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个人信息Personal Information
副教授
硕士生导师
性别：女
毕业院校：大连理工大学
学位：博士
所在单位：数学科学学院
学科：运筹学与控制论
联系方式：guoff@dlut.edu.cn
电子邮箱：guoff@dlut.edu.cn
Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
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论文类型：期刊论文
发表时间：2012-02-01
发表刊物：MATHEMATICAL AND COMPUTER MODELLING
收录刊物：SCIE、EI、Scopus
卷号：55
期号：3-4
页面范围：779-784
ISSN号：0895-7177
关键字：Stochastic variational inequality problem; Newton approximation
摘要：Two stochastic methods for solving a class of stochastic variational inequality problems (SVIPs) are presented, using the stochastic approximation (SA) method and the sample average approximation (SAA) method. They are constructed by SA and SAA methods based on the Newton method where the underlying functions are the expected values of stochastic functions. Local convergences are given under Lipschitzian conditions. Numerical experiments show that the proposed methods are efficient. (C) 2011 Elsevier Ltd. All rights reserved.