Expected Value and Sample Average Approximation Method for Solving Stochastic Second-Order Cone Complementarity Problems

DOI10.1080/01630563.2017.1300172zbMath1380.90263OpenAlexW2619791522MaRDI QIDQ5365281

Yan Zhang, Mei-Ju Luo, Ya-jie Li

Publication date: 6 October 2017

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2017.1300172

zbMATH Keywords

convergencesecond-order conesmoothing functionsample average approximationstochastic 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)

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