Robust solutions to box-constrained stochastic linear variational inequality problem
作者: Mei-Ju LuoYan Zhang
作者单位: 1Liaoning University
刊名: Journal of Inequalities and Applications, 2017, Vol.2017 (1)
来源数据库: Springer Nature Journal
DOI: 10.1186/s13660-017-1529-2
关键词: Box-constrainedStochastic variational inequalityLinearRobust solution90C3390C30
英文摘要: We present a new method for solving the box-constrained stochastic linear variational inequality problem with three special types of uncertainty sets. Most previous methods, such as the expected value and expected residual minimization, need the probability distribution information of the stochastic variables. In contrast, we give the robust reformulation and reformulate the problem as a quadratically constrained quadratic program or convex program with a conic quadratic inequality quadratic program, which is tractable in optimization theory.
原始语种摘要: We present a new method for solving the box-constrained stochastic linear variational inequality problem with three special types of uncertainty sets. Most previous methods, such as the expected value and expected residual minimization, need the probability distribution information of the stochastic variables. In contrast, we give the robust reformulation and reformulate the problem as a quadratically constrained quadratic program or convex program with a conic quadratic inequality quadratic program, which is tractable in optimization theory.
全文获取路径: Springer Nature  (合作)
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影响因子:0.822 (2012)

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关键词翻译
关键词翻译
  • stochastic 随机的
  • problem 题目
  • inequality 不等式
  • constrained 约束
  • variational 变化的
  • expected 预期
  • tractable 易处理的
  • reformulation 公式更改
  • uncertainty 不定
  • reformulate 改订