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

In this paper, we consider stochastic second-order-cone complementarity problems (SSOCCP). We first use the so-called second-order-cone complementarity function to present an expected residual minimization (ERM) model for giving reasonable solutions of SSOCCP. Then, we introduce a smoothing function...

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Detalles Bibliográficos
Autores principales: Luo, Meiju, Zhang, Yan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5891597/
https://www.ncbi.nlm.nih.gov/pubmed/29674833
http://dx.doi.org/10.1186/s13660-018-1674-2

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5891597/
https://www.ncbi.nlm.nih.gov/pubmed/29674833
http://dx.doi.org/10.1186/s13660-018-1674-2

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