A new model for solving stochastic second-order cone complementarity problem and its convergence analysis (Q824745)
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scientific article; zbMATH DE number 7445939
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| English | A new model for solving stochastic second-order cone complementarity problem and its convergence analysis |
scientific article; zbMATH DE number 7445939 |
Statements
A new model for solving stochastic second-order cone complementarity problem and its convergence analysis (English)
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15 December 2021
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second-order cone complementarity problem
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conditional value-at-risk
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sample average approximation
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smoothing function
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convergence
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level set
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0.8850800395011902
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0.8776195645332336
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0.8671086430549622
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0.859311580657959
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