CONVERGENCE ANALYSIS OF A SMOOTHING SAA METHOD FOR A STOCHASTIC MATHEMATICAL PROGRAM WITH SECOND-ORDER CONE COMPLEMENTARITY CONSTRAINTS
Release Time:2023-09-13 Hits:
Date of Publication: 2022-10-05
Journal: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
Volume: 17
Issue: 4
Page Number: 1863-1886
ISSN: 1547-5816
Key Words: "Stochastic mathematical programming; second-order cone; complementarity constraints"