A Projection and Contraction Method for P-Order Cone Constraint Stochastic Variational Inequality Problem
Open Access
- 1 January 2022
- journal article
- research article
- Published by Scientific Research Publishing, Inc. in Journal of Applied Mathematics and Physics
- Vol. 10 (04), 1113-1125
- https://doi.org/10.4236/jamp.2022.104078
Abstract
In this paper, we study the p-order cone constraint stochastic variational inequality problem. We first take the sample average approximation method to deal with the expectation and gain an approximation problem, further the rationality is given. When the underlying function is Lipschitz continuous, we acquire a projection and contraction algorithm to solve the approximation problem. In the end, the method is applied to some numerical experiments and the effectiveness of the algorithm is verified.Keywords
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