Numerical method for stochastic variational inequality problems with second-order cone constraints (Q5129344)
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scientific article; zbMATH DE number 7266368
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| English | Numerical method for stochastic variational inequality problems with second-order cone constraints |
scientific article; zbMATH DE number 7266368 |
Statements
27 October 2020
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second order cone-constrained stochastic variational inequality
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sample average approximation method
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smooth FB complementary function
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smooth Newton algorithm
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0.8599034547805786
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0.821065366268158
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0.7945162653923035
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0.7927983999252319
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