论文标题
多阶段假基因酮随机变化不平等的可溶性
Solvability of Multistage Pseudomonotone Stochastic Variational Inequalities
论文作者
论文摘要
本文重点介绍了多阶段伪摩托酮随机变化不平等（SVI）的可溶性。一方面，假单胞苷确定性变异不平等的一些已知可溶性结果不能直接扩展到假单胞菌SVIS，因此我们在两者之间构建了同构，然后在存在的存在，convexity，convexity，convexity，convexity，invexity和Compactness的理论结果之间建立了pseudomonotone svis svis svis svis semorphiss的理论结果。另一方面，进行性对冲算法（PHA）是求解单调SVI的重要且有效的方法，但不能直接用于求解非单酮SVI。我们提出了一些关于假单胞菌SVI的诱因的足够条件，该条件为应用引发的PHA求解伪摩托酮SVI打开了大门。提出了解决假基因酮两阶段随机市场优化问题的数值结果，并随机生成了两个阶段的假酮线性互补性问题，以显示引起的PHA效率求解假基因托酮SVI的效率。
This paper focuses on the solvability of multistage pseudomonotone stochastic variational inequalities (SVIs). On one hand, some known solvability results of pseudomonotone deterministic variational inequalities cannot be directly extended to pseudomonotone SVIs, so we construct the isomorphism between both and then establish theoretical results on the existence, convexity, boundedness and compactness of the solution set for pseudomonotone SVIs via such an isomorphism. On the other hand, the progressive hedging algorithm (PHA) is an important and effective method for solving monotone SVIs, but it cannot be directly used to solve nonmonotone SVIs. We propose some sufficient conditions on the elicitability of pseudomonotone SVIs, which opens the door for applying elicited PHA to solve pseudomonotone SVIs. Numerical results on solving a pseudomonotone two-stage stochastic market optimization problem and randomly generated two stage pseudomonotone linear complementarity problems are presented to show the efficiency of the elicited PHA for solving pseudomonotone SVIs.
