cone programming
• Asymptotic analysis of stochastic programs
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Asymptotic properties of statistical estimators in stochastic programming
• Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
• Asymptotics for Lasso-type estimators.
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• Lectures on Stochastic Programming
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Perturbation analysis of second-order cone programming problems
• Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
• Sample average approximation methods for a class of stochastic variational inequality problems
• Second-order cone programming
• Second-order variational analysis in second-order cone programming
• Statistical inference of second-order cone programming
• Statistical inference of semidefinite programming
• Strongly Regular Generalized Equations
• Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities
• Variational geometry of the complementarity set for second order cone
• Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems

Cited in

(6)

• Asymptotic analysis for a stochastic semidefinite programming
• Statistical inference of second-order cone programming
• scientific article; zbMATH DE number 7266886 (Why is no real title available?)
• An equivalent form of two-stage stochastic second-order cone programming problem with recourse
• Statistical Inference of Second-Order Cone Programming
• Stochastic second-order cone programming: applications models

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