Expected residual minimization method for uncertain variational inequality problems
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Authors
Cunlin Li
- School of Management, North Minzu University, Yinchuan, Ningxia 750021, China.
Zhifu Jia
- School of Mathematics and Information Science, North Minzu University, Yinchuan, Ningxia 750021, China.
Lin Zhang
- School of Mathematics and Information Science, North Minzu University, Yinchuan, Ningxia 750021, China.
Abstract
This paper considers an uncertain variational inequality problem (UVIP).
We first establish UVIP as an optimization problem (ERM model) which minimizes
the expected residual of the so-called regularized gap function. Then, we make some assumptions about a
UVIP subclass in which the function involved is affine. Thus the priority in our paper is to discuss the properties of the ERM problem and comprehensive convergence analysis under uncertainty theory. In the end, we make a conclusion.
Share and Cite
ISRP Style
Cunlin Li, Zhifu Jia, Lin Zhang, Expected residual minimization method for uncertain variational inequality problems, Journal of Nonlinear Sciences and Applications, 10 (2017), no. 11, 5958--5975
AMA Style
Li Cunlin, Jia Zhifu, Zhang Lin, Expected residual minimization method for uncertain variational inequality problems. J. Nonlinear Sci. Appl. (2017); 10(11):5958--5975
Chicago/Turabian Style
Li, Cunlin, Jia, Zhifu, Zhang, Lin. "Expected residual minimization method for uncertain variational inequality problems." Journal of Nonlinear Sciences and Applications, 10, no. 11 (2017): 5958--5975
Keywords
- Uncertain variational inequalities
- uncertainty theory
- properties of the ERM problem
- convergence
MSC
References
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