Expected residual minimization method for uncertain variational inequality problems


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

  • Share on Facebook
  • Share on Twitter
  • Share on LinkedIn
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


MSC


References