随机半定锥线性互补问题是一类重要的随机均衡问题.本文提出了一类光滑化样本均值近似(SAA)方法求解此类问题.利用欧几里德若当代数,得到了保证光滑化样本均值近似问题的有解性条件,并在一定的条件下得到了此类方法的收敛性.最后,通过数值算例验证了所提方法的有效性.
The stochastic semidefinite linear complementarity problem is an important stochastic equilibrium problem. In this paper for solving this problem we proposed a class of smoothing sample average approximation( SAA) method,what's more,by exploiting the Euclidean Jordan algebra,we obtained the conditions which can ensure solving the smoothing sample average approximation problem,and under certain conditions,we the convergence of the method proposed. Finally,some numerical results were also reported to show the efficiency of the methods proposed.