ERM method for stochastic linear complementarity problem solution of the second-order cone

DOI10.7511/DLLGXB201504015MaRDI QIDQ3462774zbMATH OpenFDO

Authors Hong Jia, Shuang Chen, Li-Ping Pang, Hongwei Zhang

Publication date 15 January 2016

Full work available at URL https://doi.org/10.7511/DLLGXB201504015

zbMATH Keywords

expected residual minimization methodJordan algebraspectral factorizationstochastic linear complementarity problem of the second-order cone

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(1)

• A new complementarity function and applications in stochastic second-order cone complementarity problems

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