Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems

DOI10.1016/j.ejor.2017.09.008zbMath1374.90299OpenAlexW2755790840MaRDI QIDQ1681261

Jin Zhang, Gui-Hua Lin, Bo Zeng, GuoXin Wang

Publication date: 23 November 2017

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2017.09.008

zbMATH Keywords

Nonlinear programmingMonte Carlo approximationERM formulationRadial networkSLSOCCP

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (1)

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

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