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Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints - MaRDI portal

Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints (Q1983737)

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scientific article; zbMATH DE number 7394169
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English
Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints
scientific article; zbMATH DE number 7394169

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    Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints (English)
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    10 September 2021
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    stochastic mathematical programming
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    second-order cone
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    complementarity constraints
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