A smoothing Newton method for solving a class of stochastic linear complementarity problems

DOI10.1016/j.nonrwa.2011.06.017zbMath1231.65113OpenAlexW1997246610MaRDI QIDQ660767

Jia Tang, Chang-Feng Ma

Publication date: 5 February 2012

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.06.017

zbMATH Keywords

convergence analysisnumerical resultssmoothing Newton algorithmstochastic linear complementarity problems

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

Related Items

Stochastic regularized Newton methods for nonlinear equations, 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, A Levenberg-Marquardt method for nonlinear complementarity problems based on nonmonotone trust region and line search techniques

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