期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

随机P矩阵和随机P_0矩阵线性互补问题 被引量：2

STOCHASTIC P MATRIX AND P_0 MATRIX LINEAR COMPLEMENTARITY PROBLEM
原文传递
导出
摘要 定义了随机P矩阵和随机P_0矩阵,给出了矩阵为随机P矩阵或随机P_0矩阵的充要条件.研究了随机线性互补问题(SLCP)的矩阵为随机P矩阵时,期望残差方法(ERM)解集的有界性.得到了期望矩阵为P矩阵时,(ERM)解集非空有界.并且研究离散情形(ERM)与期望值方法(EV)解的关系,给出了(ERM)解唯一的条件. The paper is concerned with the expected residual minimization formulation （ERM） of the stochastic P matrix linear complementarity problem.It is shown that the expected residual minimization formulation of this problem has a nonempty and bounded solution set when the involving matrix is a stochastic P matrix.The definition and some properties of a stochastic P_0 matrix are given.Moreover,we consider the discrete case and give a condition for the solution set of the ERM problem to be singleton.
作者 李向利 刘红卫 黄亚魁
机构地区 西安电子科技大学数学系
出处 《系统科学与数学》 CSCD 北大核心 2011年第1期123-128,共6页 Journal of Systems Science and Mathematical Sciences
基金 国家自然科学基金(F010406)资助课题
关键词 随机线性互补问题 随机P矩阵 期望残差(ERM) 随机P_0矩阵 Stochastic linear complementarity problem stochastic P matrix expected residual minimization formulation stochastic P_0 matrix
分类号 O151.21 [理学—基础数学]
  • 相关文献

参考文献10

  • 1Chen J and Pan S. A family of NCP functions and a descent method for the nonlinear complemen- tarity problem. Computational Optimization and Applications, 2008, 40: 389-404.
  • 2Facchinei Francisco and Pang Jong Shi . Finite-Dimensional Variational Inequalities and Comple- mentarity Problems. New York: Springer, 2003.
  • 3Andreas Fischer. Solution of monotone complementarity problems with locally lipschitzian func- tions. Mathematical Programming: Series A and B, 1997, 76: 513-532.
  • 4Pang J S, Cottle R W and Stone R E. The Linear Complementarity Problem. San Diego, Academic Press, 1992.
  • 5Wang S and Yang X. A power penalty method for linear complementarity problems. Operations Research Letters, 2008, 36:211- 214.
  • 6Yashtini M and Malek A. Solving complementarity and variational inequalities problems using neural networks. Applied Mathematics and Computation, 2007, 190: 216-230.
  • 7Gill Gurkan, Yonca Ozge A and Stephen M Robinson. Sample-path solution of stochastic varia- tional inequalities. Mathematical Programming, 1999, 84: 313-333.
  • 8Xiaojun Chen and Masao Fukushima. Expected residual minimization method for stochastic linear complementarity problems. Mathematics of Operations Research, 2005, 30: 1022-1038.
  • 9Fang Haitao, Cheng XiaoJun and Fukushima Masao. Stochastic T0 matrix linear complementarity problems. SIAM Journal on Optimization, 2007, 18: 482-506.
  • 10Xiaojun Chen and Chao Zhang. Robust solution of monotone stochastic linear complementarity problems. Mathematical Programming, 2008, 117: 51-80.

同被引文献22

  • 1Gurkan G, O zge A Y, Robinson S M. Sample-path Solution of Stochastic Variational Inequalities[J]. Math Program, 1999,84:313-333.
  • 2Chen Xiaojun, Fukushima Masao. Expected Residual Minimization Method for Stochastic Linear Complementarity Problems[J]. Mathematics of Operations Research, 2005,30 : 1022-1033.
  • 3Facchinei F, Pang J S. Finite-Dimensional Variational Inequalities and Complementary Problems[M]. New York: Springer-Verlag, 2003 : 1043-1052.
  • 4Fang Haitao, Chen Xiaojun, Fukushima Masao. Stochastic r0 Matrix Linear Complementarity Problems[J]. SIAM Journal on Optimization, 2007,18 : 482-506.
  • 5Chen Xiaojun, Zhang Chao. Robust Solution of Monotone Stochastic Linear Complementarity Problems[J]. Mathematical Programming, 2008, 117 : 51-80.
  • 6Sun D, Qi L. On NCP-functions[J]. Comp Optim Appl, 1999,13:201-220.
  • 7Fang H T,Chen X J , Fukushima M. Stochastic R° matrix linear complementarity problems[J]. SIAM J ()ptim’2007,18(2) :482-506.
  • 8Ling C,Qi L,Zhou G L,et al. The SC1 property of an expected residual function arising from stochastic complementarity problems[J].Oper Res Lett,2008 ,36(4) :456-460.
  • 9Chen X J,Zhang C,Fukushima M. Robust Solution of Monotone Stochastic Linear Complementarity problems[J]. Math Program,2009,117:51-80.
  • 10Zhang C,Chen X J. Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems[J]. SIAMJ Optim, 2009 ,20(2) : 627-649.

引证文献2

系统科学与数学
2011年 第1期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部