A new model for solving stochastic second-order cone complementarity problem and its convergence analysis
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Cites work
- scientific article; zbMATH DE number 715155 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- A one-parametric class of merit functions for the symmetric cone complementarity problem
- A survey on SOC complementarity functions and solution methods for SOCPs and SOCCPs
- An aggregate function method for nonlinear programming
- Analysis of Sample-Path Optimization
- Analysis of nonsmooth vector-valued functions associated with second-order cones.
- CVaR-based formulation and approximation method for stochastic variational inequalities
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- Error bounds for symmetric cone complementarity problems
- On implementing a primal-dual interior-point method for conic quadratic optimization
- Optimization and nonsmooth analysis
- Second-order cone programming
- Smoothing functions for second-order-cone complementarity problems
- Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
- Three-dimensional quasi-static frictional contact by using second-order cone linear complementarity problem
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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