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

Abstract In this paper, we mainly consider the stochastic second-order cone complementarity problem (SSOCCP). Due to the existence of stochastic variable, the SSOCCP may have no solutions. In order to deal with this problem, we first regard the merit function of the stochastic second-order cone comp...

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Bibliographic Details
Main Authors: Meiju Luo, Caihua Zhang
Format: Article
Language:English
Published: SpringerOpen 2018-08-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-018-1814-8