| 随机R0张量互补问题的投影Levenberg-Marquardt方法 |
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| 引用本文： | 崔丽媛,杜守强.随机R0张量互补问题的投影Levenberg-Marquardt方法[J].运筹学学报,2021,25(4):69-79. |
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| 作者姓名： | 崔丽媛 杜守强 |
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| 作者单位： | 1. 青岛大学数学与统计学院, 山东青岛 266071 |
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| 基金项目： | 国家自然科学基金(11671220) |
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| 摘 要： | 本文考虑一类离散型随机$R_0$张量互补问题，利用Fischer-Burmeister函数将问题转化为约束优化问题，并用投影Levenberg-Marquardt方法对其进行了求解。在一般的条件下得到了该方法的全局收敛性，相关的数值实验表明了该方法的有效性。
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| 关 键 词： | 随机R0张量互补问题 投影Levenberg-Marquardt方法 全局收敛 线搜索 |
| 收稿时间： | 2019-10-29 |
Projected Levenberg-Marquardt method for stochastic R0 tensor complementarity problems |
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| Liyuan CUI,Shouqiang DU.Projected Levenberg-Marquardt method for stochastic R0 tensor complementarity problems[J].OR Transactions,2021,25(4):69-79. |
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| Authors: | Liyuan CUI Shouqiang DU |
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| Institution: | 1. School of Mathematics and Statistics, Qingdao University, Qingdao 266071, Shandong, China |
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| Abstract: | In this paper, we consider a class of stochastic R0 tensor complementarity problems with finitely many elements. Firstly, we use Fischer-Burmeister function to transform the problem into a constrained optimization problem. Then a projected Levenberg-Marquardt method is used to solve the constrained optimization problem. Under general conditions, the global convergence of this method is proved, and the related numerical results show the efficiency of the method. |
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| Keywords: | stochastic R0 tensor complementarity problem projected Levenberg-Marquardt method global convergence line search |
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