CONVERGENCE ANALYSIS OF A SMOOTHING SAA METHOD FOR A STOCHASTIC MATHEMATICAL PROGRAM WITH SECOND-ORDER CONE COMPLEMENTARITY CONSTRAINTS
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发表时间:2022-10-05
发表刊物:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
卷号:17
期号:4
页面范围:1863-1886
ISSN号:1547-5816
关键字:"Stochastic mathematical programming; second-order cone; complementarity constraints"
