Numerical method for stochastic variational inequality problems with second-order cone constraints

MaRDI QIDQ5129344zbMATH OpenFDO

Authors Hongling Shi, Juhe Sun, Yang Li, Wenjie Li

Publication date 27 October 2020

zbMATH Keywords

sample average approximation methodsecond order cone-constrained stochastic variational inequalitysmooth FB complementary functionsmooth Newton algorithm

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical methods for variational inequalities and related problems (65K15) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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(4)

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