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New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems - MaRDI portal

New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems (Q555370)

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scientific article; zbMATH DE number 5931327
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English
New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
scientific article; zbMATH DE number 5931327

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    New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems (English)
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    22 July 2011
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    stochastic linear complementarity problems
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    feasible semismooth Newton method
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    constrained minimization
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    global and quadratic convergence
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    numerical results
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