Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
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Publication:1680966
DOI10.1007/s10107-017-1121-zzbMath1386.90093OpenAlexW2587207589MaRDI QIDQ1680966
Gui-Hua Lin, Mei-Ju Luo, Jin Zhang, Da-Li Zhang
Publication date: 17 November 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-017-1121-z
Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (4)
Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications ⋮ Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications ⋮ Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints ⋮ Preface
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