大连理工大学学报Issue(4)：431-435,5.DOI:10.7511/dllgxb201504015
求解随机二阶锥线性互补问题的期望残差最小化方法
ERM method for stochastic linear complementarity problem solution of the second-order cone
摘要
Abstract
Expected residual minimization (ERM)method is introduced to solve the stochastic linear complementarity problem of the second-order cone.It has been testified that it is feasible to use ERM method to solve stochastic linear complementarity problem in non-negative quadrant.This method will be extended to the second-order cones.To begin with,some basic knowledge and properties of Jordan algebra and the spectral factorization of vectors associated with the second-order cone are presented. Then,through the second-order cone complementarity function,that is FB function,the stochastic linear complementarity problem of the second-order cone is transformed to be a minimizing problem. The relationship between x 2 and x 2 under the Jordan algebra based on the basic knowledge is proved.Furthermore,the existence and convergence of the solution set of discrete objective function are proved. Finally, a conclusion is drawn that it is feasible to solve the stochastic linear complementarity problem of the second-order cone by using ERM method.关键词
随机二阶锥线性互补问题/期望残差最小化(ERM)方法/若尔当积/谱分解Key words
stochastic linear complementarity problem of the second-order cone/expected residual minimization (ERM)method/Jordan algebra/spectral factorization分类
数理科学引用本文复制引用
张宏伟,贾红,陈爽,庞丽萍..求解随机二阶锥线性互补问题的期望残差最小化方法[J].大连理工大学学报,2015,(4):431-435,5.基金项目
国家自然科学基金资助项目(91330206) （91330206）
