Author(s)

Mengdi Zheng, Xiaohui Xu, Juhe Sun

School of Science, Shenyang Aerospace University, Shenyang, China.

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.

Stochastic Variational Inequality, Sample Average Approximation, Projection and Contraction Method, Convergence Analysis, Numerical Experiments

Zheng, M. , Xu, X. and Sun, J. (2022) A Projection and Contraction Method for P-Order Cone Constraint Stochastic Variational Inequality Problem. Journal of Applied Mathematics and Physics, 10, 1113-1125. doi: 10.4236/jamp.2022.104078.