论文成果
Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
- 点击次数：
- 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
- 文献类型：J
- 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.
