| 求解随机线性互补问题的半光滑投影牛顿算法 |
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| 引用本文： | 魏潇,张璐.求解随机线性互补问题的半光滑投影牛顿算法[J].吉林大学学报(理学版),2015,53(1):27-32. |
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| 作者姓名： | 魏潇 张璐 |
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| 作者单位： | 西安电子科技大学 数学与统计学院, 西安 710126 |
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| 基金项目： | 国家自然科学基金，中央高校基本科研业务费专项基金 |
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| 摘 要： | 考虑只有有限个随机变量的随机线性互补问题,先将其转化为约束极小化问题,再利用半光滑投影牛顿算法求解该极小化问题,并给出了相应的数值实验.结果表明所给算法有效.
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| 关 键 词： | 随机线性互补问题 半光滑投影牛顿算法 约束极小化问题 EV模型 |
| 收稿时间： | 2014-04-02 |
Semismooth Projected Newton Method for Solving Stochastic Linear Complementarity Problems |
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| WEI Xiao,ZHANG Lu.Semismooth Projected Newton Method for Solving Stochastic Linear Complementarity Problems[J].Journal of Jilin University: Sci Ed,2015,53(1):27-32. |
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| Authors: | WEI Xiao ZHANG Lu |
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| Institution: | School of Mathematics and Statistics, Xidian University, Xi’an 710126, China |
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| Abstract: | A class of stochastic linear complementarity problems with finitely many realizations was considered. First we reformulated it as a constrained minimization problem. Then we presented a semismooth projected Newton method to solve the minimization problem. Finally, we gave some numerical results to demonstrate the effectiveness of our method. |
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| Keywords: | stochastic linear complementarity problem semismooth projected Newton method constrained minimization problem EV formulation |
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