Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2020050 ◽

2017 ◽

Vol 13 (5) ◽

pp. 0-0

Author(s):

Li Chu ◽

◽

Bo Wang ◽

Jie Zhang ◽

Hong-Wei Zhang ◽

...

Keyword(s):

Convergence Analysis ◽

Mathematical Program ◽

Second Order ◽

Complementarity Constraints ◽

Second Order Cone

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Necessary Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints

Set-Valued and Variational Analysis ◽

10.1007/s11228-013-0250-7 ◽

2013 ◽

Vol 22 (1) ◽

pp. 59-78 ◽

Author(s):

Yan-Chao Liang ◽

Xi-De Zhu ◽

Gui-Hua Lin

Keyword(s):

Optimality Conditions ◽

Necessary Optimality Conditions ◽

Second Order ◽

Complementarity Constraints ◽

Mathematical Programs ◽

Second Order Cone

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Semidefinite relaxation method for polynomial optimization with second-order cone complementarity constraints

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2021030 ◽

2017 ◽

Vol 13 (5) ◽

pp. 0-0

Author(s):

Lin Zhu ◽

◽

Xinzhen Zhang

Keyword(s):

Polynomial Optimization ◽

Relaxation Method ◽

Second Order ◽

Semidefinite Relaxation ◽

Complementarity Constraints ◽

Second Order Cone

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First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints

SIAM Journal on Optimization ◽

10.1137/16m1055554 ◽

2016 ◽

Vol 26 (4) ◽

pp. 2820-2846 ◽

Author(s):

Jane J. Ye ◽

Jinchuan Zhou

Keyword(s):

Optimality Conditions ◽

Second Order ◽

Complementarity Constraints ◽

First Order ◽

Mathematical Programs ◽

Second Order Cone ◽

First Order Optimality Conditions

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Convergence Properties of a Smoothing Approach for Mathematical Programs with Second-Order Cone Complementarity Constraints

Set-Valued and Variational Analysis ◽

10.1007/s11228-011-0190-z ◽

2011 ◽

Vol 19 (4) ◽

pp. 609-646 ◽

Author(s):

Yi Zhang ◽

Liwei Zhang ◽

Jia Wu

Keyword(s):

Second Order ◽

Complementarity Constraints ◽

Convergence Properties ◽

Mathematical Programs ◽

Second Order Cone

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Second-order Optimality Conditions for Mathematical Program with Semidefinite Cone Complementarity Constraints and Applications

Set-Valued and Variational Analysis ◽

10.1007/s11228-021-00587-z ◽

2021 ◽

Author(s):

Yulan Liu ◽

Shaohua Pan

Keyword(s):

Optimality Conditions ◽

Mathematical Program ◽

Second Order ◽

Complementarity Constraints ◽

Second Order Optimality Conditions ◽

Semidefinite Cone

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Two approaches for solving mathematical programs with second-order cone complementarity constraints

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2015.11.951 ◽

2015 ◽

Vol 11 (3) ◽

pp. 951-968 ◽

Author(s):

Xi-De Zhu ◽

◽

Li-Ping Pang ◽

Gui-Hua Lin ◽

◽

...

Keyword(s):

Second Order ◽

Complementarity Constraints ◽

Mathematical Programs ◽

Second Order Cone

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Smoothing Method for Nonlinear Second-Order Cone Programs with Complementarity Constraints and Its Application to the Smart House Scheduling Problem

Transactions of the Institute of Systems Control and Information Engineers ◽

10.5687/iscie.26.34 ◽

2013 ◽

Vol 26 (1) ◽

pp. 34-44

Author(s):

Keisuke Takasu ◽

Yoichi Tanaka ◽

Masao Fukushima

Keyword(s):

Second Order ◽

Smoothing Method ◽

Scheduling Problem ◽

Complementarity Constraints ◽

Second Order Cone ◽

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Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems

Nonlinear Analysis ◽

10.1016/j.na.2006.07.022 ◽

2007 ◽

Vol 67 (5) ◽

pp. 1359-1373 ◽

Author(s):

Yong-Jin Liu ◽

Li-Wei Zhang

Keyword(s):

Convergence Analysis ◽

Augmented Lagrangian ◽

Optimization Problems ◽

Augmented Lagrangian Method ◽

Lagrangian Method ◽

Second Order ◽

Second Order Cone

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Mathematical Programs with Second-Order Cone Complementarity Constraints: Strong Stationarity and Approximation Method

Journal of Optimization Theory and Applications ◽

10.1007/s10957-018-01464-w ◽

2019 ◽

Vol 181 (2) ◽

pp. 521-540

Author(s):

Xide Zhu ◽

Jin Zhang ◽

Jinchuan Zhou ◽

Xinmin Yang

Keyword(s):

Approximation Method ◽

Second Order ◽

Complementarity Constraints ◽

Mathematical Programs ◽

Strong Stationarity ◽

Second Order Cone

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A new model for solving stochastic second-order cone complementarity problem and its convergence analysis

Journal of Inequalities and Applications ◽

10.1186/s13660-018-1814-8 ◽

2018 ◽

Vol 2018 (1) ◽

Author(s):

Meiju Luo ◽

Caihua Zhang

Keyword(s):

Convergence Analysis ◽

Complementarity Problem ◽

Second Order ◽

New Model ◽

Second Order Cone

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