A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity Problems

In this paper, we present a smoothing modulus-based iterative method for solving the stochastic mixed complementarity problems (SMCP). The main idea is that firstly transform expected value model of SMCP into an equivalent nonsmooth system equations, then obtain approximation smooth equations by using function, and finally solve it Newton method. We give convergence analysis, numerical results show effectiveness new with symmetry coefficient matrices.