| 张小娟.次梯度外梯度方法求解随机变分不等式[J].井冈山大学自然版,2019,40(1):1-4 |
| 次梯度外梯度方法求解随机变分不等式 |
| SUBGRADIENT EXTRAGRADIENT METHOD FOR SOLVING STOCHASTIC VARIATIONAL INEQUALITY |
| 投稿时间：2018-06-11 修订日期：2018-11-19 |
| DOI：10.3969/j.issn.1674-8085.2019.01.001 |
| 中文关键词: 随机变分不等式 随机逼近 投影算法 次梯度外梯度 全局收敛性 |
| 英文关键词: Stochastic variational inequality stochastic approximation projection algorithm subgradient extragradient global convergence |
| 基金项目: |
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| 摘要点击次数: 10441 |
| 全文下载次数: 19356 |
| 中文摘要: |
| 随机变分不等式在供应链网络、交通运输和博弈论中具有广泛的应用。提出基于次梯度外梯度的随机逼近方法求解随机变分不等式，将矫正步的投影改投在半空间，以此来减少计算投影的代价。在适当的假设下，证明了所提出的算法具有全局收敛性。 |
| 英文摘要: |
| Stochastic variational inequalities have a wide range of applications in supply chain networks, transportation and game theory. In this paper, the subgradient extragradient algorithm is proposed to solve the stochastic variational inequality, and the projection of the correction step is changed to the half space to reduce the cost of projection calculation. Under appropriate assumptions, we prove that the proposed algorithm has global convergence. |
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