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Operations Research Transactions >

2022 , Vol. 26 >Issue 2: 128 - 136

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2022.02.011

Smoothing Newton method for the tensor stochastic complementarity problem

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  • 1. Weifang Vocational College, Weifang 262737, Shandong, China
    2. Weifang University, Weifang 261061, Shandong, China
    3. Shandong University of Information Technology, Weifang 261061, Shandong, China

Received date: 2020-01-21

  Online published: 2022-05-27

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Abstract

In recent years, more and more people realize that stochastic complementarity problem plays an important role in economic management. Some scholars have extended the stochastic complementarity problem from matrices to tensors and proposed the stochastic complementarity problem of tensors. In this paper, we introduce a class of smooth functions, propose a smooth Newton algorithm, and prove the global and local convergence of the algorithm. Finally, the effectiveness of the algorithm is verified by numerical experiments.

Key words： tensor stochastic complementarity problem; smoothing Newton algorithm; global convergence

Cite this article

Xiquan SHAN, Meixia LI, Jinyu LIU . Smoothing Newton method for the tensor stochastic complementarity problem[J]. Operations Research Transactions, 2022 , 26(2) : 128 -136 . DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.011

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