【摘要】 考虑一类随机互线性补问题的求解方法,目的是通过定义NCP函数来使正则化期望残差最小化.通过拟蒙洛包洛方法产生一系列观察值并且证得离散近似问题最小值解的聚点就是相应随机线性互补问题的期望残差最小值ERM,同时得到利用ERM到解为有界的充分条件.进一步证明ERM法能够得到具有稳定性和最小灵敏度的稳健解.更多还原

【Abstract】 The paper presents a formulation for the stochastic linear complementarity problem,which aims at minimizing a regularized expected residual by defining an NCP function.It generates observations by the quasi-Monte Carlo methods and proves that every accumulation point of minimizer of discrete approximation problems is a minimum expected residual minimization(ERM) problem.Furthermore,it gets a sufficient condition for the existence of bounded of solution which is solved by the regularized ERM method.Furthermore,the ERM formulation produces robust solutions Which minimum,high reliability.更多还原