A Smoothing SAA Method for a Stochastic Linear Complementarity Problem

被引：1
|
作者：
Zhang Jie [1 ]
Zhang Hong-wei [2 ]
Zhang Li-wei [2 ]
Yin jing-xue
机构：
[1] School of Mathematics, Liaoning Normal University
[2] School of Mathematical Sciences, Dalian University of Technology
来源：
Communications in Mathematical Research | 2013年 / 29卷 / 02期
关键词：
aggregation technique; smoothing SAA method; stochastic linear complementarity problem;
D O I：
10.13447/j.1674-5647.2013.02.005
中图分类号：
O211.67 [期望与预测];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation (SAA) method for a stochastic linear complementarity problem, where the underlying functions are represented by expectations of stochastic functions. The method is proved to be convergent and the preliminary numerical results are reported.
引用
收藏
页码：97 / 107
页数：11
相关论文
共 50 条
  • [1] A CLASS OF SMOOTHING SAA METHODS FOR A STOCHASTIC LINEAR COMPLEMENTARITY PROBLEM
    Zhang, Jie
    Wu, Yue
    Zhang, Liwei
    [J]. NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2012, 2 (01): : 145 - 156
  • [2] A smoothing SAA method for a stochastic mathematical program with complementarity constraints
    Zhang, Jie
    Zhang, Li-wei
    Wu, Yue
    [J]. APPLICATIONS OF MATHEMATICS, 2012, 57 (05) : 477 - 502
  • [3] A smoothing SAA method for a stochastic mathematical program with complementarity constraints
    Jie Zhang
    Li-wei Zhang
    Yue Wu
    [J]. Applications of Mathematics, 2012, 57 : 477 - 502
  • [4] A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
    Zhang, Jie
    He, Su-xiang
    Wang, Quan
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 2014, 232 : 888 - 897
  • [5] A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
    Zhang, Jie
    Zhang, Li-wei
    Lin, Shuang
    [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2012, 387 (01) : 201 - 220
  • [6] A smoothing Newton method for solving a class of stochastic linear complementarity problems
    Tang, Jia
    Ma, Changfeng
    [J]. NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS, 2011, 12 (06) : 3585 - 3601
  • [7] A smoothing projected HS method for solving stochastic tensor complementarity problem
    Mengdie Lu
    Shouqiang Du
    [J]. Journal of Applied Mathematics and Computing, 2023, 69 : 2973 - 2986
  • [8] A smoothing projected HS method for solving stochastic tensor complementarity problem
    Lu, Mengdie
    Du, Shouqiang
    [J]. JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2023, 69 (04) : 2973 - 2986
  • [9] On the solution of linear complementarity problem by a stochastic iteration method
    Okoroafor, A. Alfred
    Osu, Bright O.
    [J]. Journal of Applied Sciences, 2006, 6 (12) : 2685 - 2687
  • [10] A smoothing Levenberg-Marquardt method for the extended linear complementarity problem
    Yu, Zhensheng
    Su, Ke
    Lin, Ji
    [J]. APPLIED MATHEMATICAL MODELLING, 2009, 33 (08) : 3409 - 3420
12345