A Barzilai-Borwein type method for stochastic linear complementarity problems

DOI10.1007/s11075-013-9803-yzbMath1327.90312OpenAlexW2038308486MaRDI QIDQ483273

Sha Zhou, Yakui Huang, Hong-Wei Liu

Publication date: 16 December 2014

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-013-9803-y

zbMATH Keywords

stochastic linear complementarity problemBarzilai-Borwein type methodexpected residual minimization formulationglobal converegence

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (8)

Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization ⋮ On the rate of convergence of projected Barzilai–Borwein methods ⋮ Quadratic regularization projected Barzilai-Borwein method for nonnegative matrix factorization ⋮ A Barzilai-Borwein type method for minimizing composite functions ⋮ Accelerating the DC algorithm for smooth functions ⋮ Stochastic variance reduced gradient methods using a trust-region-like scheme ⋮ Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems ⋮ Accelerated augmented Lagrangian method for total variation minimization

Cites Work

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• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

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