Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
DOI10.1080/00207160.2015.1040780zbMath1343.65069OpenAlexW1990449719MaRDI QIDQ5739606
Yakui Huang, Tengteng Yu, Hong-Wei Liu
Publication date: 19 July 2016
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2015.1040780
nonmonotone line searchBarzilai-Borwein methodnumerical resultstochastic linear complementarity problemexpected residual minimization
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cites Work
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