کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4630800 | 1340608 | 2011 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
A class of stochastic linear complementarity problems (SLCPs) with finitely many realizations is considered. We first formulate the problem as a new constrained minimization problem. Then, we propose a feasible semismooth Newton method which yields a stationary point of the constrained minimization problem. We study the condition for the level set of the objective function to be bounded. As a result, the condition for the solution set of the constrained minimization problem is obtained. The global and quadratic convergence of the proposed method is proved under certain assumptions. Preliminary numerical results show that this method yields a reasonable solution with high safety and within a small number of iterations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 217, Issue 23, 1 August 2011, Pages 9723–9740
Journal: Applied Mathematics and Computation - Volume 217, Issue 23, 1 August 2011, Pages 9723–9740
نویسندگان
Hongwei Liu, Yakui Huang, Xiangli Li,