A New Complementarity Function and Applications in Stochastic Second-Order Cone Complementarity Problems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research
Link
http://link.springer.com/content/pdf/10.1007/s40305-018-0225-3.pdf
Reference36 articles.
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3. Monteiro, R.D.C., Tsuchiya, T.: Polynomial convergence of primal-dual algorithms for the second-order cone programs based on the MZ-family of directions. Math. Program. 88, 61–83 (2000)
4. Tsuchiya, T.: A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming. Optim. Methods Softw. 11, 141–182 (1999)
5. Chen, X.D., Sun, D., Sun, J.: Complementarity functions and numerical experiments for second-order cone complementarity problems. Comput. Optim. Appl. 25, 39–56 (2003)
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