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

DOI10.1186/s13660-018-1674-2zbMath1497.90205OpenAlexW2798167661WikidataQ52576336 ScholiaQ52576336MaRDI QIDQ824513

Yan Zhang, Mei-Ju Luo

Publication date: 15 December 2021

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

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

zbMATH Keywords

convergencesmoothing functionsample average approximationstochastic complementarity problemssecond-order-cone

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)

Cites Work

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• Smoothing Functions for Second-Order-Cone Complementarity Problems
• Three-dimensional quasi-static frictional contact by using second-order cone linear complementarity problem
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• New reformulations for stochastic nonlinear complementarity problems

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