A new complementarity function and applications in stochastic second-order cone complementarity problems
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Publication:2314060
DOI10.1007/s40305-018-0225-3zbMath1438.90361OpenAlexW2896290542WikidataQ129070269 ScholiaQ129070269MaRDI QIDQ2314060
Liying Yu, Gui-Hua Lin, Guo Sun, Jin Zhang
Publication date: 19 July 2019
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-018-0225-3
Monte Carlo methoderror boundcomplementarity functionoptimal power flowexpected residual minimization (ERM) modelstochastic second-order cone complementarity problem
Monte Carlo methods (65C05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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