Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems

Author:

Wang Guoxin,Zhang Jin,Zeng Bo,Lin Gui-Hua

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference39 articles.

1. Probability and measure;Billingsley,1995

2. Two classes of merit functions for the second-order cone complementarity problem;Chen;Mathematical Methods of Operations Research,2006

3. A survey on SOC complementarity functions and solution methods for SOCPs and SOCCPs;Chen;Pacific Journal of Optimization,2012

4. Lipschitz continuity of the gradient of a one-parametric class of SOC merit functions;Chen;Optimization,2010

5. A one-parametric class of merit functions for the second-order cone complementarity problem;Chen;Computational Optimization and Applications,2010

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