Partial projected Newton method for a class of stochastic linear complementarity problems

DOI10.1007/s11075-011-9472-7zbMath1232.65091OpenAlexW2013230381MaRDI QIDQ652329

Yakui Huang, Xiang-Li Li, Hong-Wei Liu

Publication date: 14 December 2011

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

Full work available at URL: https://doi.org/10.1007/s11075-011-9472-7

zbMATH Keywords

algorithmnumerical resultslinear complementarity problemsFischer-Burmeister functionconjugate directionsglobal and quadratic convergencestochastic linear complementarity problemspartial projected Newton method

Mathematics Subject Classification ID

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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Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization ⋮ General fixed-point method for solving the linear complementarity problem ⋮ A Barzilai-Borwein type method for stochastic linear complementarity problems ⋮ Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization ⋮ Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems

Cites Work

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• New reformulations for stochastic nonlinear complementarity problems

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