| 解一类随机线性互补的可行光滑牛顿法 |
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| 引用本文： | 李向利,孙小军.解一类随机线性互补的可行光滑牛顿法[J].宝鸡文理学院学报(自然科学版),2010,30(1):1-5,18. |
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| 作者姓名： | 李向利 孙小军 |
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| 作者单位： | 西安电子科技大学,理学院,陕西,西安,710071;宝鸡文理学院,数学系,陕西,宝鸡,721013 |
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| 摘 要： | 目的研究一类随机线性互补问题。方法提出了可行的光滑牛顿法求解该随机线性互补问题。用了一个近似函数,当光滑参数是正的时候,该函数是光滑的。当一定的条件满足时,用一个新的点更新光滑参数。结果在一定的条件下,收敛性得到了保证。结论数值实验说明本文的方法是有效的。
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| 关 键 词： | 随机线性互补问题 光滑牛顿法 光滑近似函数 |
Feasible smoothing Newton method for a class of stochastic linear complementarity problems |
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| LI Xiang-li,SUN Xiao-jun.Feasible smoothing Newton method for a class of stochastic linear complementarity problems[J].Journal of Baoji College of Arts and Science(Natural Science Edition),2010,30(1):1-5,18. |
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| Authors: | LI Xiang-li SUN Xiao-jun |
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| Abstract: | Aim A class of stochastic linear complementarity problems was investigated. Methods We propose smoothing Newton method for a class of stochastic linear complementarity problems. In our method, we use an approximation function which is smooth if the smoothing parameter is positive. If a certain condition is satisfied, then we update the smoothing parameter using the new point for the next iteration. Results Convergence of the method under certain conditions is discussed. Conclusion Numerical results show our method is promising. |
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| Keywords: | stochastic linear complementarity problems smoothing Newton methods smoothing approximation function |
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