Stochastic R-0 matrix linear complementarity problems

doi:10.1137/050630805

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	Stochastic R-0 matrix linear complementarity problems
	Fang, Haitao; Chen, Xiaojun ; Fukushima, Masao
刊名	SIAM JOURNAL ON OPTIMIZATION
	2007
卷号	18 期号:2 页码:482-506
关键词	stochastic linear complementarity problem R-0 matrix expected residual minimization
ISSN号	1052-6234
DOI	10.1137/050630805
英文摘要	We consider the expected residual minimization formulation of the stochastic R-0 matrix linear complementarity problem. We show that the involved matrix being a stochastic R-0 matrix is a necessary and sufficient condition for the solution set of the expected residual minimization problem to be nonempty and bounded. Moreover, local and global error bounds are given for the stochastic R-0 matrix linear complementarity problem. A stochastic approximation method with acceleration by averaging is applied to solve the expected residual minimization problem. Numerical examples and applications of traffic equilibrium and system control are given.
WOS研究方向	Mathematics
语种	英语
出版者	SIAM PUBLICATIONS
WOS记录号	WOS:000250005300006
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/4934]
专题	系统科学研究所
通讯作者	Fang, Haitao
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100080, Peoples R China 2.Hirosaki Univ, Dept Math Sci, Hirosaki, Aomori 0368561, Japan 3.Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan
推荐引用方式 GB/T 7714	Fang, Haitao,Chen, Xiaojun,Fukushima, Masao. Stochastic R-0 matrix linear complementarity problems[J]. SIAM JOURNAL ON OPTIMIZATION,2007,18(2):482-506.
APA	Fang, Haitao,Chen, Xiaojun,&Fukushima, Masao.(2007).Stochastic R-0 matrix linear complementarity problems.SIAM JOURNAL ON OPTIMIZATION,18(2),482-506.
MLA	Fang, Haitao,et al."Stochastic R-0 matrix linear complementarity problems".SIAM JOURNAL ON OPTIMIZATION 18.2(2007):482-506.