A new model for solving stochastic second-order cone complementarity problem and its convergence analysis
DOI10.1186/S13660-018-1814-8zbMATH Open1498.90232OpenAlexW2888908636WikidataQ58693507 ScholiaQ58693507MaRDI QIDQ824745FDOQ824745
Authors: Caihua Zhang, Mei-Ju Luo 
Publication date: 15 December 2021
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1814-8
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convergencelevel setconditional value-at-risksecond-order cone complementarity problemsmoothing functionsample average approximation
Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited In (12)
- Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems
- CVaR model of stochastic complementarity problems and its solving methods
- Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems
- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
- Stochastic second-order cone programming: applications models
- The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem
- Expected value model for solving stochastic second-order cone complementarity problem and convergence analysis of its approximation problems
- A class of stochastic second-order-cone complementarity problems
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
- Expected value and sample average approximation method for solving stochastic second-order cone complementarity problems
- An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem
- A new complementarity function and applications in stochastic second-order cone complementarity problems
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