A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
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Publication:620991
DOI10.1016/j.amc.2010.10.049zbMath1217.65114OpenAlexW1976860549MaRDI QIDQ620991
Publication date: 2 February 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2010.10.049
convergencenumerical resultsstochastic linear complementarity problemssmoothing Levenberg-Marquardt algorithm
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Random operators and equations (aspects of stochastic analysis) (60H25)
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