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CONVERGENCE ANALYSIS OF A SMOOTHING SAA METHOD FOR A STOCHASTIC MATHEMATICAL PROGRAM WITH SECOND-ORDER CONE COMPLEMENTARITY CONSTRAINTS

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Date of Publication:2022-10-05

Journal:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

Volume:17

Issue:4

Page Number:1863-1886

ISSN No.:1547-5816

Key Words:"Stochastic mathematical programming; second-order cone; complementarity constraints"

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