Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems

DOI10.1186/S13660-018-1674-2MaRDI QIDQ824513zbMATH OpenOpenAlexWikidataFDO

Authors Yan Zhang, Mei-Ju Luo

Publication date 15 December 2021

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-018-1674-2

zbMATH Keywords

convergencesample average approximationsecond-order-conesmoothing functionstochastic complementarity problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Expected value and sample average approximation method for solving stochastic second-order cone complementarity problems
• Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints
• A new model for solving stochastic second-order cone complementarity problem and its convergence analysis
• Expected value model for solving stochastic second-order cone complementarity problem and convergence analysis of its approximation problems
• A class of smoothing SAA methods for a stochastic linear complementarity problem

Cites work

• A survey on SOC complementarity functions and solution methods for SOCPs and SOCCPs
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• scientific article; zbMATH DE number 2212211 (Why is no real title available?)
• Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP
• New reformulations for stochastic nonlinear complementarity problems
• Sample-path solution of stochastic variational inequalities
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
• Smoothing functions for second-order-cone complementarity problems
• The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem
• Three-dimensional quasi-static frictional contact by using second-order cone linear complementarity problem

Cited in

(6)

• Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints
• Expected value and sample average approximation method for solving stochastic second-order cone complementarity problems
• Expected value model for solving stochastic second-order cone complementarity problem and convergence analysis of its approximation problems
• Expected residual minimization formulation for stochastic absolute value equations
• An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem
• A new model for solving stochastic second-order cone complementarity problem and its convergence analysis

This page was built for publication: Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q824513)