A new model for solving stochastic second-order cone complementarity problem and its convergence analysis

DOI10.1186/s13660-018-1814-8zbMath1498.90232OpenAlexW2888908636WikidataQ58693507 ScholiaQ58693507MaRDI QIDQ824745

Caihua 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/s13660-018-1814-8

zbMATH Keywords

convergencelevel setconditional value-at-risksecond-order cone complementarity problemsmoothing functionsample average approximation

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (1)

Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems

Cites Work

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