Stochastic Methods Based on VU-Decomposition Methods for Stochastic Convex Minimax Problems
Joint Authors
Wang, Wei
Lu, Yuan
Huang, Ming
Chen, Shuang
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-12-04
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
This paper applies sample average approximation (SAA) method based on VU-space decomposition theory to solve stochastic convex minimax problems.
Under some moderate conditions, the SAA solution converges to its true counterpart with probability approaching one and convergence is exponentially fast with the increase of sample size.
Based on the VU-theory, a superlinear convergent VU-algorithm frame is designed to solve the SAA problem.
American Psychological Association (APA)
Lu, Yuan& Wang, Wei& Chen, Shuang& Huang, Ming. 2014. Stochastic Methods Based on VU-Decomposition Methods for Stochastic Convex Minimax Problems. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-5.
https://search.emarefa.net/detail/BIM-1046532
Modern Language Association (MLA)
Lu, Yuan…[et al.]. Stochastic Methods Based on VU-Decomposition Methods for Stochastic Convex Minimax Problems. Mathematical Problems in Engineering No. 2014 (2014), pp.1-5.
https://search.emarefa.net/detail/BIM-1046532
American Medical Association (AMA)
Lu, Yuan& Wang, Wei& Chen, Shuang& Huang, Ming. Stochastic Methods Based on VU-Decomposition Methods for Stochastic Convex Minimax Problems. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-5.
https://search.emarefa.net/detail/BIM-1046532
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1046532
