Paper Info
Title
Stochastic R0 Matrix Linear Complementarity Problems
Abstract
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.
Year
DOI
Venue
2007
10.1137/050630805
SIAM JOURNAL ON OPTIMIZATION
Keywords
DocType
Volume
stochastic linear complementarity problem,R-0 matrix,expected residual minimization
Journal
18
Issue
ISSN
Citations 
2
1052-6234
22
PageRank 
References 
Authors
1.08
2
3
Name
Order
Citations
PageRank
Haitao Fang119116.86
Xiaojun Chen21298107.51
Masao Fukushima32050172.73