Author:
Guo Cong,Liu Yingling,Li Chenliang
Abstract
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.
Funder
Guangxi Natural Science Foundation
Natural Science Foundation of China
Subject
Physics and Astronomy (miscellaneous),General Mathematics,Chemistry (miscellaneous),Computer Science (miscellaneous)