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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...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2018
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Materias: | |
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 |