A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity Problems
In this paper, we present a smoothing modulus-based iterative method for solving the stochastic mixed complementarity problems (SMCP). The main idea is that we firstly transform the expected value model of SMCP into an equivalent nonsmooth system of equations, then obtain an approximation smooth sys...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-01-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/15/1/229 |
| _version_ | 1797436857923928064 |
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| author | Cong Guo Yingling Liu Chenliang Li |
| author_facet | Cong Guo Yingling Liu Chenliang Li |
| author_sort | Cong Guo |
| collection | DOAJ |
| description | In this paper, we present a smoothing modulus-based iterative method for solving the stochastic mixed complementarity problems (SMCP). The main idea is that we firstly transform the expected value model of SMCP into an equivalent nonsmooth system of equations, then obtain an approximation smooth system of equations by using a smoothing function, and finally solve it by the Newton method. We give the convergence analysis, and the numerical results show the effectiveness of the new method for solving the SMCP with symmetry coefficient matrices. |
| first_indexed | 2024-03-09T11:07:39Z |
| format | Article |
| id | doaj.art-f3e64d241dfd408587fd19aa2b5a57d8 |
| institution | Directory Open Access Journal |
| issn | 2073-8994 |
| language | English |
| last_indexed | 2024-03-09T11:07:39Z |
| publishDate | 2023-01-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Symmetry |
| spelling | doaj.art-f3e64d241dfd408587fd19aa2b5a57d82023-12-01T00:53:48ZengMDPI AGSymmetry2073-89942023-01-0115122910.3390/sym15010229A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity ProblemsCong Guo0Yingling Liu1Chenliang Li2School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin 541004, ChinaDepartment of Mathematics Teaching and Research, Guilin Institute of Information Technology, Guilin 541004, ChinaSchool of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin 541004, ChinaIn this paper, we present a smoothing modulus-based iterative method for solving the stochastic mixed complementarity problems (SMCP). The main idea is that we firstly transform the expected value model of SMCP into an equivalent nonsmooth system of equations, then obtain an approximation smooth system of equations by using a smoothing function, and finally solve it by the Newton method. We give the convergence analysis, and the numerical results show the effectiveness of the new method for solving the SMCP with symmetry coefficient matrices.https://www.mdpi.com/2073-8994/15/1/229smoothing modulus-based iterative methodstochastic mixed complementarity problemsexpected value modelNewton method |
| spellingShingle | Cong Guo Yingling Liu Chenliang Li A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity Problems Symmetry smoothing modulus-based iterative method stochastic mixed complementarity problems expected value model Newton method |
| title | A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity Problems |
| title_full | A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity Problems |
| title_fullStr | A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity Problems |
| title_full_unstemmed | A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity Problems |
| title_short | A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity Problems |
| title_sort | class of smoothing modulus based iterative methods for solving the stochastic mixed complementarity problems |
| topic | smoothing modulus-based iterative method stochastic mixed complementarity problems expected value model Newton method |
| url | https://www.mdpi.com/2073-8994/15/1/229 |
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