Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements

DOI10.3390/a9040083zbMath1461.90084OpenAlexW2560101520MaRDI QIDQ1736870

Shou-qiang Du, Ruiying Wang, Zhimin Liu

Publication date: 26 March 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a9040083

zbMATH Keywords

global convergencenonsmooth equationsLevenberg-Marquardt-type methodstochastic linear complementarity problems

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

Related Items (1)

Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization

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