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Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications

Zhen-Ping Yang, Jin Zhang, Xide Zhu, Gui-Hua Lin. Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications. J. Computational Applied Mathematics, 352:382-400, 2019. [doi]

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