Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications

DOI10.1007/s10107-017-1121-zzbMath1386.90093OpenAlexW2587207589MaRDI QIDQ1680966

Gui-Hua Lin, Mei-Ju Luo, Jin Zhang, Da-Li Zhang

Publication date: 17 November 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-017-1121-z

zbMATH Keywords

Monte Carlo approximationoptimal power flowERM formulationnatural gas transmissionSSOCCP

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (4)

Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications ⋮ Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications ⋮ Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints ⋮ Preface

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