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
global convergencenonsmooth equationsLevenberg-Marquardt-type methodstochastic linear complementarity problems
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)
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