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

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

Abstract 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...

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Bibliographic Details
Main Authors: Meiju Luo, Yan Zhang
Format: Article
Language:English
Published: SpringerOpen 2018-04-01
Series:Journal of Inequalities and Applications
Subjects:
Second-order-cone
Stochastic complementarity problems
Sample average approximation
Smoothing function
Convergence
Online Access:http://link.springer.com/article/10.1186/s13660-018-1674-2

Internet

http://link.springer.com/article/10.1186/s13660-018-1674-2

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