KMS Of Academy of mathematics and systems sciences, CAS
Stochastic R-0 matrix linear complementarity problems | |
Fang, Haitao; Chen, Xiaojun; Fukushima, Masao | |
2007 | |
发表期刊 | SIAM JOURNAL ON OPTIMIZATION |
ISSN | 1052-6234 |
卷号 | 18期号:2页码:482-506 |
摘要 | We consider the expected residual minimization formulation of the stochastic R-0 matrix linear complementarity problem. We show that the involved matrix being a stochastic R-0 matrix is a necessary and sufficient condition for the solution set of the expected residual minimization problem to be nonempty and bounded. Moreover, local and global error bounds are given for the stochastic R-0 matrix linear complementarity problem. A stochastic approximation method with acceleration by averaging is applied to solve the expected residual minimization problem. Numerical examples and applications of traffic equilibrium and system control are given. |
关键词 | stochastic linear complementarity problem R-0 matrix expected residual minimization |
DOI | 10.1137/050630805 |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied |
WOS记录号 | WOS:000250005300006 |
出版者 | SIAM PUBLICATIONS |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/4935 |
专题 | 系统科学研究所 |
通讯作者 | Fang, Haitao |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100080, Peoples R China 2.Hirosaki Univ, Dept Math Sci, Hirosaki, Aomori 0368561, Japan 3.Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan |
推荐引用方式 GB/T 7714 | Fang, Haitao,Chen, Xiaojun,Fukushima, Masao. Stochastic R-0 matrix linear complementarity problems[J]. SIAM JOURNAL ON OPTIMIZATION,2007,18(2):482-506. |
APA | Fang, Haitao,Chen, Xiaojun,&Fukushima, Masao.(2007).Stochastic R-0 matrix linear complementarity problems.SIAM JOURNAL ON OPTIMIZATION,18(2),482-506. |
MLA | Fang, Haitao,et al."Stochastic R-0 matrix linear complementarity problems".SIAM JOURNAL ON OPTIMIZATION 18.2(2007):482-506. |
条目包含的文件 | 条目无相关文件。 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论