scientific article; zbMATH DE number 7266343

zbMATH Open1463.65146MaRDI QIDQ5129333

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Publication date: 27 October 2020

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zbMATH Keywords

nonmonotone line searchsmoothing Newton algorithmexpected value formulationstochastic generalized complementarity problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (4)

Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems ⋮ Partial projected Newton method for a class of stochastic linear complementarity problems ⋮ Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements ⋮ New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems

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